Persistence of multidimensional time‐varying skills of fund managers: A comparison of conventional and Islamic equity funds
Ghulam Nabi,
Ramiz ur Rehman,
Rizwan Ali
et al.
Abstract:This comparative study investigates the time‐varying skills of Shariah‐Compliant and conventional equity fund managers in selectivity, volatility, market return, liquidity, and higher‐order of Multidimensional Time‐Varying Skills of Fund Managers: A Comparison of Conventional and Islamic Equity Fundsco‐moments. Additionally, it examines the persistence and causal relationships among these timing abilities. The analysis utilizes equity mutual funds data from January 2010 to June 2022, encompassing three major I… Show more
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