A platform for research: civil engineering, architecture and urbanism
A platform for research: civil engineering, architecture and urbanism
Performance of Socially Responsible Investment Funds in China: A Comparison with Traditional Funds
This paper empirically examines and compares social responsibility investment funds to traditional funds, and explores the performance of the existing social responsibility investment funds in China. Based on 64 social responsibility investment funds (SRI Funds) and 64 traditional funds, this paper extracts the data of the sample fund from the fourth quarter of 2016 to the fourth quarter of 2019 as sample data to conduct a comparative analysis of the difference between the SRI fund and the traditional fund in terms of return and risk, and to then empirically study the performance of the funds. The results show that the difference between the return of China’s socially responsible investment funds and the traditional funds is insignificant, and the risk of socially responsible investment funds is significantly lower than that of traditional funds. The regression analysis is also carried out on a model of social responsibility as a factor affecting the performance of the funds. Subsequently, the results show that social responsibility has a significant positive impact on the fund’s return in the Chinese market.
Performance of Socially Responsible Investment Funds in China: A Comparison with Traditional Funds
This paper empirically examines and compares social responsibility investment funds to traditional funds, and explores the performance of the existing social responsibility investment funds in China. Based on 64 social responsibility investment funds (SRI Funds) and 64 traditional funds, this paper extracts the data of the sample fund from the fourth quarter of 2016 to the fourth quarter of 2019 as sample data to conduct a comparative analysis of the difference between the SRI fund and the traditional fund in terms of return and risk, and to then empirically study the performance of the funds. The results show that the difference between the return of China’s socially responsible investment funds and the traditional funds is insignificant, and the risk of socially responsible investment funds is significantly lower than that of traditional funds. The regression analysis is also carried out on a model of social responsibility as a factor affecting the performance of the funds. Subsequently, the results show that social responsibility has a significant positive impact on the fund’s return in the Chinese market.
Performance of Socially Responsible Investment Funds in China: A Comparison with Traditional Funds
Fateh Saci (author) / Sajjad M. Jasimuddin (author) / Morshadul Hasan (author)
2022
Article (Journal)
Electronic Resource
Unknown
Metadata by DOAJ is licensed under CC BY-SA 1.0
| DOAJ | 2021
Fund Ratings of Socially Responsible Investing (SRI) Funds: A Precautionary Note
| DOAJ | 2021
Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico
| DOAJ | 2018
The Assessment of Real Estate Initiatives to Be Included in the Socially-Responsible Funds
| DOAJ | 2017