Risk-Return of Belgian SRI Funds
AbstractIn 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.
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Bibliographic InfoArticle provided by Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen in its journal Review of Business and Economics.
Volume (Year): LII (2007)
Issue (Month): 4 ()
SRI; Belgium; Risk; Return; 4-Factor; CAPM; Conditional;
Other versions of this item:
- Van Liedekerke, Luc & De Moor, Lieven & Vanwalleghem, Dieter, 2007. "Risk-return of Belgian SRI funds," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management 2007/04, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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- 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, Springer, vol. 118(2), pages 349-363, December.
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