Van Liedekerke, Luc; De Moor, Lieven; Vanwalleghem, Dieter - Faculteit Economie en Bedrijfswetenschappen, … - 2007
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...