Das, Praveen K.; Rao, S.P. Uma - In: International Journal of Economics and Business Research 8 (2014) 4, pp. 490-503
This paper reports on an examination of the performance persistence of 238 socially responsible (SR) mutual funds using ten-year monthly and annual returns. The method used relative percentile ranks and annual returns and reward-to-variability ratios to examine persistence. No evidence of...
