Abstract
This study will present the conceptual model of volatility index of the Islamic REITs (IREITs which covers I-REITs in Malaysia. This is aimed to provide clear evident and perception for I-REITs as major investment option in property security market. The volatility index will be considering the major indicators of performance in portfolios' assets performance namely Sharpe Index, potential of diversification, portfolio optimisation, causality, volatility and spillovers. Research on Global I-REITs have not been significant yet. This is especially on the issue of volatility index due to the high integration of major portfolios assets market in recent years. This study attempts to fill the space in the picture of I-REITs markets by using a volatility technique. Islamic REITs has attracted other countries to start diversifying their businesses as well as optimizing their countries' investment opportunities.
Metadata
Item Type: | Conference or Workshop Item (Paper) |
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Creators: | Creators Email / ID Num. Husain, Mohd Fariz Helmi UNSPECIFIED Razali, Muhammad Najib UNSPECIFIED |
Subjects: | H Social Sciences > HD Industries. Land use. Labor > Land use > Real estate business. Real property |
Divisions: | Universiti Teknologi MARA, Perak > Seri Iskandar Campus > Faculty of Architecture, Planning and Surveying |
Journal or Publication Title: | Property Talk 2021: Industrial Revolution 4.0 in Malaysia Property |
Event Title: | Property Talk 2021: Industrial Revolution 4.0 in Malaysia Property |
Event Dates: | November |
Page Range: | pp. 41-44 |
Keywords: | Conceptual, Model, Volatility, I-REITs, Malaysia |
Date: | 2021 |
URI: | https://ir.uitm.edu.my/id/eprint/81493 |