Financial Performance of Socially Responsible Indices
This article analyzes rate-of-return and risk related to investments in socially responsible and conventional country indices. The socially responsible indices are the DJSI Korea, DJSI US and Respect Index, and the corresponding conventional country indices are the Korea Stock Exchange Composite KOS...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2017-03-01
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| Series: | International Journal of Management and Economics |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/ijme-2017-0003 |
| Summary: | This article analyzes rate-of-return and risk related to investments in socially responsible and conventional country indices. The socially responsible indices are the DJSI Korea, DJSI US and Respect Index, and the corresponding conventional country indices are the Korea Stock Exchange Composite KOSPI, Dow Jones Industrial Average and WIG20TR. We conclude that investing in the analyzed SRI indices do not yield systematically better results than investing in the respective conventional indices, both in terms of neoclassical risk and return rate. |
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| ISSN: | 2299-9701 |