Muhammad Wajid Raza

Shadeed Benazir Bhutto University, Dir, Pakistan

http://www.sbbu.edu.pk/

http://www.sbbu.edu.pk/

Sheringal, Khyber Pakhtunkhwa 18000

Pakistan

  • Shadeed Benazir Bhutto University, Dir, Pakistan

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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15

CROSSREF CITATIONS

6

Ideas:
“  Muhammad Wajid Raza is expert of Islamic finance in general and Shariah-compliant portfolio optimization in particular. Currently he is developing dynamic allocation strategies for Shariah-compliant investors.  ”

  • Shadeed Benazir Bhutto University, Dir, Pakistan

Scholarly Papers (13)

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1.

Evaluating the Shariah-Compliance of Equity Portfolios: The Weighting Method Matters

International Review of Financial Analysis, Forthcoming
Number of pages: 30 Posted: 22 Jul 2016 Last Revised: 05 Jan 2018
Kris Boudt, Muhammad Wajid Raza and Marjan Wauters
Ghent University, Shadeed Benazir Bhutto University, Dir, Pakistan and Vrije Universiteit Brussel (VUB)
Downloads 241 (195,772)
Citation 5

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Shariah equity portfolio, Market capitalization, Fundamental weighting, Equal weighting, Low risk weighting

2.

The Long-Run Reversal in the Long Run: Insights from Two Centuries of International Equity Returns

Number of pages: 59 Posted: 29 Aug 2019 Last Revised: 09 Sep 2020
Adam Zaremba, Renatas Kizys and Muhammad Wajid Raza
Montpellier Business School, University of Southampton, Southampton Business School, Department of Banking and Finance and Shadeed Benazir Bhutto University, Dir, Pakistan
Downloads 202 (231,204)
Citation 5

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long-term reversal, long-run reversal, country equity indices, early security data, equity anomalies, asset pricing, return predictability

3.

Does the Application of Smart Beta Strategies Enhance Portfolio Performance? The Case of Islamic Equity Investments

Downloads 134 (326,595)
Citation 3

Does the Application of Smart Beta Strategies Enhance Portfolio Performance? The Case of Islamic Equity Investments

Number of pages: 36 Posted: 28 Jul 2017 Last Revised: 20 Aug 2017
Muhammad Wajid Raza and Dawood Ashraf
Shadeed Benazir Bhutto University, Dir, Pakistan and Islamic Development Bank Institute
Downloads 81 (463,842)

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Shariah Investments, Fundamental Weighted, Equal Weighted, Low Risk Portfolio, Smart Beta

Does the Application of Smart Beta Strategies Enhance Portfolio Performance? The Case of Islamic Equity Investments

Islamic Economic Studies Working Paper No. 2018/1
Number of pages: 36 Posted: 23 May 2018
Muhammad Wajid Raza and Dawood Ashraf
Shadeed Benazir Bhutto University, Dir, Pakistan and Islamic Development Bank Institute
Downloads 53 (581,214)
Citation 1

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Portfolio construction methods; capital markets; Shari’ah investments; Smart beta

4.

Portfolio Tilting: Hunt for Positive Alpha Through Style Tilts

Raza, M. W., & MOHSIN, H. M. (2015). PORTFOLIO TILTING: HUNT FOR POSITIVE ALPHA THROUGH STYLE TILTS. VFAST Transactions on Education and Social Sciences, 6(2).
Number of pages: 18 Posted: 12 Apr 2016
Muhammad Wajid Raza and Hassan Mohsin
Shadeed Benazir Bhutto University, Dir, Pakistan and Quaid-i-Azam University - Pakistan Institute of Development Economics (PIDE)
Downloads 126 (341,946)

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Portfolio tilting, size, B/M value, performance evaluation

5.

The Effect of Market Regimes on the Performance of Market Capitalization-Weighted and Smart Beta Shariah-Compliant Equity Portfolios

Number of pages: 26 Posted: 11 Mar 2019
Muhammad Wajid Raza, Barbara L’Huillier and Dawood Ashraf
Shadeed Benazir Bhutto University, Dir, Pakistan, Prince Mohammad Bin Fahd University and Islamic Development Bank Institute
Downloads 104 (391,893)
Citation 2

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Islamic Equity Investments; Smart Beta Strategies; Market Regimes

6.

Macro-Financial Regimes and the Performance of Dynamic Shariah-Compliant Equity Portfolios

Number of pages: 31 Posted: 22 Aug 2018
Kris Boudt, Muhammad Wajid Raza and Dawood Ashraf
Ghent University, Shadeed Benazir Bhutto University, Dir, Pakistan and Islamic Development Bank Institute
Downloads 87 (439,868)
Citation 2

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Shariah-Compliant Investing, Market Capitalization, Fundamental Weighting, Equal Weighting, Low-Risk Weighting

7.

The Role of Ownership and Capital Structure on Compliance: The Case of Regulatory Changes for Shariah Screening Methodology

Number of pages: 16 Posted: 22 Apr 2020
Muhammad Wajid Raza and Dawood Ashraf
Shadeed Benazir Bhutto University, Dir, Pakistan and Islamic Development Bank Institute
Downloads 56 (556,572)
Citation 1

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Shariah-compliant firms, financial performance, corporate governance, capital structure, ownership structure

8.

Political Risk and Portfolio Performance: Implications for Shariah-Compliant Investors

Number of pages: 19 Posted: 31 Jul 2020
Muhammad Wajid Raza, Tahir Suleman and Adam Zaremba
Shadeed Benazir Bhutto University, Dir, Pakistan, Wellington Institute of Technology and Montpellier Business School
Downloads 39 (645,001)

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Political risk, International portfolio diversification, Shariah-compliant portfolios, Performance evaluation, Shariah-compliant investments

9.

Market Microstructure and Informational Efficiency in Emerging Markets

Number of pages: 32 Posted: 18 Mar 2023
Bahrawar Said Akhunzada, Muhammad Wajid Raza and Ahmed Elshahat
affiliation not provided to SSRN, Shadeed Benazir Bhutto University, Dir, Pakistan and affiliation not provided to SSRN
Downloads 6 (901,584)

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Market microstructure, market efficiency, Asian emerging markets

10.

Does the Choice of Stock Selection Criteria Matter for Shariah-Compliant Investors?

Posted: 02 Jan 2019 Last Revised: 31 Aug 2020
Muhammad Wajid Raza
Shadeed Benazir Bhutto University, Dir, Pakistan

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Shariah Screening Guidelines, Islamic Finance, Shariah-Compliant Portfolios, Performance Evaluation

11.

Avoiding Interest-Based Revenues While Constructing Shariah-Compliant Portfolios: False Negatives and False Positives

Journal of Portfolio Management, Forthcoming
Posted: 30 May 2017 Last Revised: 28 Jul 2017
Özgür Arslan-Ayaydin, Kris Boudt and Muhammad Wajid Raza
University of Illinois at Chicago - Department of Finance, Ghent University and Shadeed Benazir Bhutto University, Dir, Pakistan

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Interest-based revenues, Islamic finance, Misclassification, Shariah screening

12.

Islamic Banking Controversies and Challenges

Shah, S. F., Raza, M. W., & Khurshid, M. R. (2012). Islamic banking controversies and challenges. Interdisciplinary journal of contemporary research in business, 3(10), 1018-1026.
Posted: 12 Apr 2016 Last Revised: 25 Jul 2016
Syed Shah, Muhammad Wajid Raza and Malik Khurshid
Independent, Shadeed Benazir Bhutto University, Dir, Pakistan and Independent

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Islamic Banking, Riba, Interest,

13.

Portfolio Management and Disposition Effect Empirical Evidence from Pakistan

European Academic Research, 2(1), 2014
Posted: 25 Jul 2013 Last Revised: 12 Apr 2016
Muhammad Wajid Raza
Shadeed Benazir Bhutto University, Dir, Pakistan

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