Das, Nandita; Chatterje, Swarn; Ruf, Bernadette; … - In: Journal of Finance Issues 17 (2018) 1, pp. 49-57
This study uses the Fama-French 5-factor model to examine the risk-adjusted performances of Socially Responsible Mutual Funds (SRMF) relative to the market over a 12-year (2005–2016) period. The timeframe of this study overlaps the periods leading up to, during, and immediately past the Great...