Essays about: "norm-based screening"

Found 1 essay containing the words norm-based screening.

  1. 1. Evaluating the Performance of Socially Responsible Investment Funds: A Holding Data Analysis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Camilla Stenström; Jessica Thorell; [2007]
    Keywords : Socially Responsible Investment SRI funds; ethical investments; holding data analysis; norm-based screening;

    Abstract : This paper investigates the performance of regular mutual funds compared to Socially Responsible Investment (SRI) mutual funds, over the time period of January 2001 to September 2007. The paper extends the research on the performance of SRI funds by using holding data of regular funds to create replicating portfolios. READ MORE