The Comparison and Analysis on the Performances of Southeast Asian Social Responsible Investing Funds

• Main Authors: Jen-Wei Cheng, 鄭人瑋
• Other Authors: Tsai-Lien Yeh
• Format: Others
• Language: zh-TW
• Published: 2012
• Online Access: http://ndltd.ncl.edu.tw/handle/75066458739940093664

碩士 === 銘傳大學 === 國際企業學系碩士班 === 100 === The concept of environmental protection and social responsibility issues getting much attention in recent years relating to natural resources, environment and ecology, alternative energy investment targets Fund began to flourish, and this type of fund, also known as socially responsible funds, but also global in recent years the fund types of industryone of the most dynamic. The purpose of this study was to investigate the performance of Southeast Asia Social Responsibility Fund and the establishment of a good fund performance evaluation indicators. traditional fund evaluation indicators, Treynor index, Jensen index, the fund transaction costs and fund assets included in the measure of assessment, sopart of the lack of using the data packet network analysis method to test the efficiency of fund performance value, and Treynor index, Jensen index and the Fund Report for the rate included in the output, input while fees, management fees, fund size for the input indicators. The study sample during the period 2009 to 2011 The empirical results show that: 1. Social responsibility performance in Southeast Asia significant difference, the performance of socially responsible funds in Singapore is relatively steady.2.Social responsibility fund performance and asset size has a significant positive correlation.Socially responsible funds have high correlation of the efficiency values of the economies of scale.3.Socially responsible funds with Morningstar ratings, it can provide to fund manager as fund performance evaluation indicators.