This work makes a significant contribution to the academic theme of financial performance of socially responsible mutual funds (SRMF) by studying the effects of social screenings size over the ethical mutual funds risk-adjusted performance. It also examines the effect of the amount of background...

In this paper, we study the potential relationship between mutual fund size and performance in a general framework. We sequentially test for a linear and a quadratic relationship using several traditional performance measures as well as a new measure based on multi-factor models. We find...

In this study, we propose a set of covariates that exploit information content of hedge funds' relative size, performance, growth, tail risk, and past liquidation rate, in predicting their liquidation. Empirical results show that our proposed covariates exhibit significant predictive power for...