This study seeks to examine what happens when sharia-compliant investments are made across asset categories in optimized portfolios, and in particular how they perform versus conventional optimized multi-asset-class portfolio peers using risk and reward metrics common in the asset management industry. The main research question for the study involves the investigation of both performance and risk when involving sharia-compliant securities in multi-asset optimized portfolios. Also, the sharia-compliant portfolios are compared to conventional portfolios to evaluate the difference in both risk and performance.
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