Superior Fund Performance by Exclusion. Does an Exclusion and Norms-Based Strategy Enhance Performance for Socially Responsible Retail Investors?

作者: Fredrik Olsson Stenkil , Mikaela Hildén

DOI:

关键词:

摘要:

参考文章(27)
Samantha Miles, Stakeholder: Essentially Contested or Just Confused? Journal of Business Ethics. ,vol. 108, pp. 285- 298 ,(2012) , 10.1007/S10551-011-1090-8
Rients Galema, Auke Plantinga, Bert Scholtens, The stocks at stake: Return and risk in socially responsible investment. Journal of Banking and Finance. ,vol. 32, pp. 2646- 2654 ,(2008) , 10.1016/J.JBANKFIN.2008.06.002
Stephen J. Brown, William Goetzmann, Roger G. Ibbotson, Stephen A. Ross, Survivorship Bias in Performance Studies Review of Financial Studies. ,vol. 5, pp. 553- 580 ,(1992) , 10.1093/RFS/5.4.553
Eugene F Fama, Kenneth R French, F Fama, JH Cochrane, TJ Moskowitz, Common risk factors in the returns on stocks and bonds Journal of Financial Economics. ,vol. 33, pp. 3- 56 ,(1993) , 10.1016/0304-405X(93)90023-5
Alan Gregory, John Matatko, Robert Luther, Ethical Unit Trust Financial Performance: Small Company Effects and Fund Size Effects Journal of Business Finance & Accounting. ,vol. 24, pp. 705- 725 ,(1997) , 10.1111/1468-5957.00130
Luc Renneboog, Jenke Ter Horst, Chendi Zhang, The price of ethics and stakeholder governance: The performance of socially responsible mutual funds Journal of Corporate Finance. ,vol. 14, pp. 302- 322 ,(2008) , 10.1016/J.JCORPFIN.2008.03.009
DARRYLL HENDRICKS, JAYENDU PATEL, RICHARD ZECKHAUSER, Hot Hands in Mutual Funds: Short‐Run Persistence of Relative Performance, 1974–1988 Journal of Finance. ,vol. 48, pp. 93- 130 ,(1993) , 10.1111/J.1540-6261.1993.TB04703.X
Howard W. Chan, Robert W. Faff, An investigation into the role of liquidity in asset pricing: Australian evidence Pacific-basin Finance Journal. ,vol. 11, pp. 555- 572 ,(2003) , 10.1016/S0927-538X(03)00003-9
Robert G. Luther, John Matatko, Desmond C. Corner, The Investment Performance of UK “Ethical” Unit Trusts Accounting, Auditing & Accountability Journal. ,vol. 5, ,(1992) , 10.1108/09513579210019521
C.A. Mallin, B. Saadouni, R.J. Briston, The Financial Performance of Ethical Investment Funds Journal of Business Finance & Accounting. ,vol. 22, pp. 483- 496 ,(1995) , 10.1111/J.1468-5957.1995.TB00373.X