Risk-adjusted returns of socially responsible mutual funds II: How do they stack up in Australia?
This article investigates the risk-adjusted performance of Australian socially responsible
investment (SRI) mutual funds, their self-specified benchmark indexes, and an alternative …
investment (SRI) mutual funds, their self-specified benchmark indexes, and an alternative …
'Benchmarking'the benchmarks: How do risk-adjusted returns of Australian mutual funds and indexes measure up?
The primary aim of this study is to investigate whether equity fund managers are selecting
appropriate self-nominated benchmark indexes for their funds. Specifically, we examine the …
appropriate self-nominated benchmark indexes for their funds. Specifically, we examine the …
Out of the money or striking it rich? Evidence on the risk-adjusted return performance of options-based equity funds versus the S&P 500 and other benchmark …
This article examines the risk–return characteristics of 29 options-based equity funds, their
self-specified S&P 500 total return benchmark index, and a suite of alternative options …
self-specified S&P 500 total return benchmark index, and a suite of alternative options …
Enhancing the returns of SRI portfolios using a minimum variance small-basket strategy
GA Larsen - Available at SSRN 2279115, 2013 - papers.ssrn.com
The focus of this research is on enhancing the returns of socially responsible investment
(SRI) portfolios by constructing minimum variance small-basket portfolios. The results …
(SRI) portfolios by constructing minimum variance small-basket portfolios. The results …
The Rise of the Investor Public: Financial Investment in the Public Discourse
RE Iden - 2012 - search.proquest.com
This study posits the existence of a nascent public of investors in the United States. This
Investor Public exists due to the number of Americans who own securities through retirement …
Investor Public exists due to the number of Americans who own securities through retirement …