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Are SRI funds conventional funds in disguise or do they live up to their name?

Nitsche, Christin; Schröder, Michael - 2015

In recent years, the socially responsible investing (SRI) industry has become an important segment of international capital markets by incorporating ESG (Environmental, Social and Governance) factors into investment selection and management processes. This study analyses whether SRI mutual funds...

Persistent link: https://www.econbiz.de/10010511288

Modeling asset returns : a comparison of theoretical and empirical models

Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version

This paper presents and compares several time-series models for returns of broadbased stock indices. These models nest a nonlinear asymmetric GARCH (NGARCH) model as a special case. Some of these models are empirically motivated ad-hoc specifications others are derived from a representative...

Persistent link: https://www.econbiz.de/10003670896

Modeling asset returns : a comparison of theoretical and empirical models

Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001945539

How does the domiciliation decision affect mutual fund fees?

Lang, Gunnar; Köhler, Matthias - 2011

In this paper, we analyze whether the domiciliation decision of mutual funds has an impact on fund fees. To explain the fee price-setting of mutual funds, we consider characteristics specific to funds, fund companies, and countries. We find that fees vary considerably across fund types and...

Persistent link: https://www.econbiz.de/10009510386

What is the wind behind the sails to go abroad? : empirical evidence from the mutual fund industry

Lang, Gunnar; Schäfer, Henry - 2013

Specific industry factors determining cross-border business set-up in the European mutual fund industry are analyzed to contribute to the understanding of production specificities in the financial industry. The findings indicate that the decision on where to domicile a fund is not primarily...

Persistent link: https://www.econbiz.de/10009732722

Kosten der privaten Altersvorsorge : private Rentenversicherungen und Fondssparpläne im Vergleich

Westerheide, Peter - 2001

Ansparen in Investmentfonds mit gleicher durchschnittlicher Renditeerwartung vor Kosten, wie sie private Rentenversicherungen … bieten, und den hier unterstellten Kosten für aktienorientierte Investmentfonds aus Kostensicht nicht immer effizient ist …. Sofern aktienorientierte Investmentfonds jedoch im langfristigen Durchschnitt höhere Renditen vor Kosten erwirtschaften …

Persistent link: https://www.econbiz.de/10011445645

Socially responsible investments in Germany, Switzerland and the United States : an analysis of investment funds and indices

Schröder, Michael - 2003

The aim of this study is the analysis of so called socially responsible investments (SRI). First, the performance of SRI equity investment funds and equity indices is investigated using Jensen's alpha as performance measure. The analysis considers market timing strategies of the fund management...

Persistent link: https://www.econbiz.de/10011448250

The benefits of creating an integrated EU market for investment funds

Heinemann, Friedrich (contributor) - 2002

Persistent link: https://www.econbiz.de/10001701687

The effect of institutional ownership on firm innovation : evidence from Chinese listed firms

Rong, Zhao; Wu, Xiaokai; Boeing, Philipp - 2017

Monitoring by institutional investors can act as an important mechanism to promote firm innovation. By investigating Chinese listed firms' patenting between 2002 and 2011, we find that the presence of institutional investors enhances firm innovation. Consistent with the monitoring view, we...

Persistent link: https://www.econbiz.de/10011591957

Overqualification of graduates : assessing the role of family background

Erdsiek, Daniel - 2014

might operate beyond the mechanisms previously analysed. I explore how the family background of university graduates affects … family background effects are discussed and proxy variables for the mediating factors cognitive skills, study characteristics … characteristics, and social capital are found to be important mediators of the family background effects. …

Persistent link: https://www.econbiz.de/10010468427