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

Abdul Kadar Muhammad Masum; AFarukABhuiyan

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

Abdul Kadar Muhammad Masum * §

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AFarukABhuiyan

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farukbhn8

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§ International Islamic University Chittagong

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

Reference Format

I Akkizidis,S Khandelwal (2008). Financial Risk Management for Islamic Banking and Finance.
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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 Masum, AFarukABhuiyan. 2013. "Risk-Return Analysis of Three Asset Portfolio Using Islami Banks- Evidence from Dhaka Stock Exchange". Global Journal of Management and Business Research, Global Journal of Management and Business Research - C: Finance GJMBR-C Volume 13 (GJMBR Volume 13 Issue C6).

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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

Keywords

analyzing performance Individual stock analysis and Portfolio analysis Ratio analysis

Classification

GJMBR-C Classification JEL Code: H54

G32

Submission ReceivedDecember 10, 2012
Peer Review Double Blind
Handling Editor
Accepted December 31, 2012
Published January 15, 2013

Version of record

v1.2

Issue date

June 28, 2013

Language

English

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Article Matrices

Total Score: 155

Country: Bangladesh

Subject: Global Journal of Management and Business Research

Authors: Abdul Kadar Muhammad Masum, Dr. Abdul Hamid Chowdhury, Md. Abul Kalam Azad (PhD/Dr. count: 1)

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Publish Date: 2013 01, Tue

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