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Does it Really Hurt to be Responsible?

Humphrey, Jacquelyn; Tan, David

Description

Prior literature on socially responsible investment has contended that excluding "sin stocks" from a portfolio (negative screening) will reduce performance and increase risk. Further, incorporating stocks of firms with positive social responsibility scores (positive screening) will improve performance and reduce risk. We simulate portfolios designed to mimic typical equity mutual funds' holdings and investigate these propositions. We remove the potentially confounding influences of differences...[Show more]

CollectionsANU Research Publications
Date published: 2014
Type: Journal article
URI: http://hdl.handle.net/1885/19294
Source: Journal of Business Ethics
DOI: 10.1007/s10551-013-1741-z

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