The performance of European SRI funds investing in bonds and their comparison to conventional funds
This paper evaluates the performance of European SRI fixed-income funds domiciled in France and in Germany compared to characteristics-matched conventional funds. Fund performance is evaluated by means of conditional multi-factor models that allow for both time-varying risk and performance. The resu...
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2018
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/11110/1365 |
| País: | Portugal |
| Oai: | oai:ciencipca.ipca.pt:11110/1365 |