Risk-Return Analysis of Three Asset Portfolio Using Islami Banks- Evidence from Dhaka Stock Exchange

Abdul Kadar Muhammad Masum
Abdul Kadar Muhammad Masum
Dr. Abdul Hamid Chowdhury
Dr. Abdul Hamid Chowdhury
Md. Abul Kalam Azad
Md. Abul Kalam Azad
to International Islamic University Chittagong

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Risk-Return Analysis of Three Asset Portfolio Using Islami Banks- Evidence from Dhaka Stock Exchange

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Abstract

This paper aims at analyzing performance of Shahjalal Islami Bank Ltd. (SJIBL) at micro level. The study is based on 18 companies of Dhaka Stock Exchange (DSE). As population, 93 listed companies of DSE are purposively selected from a total of 544 companies. Ratio analysis, Individual stock analysis and Portfolio analysis have done using data between 2005 and 2011. A three stock portfolio analysis has been made compiling three financial industries namely; Banking, Insurance and Financial Institutions. Evidence from the study reveals that SJIBL has high return and low risk characteristics. Portfolio result depicts that combination of Islamic Banks’ (IB) stock in portfolio investment can accelerate portfolio return and can reduce risk.

References

10 Cites in Article
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Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

Ethical Approval

No ethics committee approval was required for this article type.

Data Availability

Not applicable for this article.

How to Cite This Article

Abdul Kadar Muhammad Masum. 2013. \u201cRisk-Return Analysis of Three Asset Portfolio Using Islami Banks- Evidence from Dhaka Stock Exchange\u201d. Global Journal of Management and Business Research - C: Finance GJMBR-C Volume 13 (GJMBR Volume 13 Issue C6).

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Journal Specifications

Crossref Journal DOI 10.17406/GJMBR

Print ISSN 0975-5853

e-ISSN 2249-4588

Version of record

v1.2

Issue date
June 28, 2013

Language
en
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Risk-Return Analysis of Three Asset Portfolio Using Islami Banks- Evidence from Dhaka Stock Exchange

Abdul Kadar Muhammad Masum
Abdul Kadar Muhammad Masum <p>International Islamic University Chittagong</p>
Dr. Abdul Hamid Chowdhury
Dr. Abdul Hamid Chowdhury <p>International Islamic University Chittagong</p>
Md. Abul Kalam Azad
Md. Abul Kalam Azad

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