Pinto, Dimas Hartz; Lemme, Celso Funcia; Leal, Ricardo … - In: International Journal of Managerial Finance 10 (2014) August, pp. 432-441
Purpose –The purpose of this paper is to examine the risk-adjusted performance of Brazilian SRI stock funds. Design/methodology/approach - Risk-adjusted performance of 11 Brazilian socially responsible investment (SRI) funds relative to local index funds and matched pairs of funds. Findings...