Essays about: "Ethical funds"

Showing result 21 - 25 of 48 essays containing the words Ethical funds.

  1. 21. Socially Responsible Investments : Are investors paying a price for investing ethically?

    University essay from

    Author : Ulrica Arvidsson; Ebba Ljungbergh; [2015]
    Keywords : Socially Responsible Investments SRI ; Ethical investments; Performance evaluation; Risk-adjusted performance; Carhart s four-factor model; Mutual funds;

    Abstract : The aim of this study is to evaluate the difference in performance and management fees between ethical and conventional mutual funds registered in Sweden. Our dataset consists of 49 ethical and 254 conventional funds, estimated on a 10-year period of time between January 2005 to January 2015. READ MORE

  3. 22. Good For Goodness Sake? An evaluation of the performance of ethical funds in Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Linn Egeland; Linnea Jahnson; [2015]
    Keywords : Performance evaluation; Ethical investments; Mutual funds; Socially responsible investing;

    Abstract : Using a survivorship-bias free dataset, the fund performance and market timing of 95 Swedish ethical mutual funds and 237 conventional mutual funds between 2004 and 2014 is compared in order to investigate if there is an additional cost associated with ethical investments. For the evaluation of fund performance the CAPM single-index model as well as the Carhart (1997) 4-factor model is applied. READ MORE

  4. 23. Are ethical mutual funds safer than conventional mutual funds in the European market? : A matched pair analysis of the risk in ethical mutual funds based on three GARCH models´estimates from a five factor model

    University essay from

    Author : Christoffer Johansson; Mattias Brandt; [2015]
    Keywords : ;

    Abstract : .... READ MORE

  5. 24. Are ethical mutual funds safer than conventional mutual funds in the European market? : A matched pair analysis of the risk in ethical mutual funds based on three GARCH models´estimates from a five factor model

    University essay from Högskolan i Jönköping/IHH, Economics, Finance and Statistics

    Author : Christoffer Johansson; Mattias Brandt; [2015]
    Keywords : ;

    Abstract : Background: Ethical investing is growing in importance due to investors’ concern with environmental and social issues. However, there is difference of opinion regarding the extent to which the limited investment universe affects the financial return of ethical investments. READ MORE

  6. 25. Superior Fund Performance by Exclusion. Does an Exclusion and Norms-Based Strategy Enhance Performance for Socially Responsible Retail Investors?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Mikaela Hildén; Fredrik Olsson Stenkil; [2014-07-04]
    Keywords : Socially Responsible Investing; Mutual Fund Performance; Environmental; Socal and Governance ESG Analysis; Ethical Investments; Exclusion-and Norms-Based Screening; Stustainablility;

    Abstract : The study examines whether there is a significant relationship between risk-adjusted returns and the intensity of exclusion and norms-based screening. The approaches to socially responsible investing adopted by mutual funds in the Swedish premium pension system are quantified and the monthly performances over the three year period March 2011 – March 2014 are estimated with Jensen’s alpha, Carhart’s four-factor alpha and the Sharpe ratio. READ MORE