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Portfolio investment analysis and asymmetric shock transmission among green investment, fixed income and commodity markets Vrije Universiteit Brussel

Abdul Qadeer, Ahmed Imran Hunjra, Mina Sami, Lieven De Moor
This study explores asymmetric volatility transmission and connectedness across green investment, fixed income, and commodity markets using the novel R2 decomposed DCC-GARCH connectedness measures. We further evaluate the implications of connectedness patterns for portfolio analysis and risk management. We find that bond indices act as dominant transmitters of volatility, while green and commodity indices mostly absorb shocks. The connectedness ...

Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed? Vrije Universiteit Brussel

Yanpeng Sun, Nawazish Mirza, Abdul Qadeer, Hsin-Pei Hsueh

Increasing financialization of energy and commodity markets offer a variety of tradeoff for the investors and consumers. On the one hand, this increased financialization of the two markets helps investors design a well-diversified investment portfolio with assets from different asset categories. However, at the same time, this increases the connectedness between the two markets significantly, which may have strong implications for investors ...

General Assessment of Behavioral Preferences of Investors: A Qualitative Study Vrije Universiteit Brussel

Abdul Qadeer, Syed Kumail Abbas Rizvi, Ashfaq Ahmad
The purpose of this study is to ascertain behavioral biases and preference of investors in their investment. In this study, open ended interviews from the investors were conducted at Pakistan Stock Exchange-Lahore to describe their preferences and behavioral aspect in investment. The findings from 10 open-ended interviews shows that the investors hold different preferences and beliefs regarding investment decisions. Collectively, three themes ...

Performance evaluation of survivorship-biased open-ended mutual funds in Pakistan Vrije Universiteit Brussel

Haroon Rasheed, Abdul Qadeer

Mutual fund industry in Pakistan becomes an integral form of investment for small and large investors due to benefits of high return and less expertise. Investors can maximize his or her return by investing in mutual funds. This paper investigates the performance of survivorship biased twenty-five open-ended mutual fund. Manager's stock selection ability of fund manager and diversification is also measured. Monthly net asset values are ...