Socially Responsible Mutual Funds: An Efficiency Comparison Among the European Countries

descriptionPublicationkeyboard_double_arrow_right Article , Part of book or chapter of book , Other literature type , Conference object , Preprint 01 Jan 2012 Italy English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: BASSO, Antonella; FUNARI, Stefania;

doi: 10.2139/ssrn.2041055 , 10.1007/978-3-319-02499-8_6

handle: 10278/38823 , 10278/16914 , 10278/30464

Socially Responsible Mutual Funds: An Efficiency Comparison Among the European Countries

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Abstract

The first objective of this contribution is to evaluate the performance of SRI equity mutual funds in the main European countries with three different DEA models. Secondly, with a series of statistical tests we compare the performance of SRI and non SRI mutual funds in the various countries, to determine if SRI mutual funds have to sacrifice something in terms of financial performance. Thirdly, we compare the performance obtained by SRI mutual funds among the different European countries.

Country

Italy

Related Organizations

Ca Foscari University of Venice
Italy

Keywords

SRI mutual funds; performance evaluation; data envelopment analysis., SRI mutual funds; Performance evaluation; Data envelopment analysis, jel: jel:C65, jel: jel:G23, jel: jel:G1

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