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Risks ; 11(1), 2023.
Article in English | Web of Science | ID: covidwho-2235168


During the COVID-19 pandemic, technology stocks, such as FAANG stocks (Facebook, Amazon, Apple, Netflix, and Google), attracted the attention of global investors due to the vast use of technology in daily business. However, technology stocks are generally considered risky stocks;hence, efficient risk management is required to construct an optimal portfolio. In this study, we investigate the volatility spillovers and dynamic conditional correlations among the daily returns of FAANG company stocks, gold, and sharia-compliant equity to construct the optimal portfolio weights and hedge ratios during the COVID-19 pandemic period by utilizing a multivariate GARCH framework. The dynamic conditional correlations reveal that both gold and sharia-compliant equities exhibit lower correlations with FAANG stocks during the COVID-19 pandemic, implying opportunities for portfolio diversification. The findings indicate that gold and shariah-compliant equity are good candidates to hedge FAANG stocks. These findings are highly relevant for international investors, asset managers, hedgers, and portfolio managers.

Journal of Industrial and Management Optimization ; 19(2):1426.0, 2023.
Article in English | ProQuest Central | ID: covidwho-2234620


Markowitz formulates portfolio selection and calls the optimal solutions as an efficient frontier. Sharpe initiates Sharpe ratio for frontier portfolios' reward to variability. Finance textbooks assume that there exists a line which passes through a risk-free rate and is tangent to an efficient frontier. The tangent portfolio enjoys the maximum Sharpe ratio. However, the assumption is over-simplistic because we prove that other situations exist. For example, Sharpe ratio itself may not be even well-defined. We comprehensively maximize Sharpe ratio. In such an area, this paper contributes to the literature. Specifically, we identify the other situations by parametric-quadratic programming which renders complete efficient frontiers by piecewise-hyperbola structure. Researchers traditionally view efficient frontiers by just isolated points. We accomplish handy formulae, so investors can even manually process them. The COVID-19 pandemic is unleashing crises. Unfortunately, there is quite limited research of portfolio selection for COVID. In such an area, this paper contributes to the practice. Specifically, we originate a counter-COVID measure for stocks and integrate it as a constraint into portfolio-selection models. The maximum-Sharpe-ratio portfolio outperforms stock-market indexes in sample. We launch the models for Dow Jones Industrial Average and discover outperformance out of sample.

Journal of Financial Planning ; 36(2):87.0, 2023.
Article in English | ProQuest Central | ID: covidwho-2230353


* Prior research shows that during periods of high market volatility, investors tend to shift wealth from risky to safe assets. * This research examines the behavior of registered investment advisers (RIAs) and their clients during the 2020 market downturn due to the COVID-19 pandemic, specifically exploring portfolio management decisions during this period. * The authors of this study find that RIAs provided value to their clients during the COVID-19 market crash, using effective buy/sell strategies. * This study also investigates the use of Twitter as a means of communication with prospective and existing clients. The authors discuss how financial advisers can benefit from continuing education resources around managing investor behavior online when so many rely on social media. * Financial planning stakeholders, specifically RIA firms, organizations such as the Financial Planning Association, and the Certified Financial Planner Board of Standards would serve their members well by utilizing more aggressive public campaigns to promote awareness of the value associated with working with financial advisers. * Additionally, regulatory bodies and compliance departments should consider providing financial advisers and marketing departments with greater flexibility around the use of social media as a tool to educate and disseminate information during periods of high market volatility.

International Journal of Economics and Financial Issues ; 12(6):133-144, 2022.
Article in English | ProQuest Central | ID: covidwho-2205920
Journal of Islamic Accounting and Business Research ; 2023.
Article in English | Scopus | ID: covidwho-2191525
Energy Reports ; 8:15654-15668, 2022.
Article in English | Scopus | ID: covidwho-2149651
Journal of Financial Planning ; 35(12):56-59, 2022.
Article in English | ProQuest Central | ID: covidwho-2147083
Journal of Economics and Development ; 24(4):329-344, 2022.
Article in English | ProQuest Central | ID: covidwho-2135998
Sosyoekonomi ; 30(53):137-153, 2022.
Article in English | ProQuest Central | ID: covidwho-1994667
Mathematics ; 10(15):2812, 2022.
Article in English | ProQuest Central | ID: covidwho-1994109
Mathematics ; 10(15):2757, 2022.
Article in English | ProQuest Central | ID: covidwho-1994107
The Journal of Applied Business and Economics ; 24(4):76-88, 2022.
Article in English | ProQuest Central | ID: covidwho-1989522
Measuring Business Excellence ; 26(3):229-244, 2022.
Article in English | ProQuest Central | ID: covidwho-1973418
Webology ; 19(2):4235-4244, 2022.
Article in English | ProQuest Central | ID: covidwho-1958393
Mathematical Problems in Engineering ; 2022, 2022.
Article in English | ProQuest Central | ID: covidwho-1950452
International Journal of Managerial Finance ; 18(4):639-660, 2022.
Article in English | ProQuest Central | ID: covidwho-1932025
Resources Policy ; 78:102877, 2022.
Article in English | ScienceDirect | ID: covidwho-1914958
Review of Integrative Business and Economics Research ; 11(4):39-49, 2022.
Article in English | ProQuest Central | ID: covidwho-1905070
Journal of Economic and Financial Sciences ; 15(1), 2022.
Article in English | ProQuest Central | ID: covidwho-1893092