Abdelsalam, Omneya; Duygun, Meryem; Matallín-Sáez, … - In: Journal of Banking & Finance 40 (2014) C, pp. 182-194
We analyze the performance persistence of Islamic and Socially Responsible Investment (SRI) mutual funds. We adopt a … multi-stage strategy in which, in the first stage, partial frontiers’ approaches are considered to measure the performance … different investment strategies based on a recursive estimation methodology whose persistence performance is evaluated in the …