Skip navigation
Skip navigation

Does it Really Hurt to be Responsible?

Humphrey, Jacquelyn; Tan, David


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
Source: Journal of Business Ethics
DOI: 10.1007/s10551-013-1741-z


File Description SizeFormat Image
01_Humphrey_Does_it_Really_Hurt_to_be_2014.pdf253.9 kBAdobe PDF    Request a copy
02_Humphrey_Does_it_Really_Hurt_to_be_2014.pdf235.7 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator