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...
| Autor principal: | |
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| Formato: | Second cycle, A2E |
| Lenguaje: | Inglés Inglés |
| Publicado: |
2018
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| Acceso en línea: | https://stud.epsilon.slu.se/13593/ |
| _version_ | 1855572271965405184 |
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| author | Hallquist, Lukas |
| author_browse | Hallquist, Lukas |
| author_facet | Hallquist, Lukas |
| author_sort | Hallquist, Lukas |
| collection | Epsilon Archive for Student Projects |
| description | 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. |
| format | Second cycle, A2E |
| id | RepoSLU13593 |
| institution | Swedish University of Agricultural Sciences |
| language | Inglés Inglés |
| publishDate | 2018 |
| publishDateSort | 2018 |
| record_format | eprints |
| spelling | RepoSLU135932019-02-25T13:23:57Z https://stud.epsilon.slu.se/13593/ The financial risk and performance of Swedish SRI funds Hallquist, Lukas Economics and management 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. 2018-07-09 Second cycle, A2E NonPeerReviewed application/pdf en https://stud.epsilon.slu.se/13593/1/__storage.slu.se_Home%24_eart0002_My%20Documents_uppsatser_Hallquist_L_180709_pdf.pdf Hallquist, Lukas, 2018. The financial risk and performance of Swedish SRI funds. Second cycle, A2E. Uppsala: (NL, NJ) > Dept. of Economics <https://stud.epsilon.slu.se/view/divisions/OID-510.html> urn:nbn:se:slu:epsilon-s-9632 eng |
| spellingShingle | Economics and management Hallquist, Lukas The financial risk and performance of Swedish SRI funds |
| title | The financial risk and performance of Swedish SRI funds |
| title_full | The financial risk and performance of Swedish SRI funds |
| title_fullStr | The financial risk and performance of Swedish SRI funds |
| title_full_unstemmed | The financial risk and performance of Swedish SRI funds |
| title_short | The financial risk and performance of Swedish SRI funds |
| title_sort | financial risk and performance of swedish sri funds |
| topic | Economics and management |
| url | https://stud.epsilon.slu.se/13593/ https://stud.epsilon.slu.se/13593/ |