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 Model for a Global Investment Attribution Analysis$25.00 Add to cart
A Consistent Linking Concept for Fast Calculations of the Rate of Return and Research of Investment$25.00 Add to cart
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A Case for Attribution Standards$25.00 Add to cart