Presents an AI-based robust portfolio optimization approach for Islamic ETFs and tests how sanctions affect including Chinese stocks.
Citation
Klemens Katterbauer, Hassan Syed, Laurent Cleenewerck, Sema Yilmaz Genc, “A Distributionally AI Robust Islamic Portfolio Approach: A Case Study of the Impact of Sanctions on the Incorporation of Chinese Stocks into Islamic ETF,” Journal of Islamic Finance 11, no. 1 (2022): 41–50. https://doi.org/10.31436/jif.v11i1.634.