monthly market return in the Swiss, US and UK stock markets. We are using a four-factor based linear model following during … the 2007-2011 period, as well as a non-parametric model for Switzerland only. For market returns, we find that the … variation of the Global ESG score is a significant but slightly negative factor of a stock’s monthly performance in the UK, but …

. Findings – During the period of study, the performance of the market index and risk-free rate outperformed that of 68 equity … capability of Lipper Leader rating in identifying quality funds in the context of an emerging market. Performance comparison …Purpose – The purpose of this paper is to examine the risk-adjusted performance of rated funds and determine the …

Outlines previous research on measuring the performance of investment funds, suggesting that data envelopment analysis …. Uses DEA to assess the relative performance of 257 Australian mutual funds 1995‐1999 and logistic regression to investigate …