Essays about: "SRI mutual funds"

Showing result 6 - 10 of 17 essays containing the words SRI mutual funds.

  1. 6. A Study on the Relationship Between a Mutual Fund’s Risk-Adjusted Return and Sustainability : Do Mutual Funds with High Sustainability Scores Outperform Those with Low Ones?

    University essay from KTH/Matematisk statistik

    Author : Frida Värnlund; Max Bacco; [2019]
    Keywords : Applied mathematics; regression analysis; sustainability; mutual funds; Morningstar; Sharpe ratio; ESG; Tillämpad matematik; regressionsanalys; hållbarhet; fonder; Morningstar; riskjusterad avkastning; Sharpe ratio; ESG;

    Abstract : During the past few decades, social responsible investing (SRI) has rapidly grown to become a renowned investment strategy. Because of the contradictory findings on how successful this strategy is in terms of financial return, the aim of this thesis is to compare the performance of sustainable and conventional funds in four different geographical areas during the last three years. READ MORE

  3. 7. Socially responsible investing : The relationship between financial performance and SRI strategies of mutual funds

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Chenjie Lu; Iida Sällinen; [2019]
    Keywords : Socially Responsible Investing; SRI mutual funds; Sustainability; SRI screening; Active ownership; Mutual fund performance;

    Abstract : Social responsibility has gained popularity during the past few years, and one aspect of it is what benefits and costs it brings to a socially responsible investor. The purpose of this study is to examine whether different SRI strategies used by mutual funds are related to financial performance. READ MORE

  4. 8. The financial risk and performance of Swedish SRI funds

    University essay from SLU/Dept. of Economics

    Author : Lukas Hallquist; [2018]
    Keywords : SRI; mutual funds; value-at-risk; VaR;

    Abstract : This study addresses the existing issue of SRI fund categorization in previous research by establishing a framework of how to classify SRI funds. Through this framework, the SRI fund performance analysis becomes more accurate by evaluating the effects of different SRI strategies. READ MORE

  5. 9. Sustainable Investment: A Win-Win Situation? An Evaluation of Mutual Ethical Equity Funds on the Global Market Using a Five Factor Model

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Josefine Bankel; Carolina Elvind; [2017-03-24]
    Keywords : Portfolio Evaluatio; Investment Style; SRI; ESG; Ethical Funds; Sustainability; Global; Emering Markets; Equity Fund; Mutual Funds; CAPM; Fama Frensch Five Factor Model;

    Abstract : This study investigates the performance and investment styles of mutual ethical equity funds on the global market. To examine this, the Fama French Five Factor model is applied by adding the new variables to Fama French Three Factor Model step by step, discovering new results about performance and investment style. READ MORE

  6. 10. SRI - "Superior Return Investment?" - A study of Swedish socially responsible investment mutual funds over a longer period, evaluating the performance of funds and managers in different market conditi

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Eric Abrahamsson; Axel Grapengiesser; [2015]
    Keywords : SRI; Socially Responsible Investment; Ethical Investment; Mutual Fund Performance; Financial Crisis;

    Abstract : The market for socially responsible investment funds has been growing steadily in the recent years, and sustainable growth can be argued to be of great importance to future generations. Previous research has, contradictory to classic financial theory indicated similar performance between mutual funds imposing ethical constraints, and their conventional unrestricted counterparts. READ MORE