Kiymaz, Halil - In: Journal of capital markets studies 3 (2019) 1, pp. 68-81
Morningstar database for 152 SRI funds from January 1995 to May 2015. The initial analysis includes the use of various risk … determinants of SRI fund returns. Findings - The results show that, on average, the SRI funds provide comparable risk … screened funds. Originality/value - SRI funds have received considerable attention from investors. This study contributes to …