Financial Performance of Socially Responsible Indices

作者: Paweł Śliwiński , Maciej Łobza

DOI: 10.1515/IJME-2017-0003

关键词:

摘要: This article analyzes rate-of-return and risk related to investments in socially responsible conventional country indices. The indices are the DJSI Korea, US Respect Index, corresponding Korea Stock Exchange Composite KOSPI, Dow Jones Industrial Average WIG20TR. We conclude that investing analyzed SRI do not yield systematically better results than respective indices, both terms of neoclassical return rate.

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