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Sustainable Funds’ Performance Evaluation
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Sustainable Funds’ Performance Evaluation (2020)Sustainable Funds’ Performance EvaluationDoing Well by Doing Good: A Systematic Review and Research Agenda for Sustainable Investment (2019)Doing Well by Doing Good: A S…Socially responsible funds and market crises (2014)Socially responsible funds an…Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Luck versus Skill in the Cros…Is ethical money financially smart? Nonfinancial attributes and money flows of socially responsible investment funds (2010)Is ethical money financially …The Heterogeneity of Socially Responsible Investment (2008)The Heterogeneity of Socially…Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)Socially responsible investme…Financial Modeling Under Non-Gaussian Distributions (2007)Financial Modeling Under Non-…Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis (2005)Evaluating the Performance of…International evidence on ethical mutual fund performance and investment style (2004)International evidence on eth…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…THE FINANCIAL PERFORMANCE OF ETHICAL INVESTMENT FUNDS (1995)THE FINANCIAL PERFORMANCE OF …Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Mutual Fund Performance (1966)Mutual Fund PerformanceSECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)SECURITY PRICES, RISK, AND MA…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe (2023)What drives sustainable inves…In Search of Sustainability and Financial Returns: The Case of ESG Energy Funds (2023)In Search of Sustainability a…A Systematic Review of Sustainable Investment Approaches (2022)A Systematic Review of Sustai…Common risk factors in the returns on stocks and bonds (1993)A Survey of Corporate Governance (1997)Corporate social responsibility and stakeholder value maximization: Evidence from mergers (2013)Sustainable investing in equilibrium (2020)The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)The Behavior of Stock-Market Prices (1965)Measuring skill in the mutual fund industry (2015)International tests of a five-factor asset pricing model (2016)Choosing factors (2018)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)A systematic literature review of socially responsible investment and environmental social governance metrics (2019)Inside the ESG ratings: (Dis)agreement and performance (2021)ESG disclosure and Firm performance: A bibliometric and meta analysis (2022)An Engine, Not a Camera (2006)Does board gender diversity improve the informativeness of stock prices? (2011)… and the Cross-Section of Expected Returns (2015)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Industry costs of equity (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Mutual Fund Attributes and Investor Behavior (2007)The stocks at stake: Return and risk in socially responsible investment (2008)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
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References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*2,451 cited
  • 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns1,781 cited
  • 2008Socially responsible investments: Institutional aspects, performance, and investor behavior1,756 cited
  • 2004International evidence on ethical mutual fund performance and investment style1,150 cited
  • 2014Socially responsible funds and market crises647 cited
  • 2010Is ethical money financially smart? Nonfinancial attributes and money flows of socially responsible investment funds455 cited
  • 2005Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis398 cited
  • 2008The Heterogeneity of Socially Responsible Investment393 cited
  • 1995THE FINANCIAL PERFORMANCE OF ETHICAL INVESTMENT FUNDS320 cited
  • 2007Financial Modeling Under Non-Gaussian Distributions

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278 cited
  • 2019Doing Well by Doing Good: A Systematic Review and Research Agenda for Sustainable Investment192 cited
  • Cited by

    • 2022A Systematic Review of Sustainable Investment Approaches26 cited
    • 2023What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe26 cited
    • 2023In Search of Sustainability and Financial Returns: The Case of ESG Energy Funds23 cited