Australian Socially Responsible Funds: Performance, Risk and Screening Intensity
We investigate the performance and risk of Socially Responsible Investment (SRI) equity funds in the Australian market and find no significant difference between the returns of SRI and conventional funds. In an extension to prior literature, we examine the impact of the number of positive, negative and total screens funds impose on performance and risk. We find little evidence of positive or negative screening impacting total return, but find weak evidence that funds with more screens overall...[Show more]
|Collections||ANU Research Publications|
|Source:||Journal of Business Ethics|
|01_Humphrey_Australian_Socially_2011.pdf||239.69 kB||Adobe PDF||Request a copy|
|02_Humphrey_Australian_Socially_2011.pdf||198.96 kB||Adobe PDF||Request a copy|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.