Comparison of the performance of Islamic, Sri and green mutual funds

Master thesis English OPEN
Paradinovic, Ivana;
(2017)
  • Subject: Islamic mutual funds | Sri mutual funds | Green mutual funds | Performance comparison | Ethical investment | Sharpe ratio | Jensen’s alpha | Information ratio | Treynor measure | Risk-adjusted performance | :Ciências Sociais::Economia e Gestão [Domínio/Área Científica]

This paper measures and compares performance of Islamic, SRI and Green mutual equity funds worldwide in the period from 1 January 2001 to 31 December 2015. The sample consists of 611 mutual equity funds and their performance was assessed by using traditional risk-adjust... View more
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