A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa

Simple item page
dc.contributor.advisorToerien, Francoisen_ZA
dc.contributor.authorDhai, Riazen_ZA
dc.date.accessioned2015-01-10T06:44:19Z
dc.date.available2015-01-10T06:44:19Z
dc.date.issued2009en_ZA
dc.descriptionIncludes abstract.en_ZA
dc.descriptionIncludes bibliographical references (leaves 76-79).en_ZA
dc.description.abstractThe aim of this study is to identify whether there is a difference in performance between shares meeting the Islamic investing criteria and the market in an emerging market context. The proxy for the Islamic market is the FTSE South Africa Islamic Index. The returns on this index are compared to three proxies for the market using single and multiple regression models: (1) the All Share Index on the JSE in a single factor regression (2) the Resources Index and Financial/Industrial Index in a two factor model (3) a four factor model developed by Carhart (1997) that accounts for size, growth and momentum in the market in addition to the All Share Index.en_ZA
dc.identifier.apacitationDhai, R. (2009). <i>A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Management Studies. Retrieved from http://hdl.handle.net/11427/11879en_ZA
dc.identifier.chicagocitationDhai, Riaz. <i>"A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Management Studies, 2009. http://hdl.handle.net/11427/11879en_ZA
dc.identifier.citationDhai, R. 2009. A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Dhai, Riaz AB - The aim of this study is to identify whether there is a difference in performance between shares meeting the Islamic investing criteria and the market in an emerging market context. The proxy for the Islamic market is the FTSE South Africa Islamic Index. The returns on this index are compared to three proxies for the market using single and multiple regression models: (1) the All Share Index on the JSE in a single factor regression (2) the Resources Index and Financial/Industrial Index in a two factor model (3) a four factor model developed by Carhart (1997) that accounts for size, growth and momentum in the market in addition to the All Share Index. DA - 2009 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2009 T1 - A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa TI - A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa UR - http://hdl.handle.net/11427/11879 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/11879
dc.identifier.vancouvercitationDhai R. A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa. [Thesis]. University of Cape Town ,Faculty of Commerce ,School of Management Studies, 2009 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/11879en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentSchool of Management Studiesen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherFinancial Managementen_ZA
dc.titleA comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africaen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMComen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
thesis_com_2009_dhai_r.pdf
Size:
4.47 MB
Format:
Adobe Portable Document Format
Description:
Download
Collections
Masters