IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

Risk-Return of Belgian SRI Funds

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

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.

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

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

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

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

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.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.