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...

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Bibliographic Details
Main Author: Leite, Paulo (author)
Other Authors: Cortez, Maria Céu (author)
Format: article
Language:eng
Published: 2018
Subjects:
Socially responsible funds
fixed-income funds
performance evaluation
Social Sciences
Online Access:http://hdl.handle.net/1822/55110
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/55110

Internet

http://hdl.handle.net/1822/55110

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