Essays about: "SRI mutual funds"

Showing result 11 - 15 of 17 essays containing the words SRI mutual funds.

  1. 11. 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. 12. Socially Responsible Funds and Financial Sustainability: Effects of Investment Horizons on Fund Performance

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Thomas Herke; Helena Cederlöf; [2015]
    Keywords : socially responsible investments; SRI; investment horizon; abnormal returns; churn ratio;

    Abstract : This paper investigates the effect of US domestic equity mutual funds' investment horizons on their abnormal returns during 1999 to 2014, and how the effect differs for funds dedicated to socially responsible investments (SRI) and conventional, non-SRI funds. Using average fund turnover as a proxy for the fund investment horizon, we find that SRI funds tend to have significantly longer horizons than non-SRI funds. READ MORE

  4. 13. Is there a cost of being ethical?

    University essay from KTH/Fastigheter och byggande

    Author : Fredrik Carle; Joakim Villner; [2014]
    Keywords : Ethical funds; SRI; risk-adjusted return; Etiska fonder; SRI; riskjusterad avkastning;

    Abstract : Sweden is one of the countries in the world where investing in mutual funds is most prevalent among the population. The supply of funds in the market has increased significantly in recent decades as well as the public debate on ethical issues. This has contributed to the development of the market for ethical funds. READ MORE

  5. 14. How SRI Affect Valuation Multiples and Portfolio Management

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Oskar Andersson; Filip Andersson; [2013]
    Keywords : Socially Responsible Investment SRI ; Valuation Multiples; Portfolio Management; Screening; Ethical Investment; Business and Economics;

    Abstract : In this paper, we investigate conventional mutual funds’ and socially responsible investment (SRI) funds’ compositions of high and low valuation multiple stocks as well as potential differences in portfolio management between the two types of funds. Previous research has to a large extent focused on risk-adjusted stock returns and has not been able to be conclusive on whether SRI funds under- or outperform conventional mutual funds. READ MORE

  6. 15. Performance Evaluation of Swedish Ethical and Non-Ethical Funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Elin Eliasson; Beatrice Tengblad; [2010]
    Keywords : Performance Evaluation; Mutual Funds; Ethical Funds; Portfolio Change Measure of Performance; SRI;

    Abstract : In this thesis we investigate whether there is a difference in performance between Swedish ethical and non-ethical funds. We use the Portfolio Change Measure of Performance developed by Grinblatt and Titman (1993) which is based on fund holdings and Jensen’s alpha obtained from the CAPM on an index level and on a fund level. READ MORE