The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?
Year of publication: |
2013
|
---|---|
Authors: | Areal, Nelson ; Cortez, Maria ; Silva, Florinda |
Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 27.2013, 4, p. 397-429
|
Publisher: |
Springer |
Subject: | Socially responsible mutual funds | Vice fund | Fund performance evaluation | Market regimes | Markov-switching conditional models |
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