Do Socially Responsible Mutual Funds Outperform Non-Socially Responsible Mutual Funds under A Regime-Switching Model?
In this thesis, the regime dependent mean and abnormal returns are studied to examine whether socially responsible mutual funds have a different performance from traditional mutual funds, since there may be different patterns in the economy. Five economic factors - stock returns, treasury yield spre...
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| Language: | en |
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2013
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| Online Access: | http://hdl.handle.net/10222/42705 |