Socially responsible investing in the global market : the performance of US and European funds

This paper investigates the style and performance of US and European global socially responsible funds. Several specifications of the return generating process are applied as well as their corresponding conditional versions. Most European global socially responsible funds do not show significant per...

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Bibliographic Details
Main Author: Cortez, Maria do Céu (author)
Other Authors: Silva, Florinda (author), Areal, Nelson (author)
Format: article
Language:eng
Published: 2012
Subjects:
Fund performance evaluation
Socially responsible mutual funds
Global funds
Factor models
Conditional models
Social Sciences
Online Access:http://hdl.handle.net/1822/19674
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/19674

Internet

http://hdl.handle.net/1822/19674

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