Advanced Search
MyIDEAS: Login

Risk-Return of Belgian SRI Funds

Contents:

Author Info

  • L. Van Liedekerke
  • L. De Moor
  • D. Van Walleghem

Abstract

In this paper we apply a conditional 4-factor model to analyse the risk-return profile of Belgian socially responsible investment funds (SRI) versus their conventional counterparts. We cannot reject the hypothesis that there is no statistical difference between the risk-return trade-off of SRI and conventional funds in the Belgian market. If the risk-return profile is not the problem, then what is it that limits the development of an SRI retail market in Belgium? We conclude with a short digression on this question.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.econ.kuleuven.be/tem/jaargangen/2001-2010/2007/TEM%202007-4/TEM-2007-4_06_Liedekerke.pdf
Download Restriction: no

Bibliographic Info

Article provided by Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen in its journal Review of Business and Economics.

Volume (Year): LII (2007)
Issue (Month): 4 ()
Pages: 673-685

as in new window
Handle: RePEc:ete:revbec:20070406

Contact details of provider:
Postal: Naamsestraat 69, 3000 Leuven
Web page: http://www.econ.kuleuven.be
More information through EDIRC

Related research

Keywords: SRI; Belgium; Risk; Return; 4-Factor; CAPM; Conditional;

Other versions of this item:

Find related papers by JEL classification:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Sebastian Rathner, 2013. "The Influence of Primary Study Characteristics on the Performance Differential Between Socially Responsible and Conventional Investment Funds: A Meta-Analysis," Journal of Business Ethics, Springer, vol. 118(2), pages 349-363, December.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:ete:revbec:20070406. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Hilde Roos) The email address of this maintainer does not seem to be valid anymore. Please ask Hilde Roos to update the entry or send us the correct address.

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.