The financial risk and performance of Swedish SRI funds
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. In contrast to previo...
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| Format: | Second cycle, A2E |
| Language: | Inglés Inglés |
| Published: |
2018
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| Online Access: | https://stud.epsilon.slu.se/13593/ |
| Summary: | 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. In contrast to previous research, this study finds that SRI funds behave differently from conventional funds in terms of risk and return. The evidence suggests SRI funds that excludes sin industries from their investment portfolios have higher risk-adjusted returns than conventional funds. |
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