search query: @freeterm socially responsible investing (SRI) / total: 2
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| Author: | Bauer, R. Derwall, J. Otten, R. |
| Title: | The ethical mutual fund performance debate: new evidence from Canada |
| Journal: | Journal of Business Ethics
2007 : JAN II, VOL. 70:2, p. 111-124 |
| Index terms: | business ethics canada funds performance measurement |
| Freeterms: | socially responsible investing (SRI) |
| Language: | eng |
| Abstract: | This paper investigates the performance and risk sensitivities of Canadian ethical mutual funds in terms of their conventional peers. In order to overcome the methodological deficiencies most prior research suffered from, the authors use performance measurement approaches. The authors examine the aggregated performance and investment style of ethical and conventional mutual funds and allow for time variation in the funds' systematics risk. The evidence from Canada supports the conjecture that any performance differential between ethical mutual funds and their conventional peers is statistically insignificant. |
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