Performance and performance persistence of socially responsible investment funds in Europe and North America
The North American Journal of Economics and Finance（2015）
摘要
•We analyze performance persistence of SRI funds in Europe and North America.•SRI funds outperform the market benchmark in Europe and North America.•North American SRI funds perform better than European SRI funds.•More performance persistence in European SRI funds than the North American.
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关键词
Performance persistence,Socially responsible investment funds,Carhart,Ranked portfolio approach,Contingency table
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