Can investors really make profits and moral statements at the same time? Can they reward socially beneficial companies, while shunning the harmful ones? The common view is that the two are mutually exclusive. By comparing the performance of eight growth style money managers who handle both screened and unscreened accounts, the author explores whether performance variation among socially screened portfolio managers stems from the interaction of social screens with active management strategies. His findings suggest that social screens are not a significant source of performance variation for growth managers.
A Case for Attribution Standards$25.00 Add to cart
“A Call to Arms!” The Next Frontier for Taxable Accounts-After- tax Return Performance Attr$25.00 Add to cart
A Brinson Model Alternative: an Equity Attribution Model with Orthogonal Risk Attributions$25.00 Add to cart
A Geometric Attribution Model and a Symmetry Principle$25.00 Add to cart