Title: The Risk-Return profile of Belgian SRI funds
Authors: De Moor, Lieven
Van Liedekerke, Luc
Vanwalleghem, Dieter
Issue Date: Jun-2007
Host Document:
Conference: EBEN Research Conference 2007 location:Bergamo (Italy) date:June 21-23, 2007
Abstract: We analyse the risk-return profile of Belgian SRI funds versus conventional investment funds. We apply a four-factor conditional Carhart model to establish whether there are significant differences in risk-return profile between an SRI portfolio and a conventional portfolio and test for learning effects in SRI funds. We show that there is no difference in risk-return profile between SRI and conventional funds. If return is not the problem, then what is it that limits the development of an SRI retail market in Belgium? We conclude with a short digression on this question
Publication status: published
KU Leuven publication type: IC
Appears in Collections:Research Center International Finance, Leuven
Research Centre for Finance, Accountancy & Tax, Campus Brussels (-)
Faculty of Economics and Business (FEB) - miscellaneous

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