<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "THE ENVIRONMENTAL, SOCIAL, AND GOVERNANCE\r\n(ESG) CRITERIA AND ITS IMPACT ON THE PORTFOLIO\r\nPERFORMANCE"^^ . "Islamic investment and ESG are two alternatives for investors that\r\ncan be selected either as substitutive or by combining both markets.\r\nThe objectives of this study are: 1) to comprehensively explore and\r\nexamine the impact of double screening (Islamic ESG screening) on\r\nportfolio performance; 2) to comprehensively explore and examine\r\nthe relationship between ESG and Islamic Screening with default\r\nprobability; and 3) to explore the impacts of systemic risk, size, book\r\nto market value, profitability, investment, and momentum on Islamic\r\nESG, ESG, and Islamic portfolios, and to identify if there is any\r\ndifference in character among the three. This study uses a selfcomposed\r\nportfolio from 2011-2018 based on the Fama and French\r\nSix Factor Models. From the portfolio, the arithmetic means of\r\nexcess return and Merton Model were then employed. For further\r\nunderstanding of the characteristics of the Islamic and ESG\r\nportfolios, the six factors that are implemented in the Fama and\r\nFrench Model were utilized. From the statistical testing, this study\r\nrevealed that there is no difference in portfolio return between the\r\nIslamic portfolio and the ESG portfolio, the Islamic ESG portfolio\r\nand the Islamic portfolio, or the Islamic ESG portfolio and the ESG\r\nportfolio. In addition, from the analysis, this study found that the\r\nIslamic ESG portfolio in Indonesia and Malaysia has lower default\r\nprobability compared to the Islamic and ESG portfolios. For the\r\nperformance determinant, this study empirically evidenced that,\r\noverall, for all portfolios, namely Islamic, ESG, and Islamic ESG\r\nportfolio, MRP, SMB, and HML are the most powerful variables in\r\nterms of impact on portfolio return. The study also observed that the\r\nIslamic ESG portfolio provides better performance compared to the\r\nIslamic and ESG portfolios, both in Indonesia and Malaysia. This\r\nwas indicated by the relationship of each variable, namely MRP,\r\nSMB, HML, RMW, CMA, and UMD. These findings suggest that\r\ninvestors can consider investing in both markets, or even combining\r\nthe two markets, in their portfolio. For the policymakers, it provides\r\nreasoning for establishing an Islamic ESG Index consisting of\r\nIslamic ESG firms."^^ . "2020-06-10" . . . . "UNIVERSITAS ISLAM NEGERI SUNAN KALIJAGA"^^ . . . "Pascasarjana, UNIVERSITAS ISLAM NEGERI SUNAN KALIJAGA"^^ . . . . . . . . . "NIM. 17300016063"^^ . "ABDUL QOYUM, SEI, M.Sc.Fin"^^ . "NIM. 17300016063 ABDUL QOYUM, SEI, M.Sc.Fin"^^ . . . . . . "THE ENVIRONMENTAL, SOCIAL, AND GOVERNANCE\r\n(ESG) CRITERIA AND ITS IMPACT ON THE PORTFOLIO\r\nPERFORMANCE (Text)"^^ . . . . . "17300016063_BAB-I_V_DAFTAR-PUSTAKA.pdf"^^ . . . "THE ENVIRONMENTAL, SOCIAL, AND GOVERNANCE\r\n(ESG) CRITERIA AND ITS IMPACT ON THE PORTFOLIO\r\nPERFORMANCE (Text)"^^ . . . . . "THE ENVIRONMENTAL, SOCIAL, AND GOVERNANCE\r\n(ESG) CRITERIA AND ITS IMPACT ON THE PORTFOLIO\r\nPERFORMANCE (Other)"^^ . . . . . . "THE ENVIRONMENTAL, SOCIAL, AND GOVERNANCE\r\n(ESG) CRITERIA AND ITS IMPACT ON THE PORTFOLIO\r\nPERFORMANCE (Other)"^^ . . . . . . "THE ENVIRONMENTAL, SOCIAL, AND GOVERNANCE\r\n(ESG) CRITERIA AND ITS IMPACT ON THE PORTFOLIO\r\nPERFORMANCE (Other)"^^ . . . . . . "THE ENVIRONMENTAL, SOCIAL, AND GOVERNANCE\r\n(ESG) CRITERIA AND ITS IMPACT ON THE PORTFOLIO\r\nPERFORMANCE (Other)"^^ . . . . . . "THE ENVIRONMENTAL, SOCIAL, AND GOVERNANCE\r\n(ESG) CRITERIA AND ITS IMPACT ON THE PORTFOLIO\r\nPERFORMANCE (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "THE ENVIRONMENTAL, SOCIAL, AND GOVERNANCE\r\n(ESG) CRITERIA AND ITS IMPACT ON THE PORTFOLIO\r\nPERFORMANCE (Other)"^^ . . . . . . "preview.jpg"^^ . . . "THE ENVIRONMENTAL, SOCIAL, AND GOVERNANCE\r\n(ESG) CRITERIA AND ITS IMPACT ON THE PORTFOLIO\r\nPERFORMANCE (Other)"^^ . . . . . . "medium.jpg"^^ . . . "THE ENVIRONMENTAL, SOCIAL, AND GOVERNANCE\r\n(ESG) CRITERIA AND ITS IMPACT ON THE PORTFOLIO\r\nPERFORMANCE (Other)"^^ . . . . . . "small.jpg"^^ . . . "THE ENVIRONMENTAL, SOCIAL, AND GOVERNANCE\r\n(ESG) CRITERIA AND ITS IMPACT ON THE PORTFOLIO\r\nPERFORMANCE (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "THE ENVIRONMENTAL, SOCIAL, AND GOVERNANCE\r\n(ESG) CRITERIA AND ITS IMPACT ON THE PORTFOLIO\r\nPERFORMANCE (Other)"^^ . . . . . "HTML Summary of #39628 \n\nTHE ENVIRONMENTAL, SOCIAL, AND GOVERNANCE \n(ESG) CRITERIA AND ITS IMPACT ON THE PORTFOLIO \nPERFORMANCE\n\n" . "text/html" . . . "Ekonomi Islam"@en . .