Abdelsalam, Omneya; Duygun, Meryem; Matallín-Sáez, … - Departament d'Economia, Universitat Jaume I - 2014
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 …