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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.

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File URL: http://feb.kuleuven.be/rebel/jaargangen/2001-2010/2007/TEM%202007-4/TEM-2007-4_06_Liedekerke.pdf
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Article provided by KU Leuven, Faculty of Economics and Business, Review of Business and Economic Literature in its journal Review of Business and Economic Literature.

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

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Handle: RePEc:ete:revbec:20070406
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Web page: http://feb.kuleuven.be/rebel

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