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 …

. This paper contributes to the extant literature by comparing the performance of Islamic and conventional funds during …’ah-compliant investments are in home territory. Our results show that the relative performance of Islamic and conventional funds must be … countries, the result is the opposite. This evidence holds for both crisis and recovery periods. In addition, the performance …

We analyse the performance persistence and survivorship bias of Islamic and Socially Responsible Investment (SRI) funds …-financial attributes influence performance and performance persistence. We propose a refined version of the procedures used in the … literature based on a cross-sectional test to control for significance of the recursive portfolios according to past performance …