Financial Performance of Socially Responsible Indices

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...

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Main Authors: Śliwiński Paweł, Łobza Maciej
Format: Article
Language:English
Published: Sciendo 2017-03-01
Series:International Journal of Management and Economics
Subjects:
socially responsible investments (sri)
socially responsible indices
investment performance
g02
g11
Online Access:https://doi.org/10.1515/ijme-2017-0003
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spelling doaj-dd72a9f5bc1844e4a7214218ea3d5baa2021-09-05T20:51:09ZengSciendoInternational Journal of Management and Economics2299-97012017-03-01531254610.1515/ijme-2017-0003ijme-2017-0003Financial Performance of Socially Responsible IndicesŚliwiński Paweł0Łobza Maciej1Department of International Finance, Poznań University of Economics and Business, PolandDepartment of International Finance, Poznań University of Economics and Business, PolandThis 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.https://doi.org/10.1515/ijme-2017-0003socially responsible investments (sri)socially responsible indicesinvestment performanceg02g11
collection DOAJ
language English
format Article
sources DOAJ
author Śliwiński Paweł
Łobza Maciej
spellingShingle Śliwiński Paweł
Łobza Maciej
Financial Performance of Socially Responsible Indices
International Journal of Management and Economics
socially responsible investments (sri)
socially responsible indices
investment performance
g02
g11
author_facet Śliwiński Paweł
Łobza Maciej
author_sort Śliwiński Paweł
title Financial Performance of Socially Responsible Indices
title_short Financial Performance of Socially Responsible Indices
title_full Financial Performance of Socially Responsible Indices
title_fullStr Financial Performance of Socially Responsible Indices
title_full_unstemmed Financial Performance of Socially Responsible Indices
title_sort financial performance of socially responsible indices
publisher Sciendo
series International Journal of Management and Economics
issn 2299-9701
publishDate 2017-03-01
description 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.
topic socially responsible investments (sri)
socially responsible indices
investment performance
g02
g11
url https://doi.org/10.1515/ijme-2017-0003
work_keys_str_mv AT sliwinskipaweł financialperformanceofsociallyresponsibleindices
AT łobzamaciej financialperformanceofsociallyresponsibleindices
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