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Khalid Abbasher Hassan, United Kingdom

Wrote "Comparison between sukuk and conventional bonds:Value-at-Risk approach Social Science Research Network"

The paper assessed the potential difference between Sukuk and conventional bonds by capturing any additional diversification benefit that can be gained by adding Sukuk in to conventional fixed income portfolio.

Further, the paper evaluated the risk of Sukuk by measuring its VaR value and comparing it with the VaR value of a conventional bond issued by the same issuer in two separate portfolios.

Khalid Abbasher Hassan Sukuk ProjectsSEE ALL


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