Performance of socially responsible investment funds in South Africa

Performance of socially responsible investment funds in South Africa

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Socially responsible investing has presented itself as a growing, multifaceted, advanced and sophisticated investment philosophy. Socially responsible investment (SRI) involves incorporating social, ethical and responsible investment objectives with financial investment objectives during the investm...

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Bibliographic Details
Main Author: du Plessis, Ruschelle
Language:en
Published: 2016
Subjects:
Socially responsible investment (SRI)
Risk-adjusted fund performance
Treynor ratio
Sharpe ratio
Jensen's alpha
Sortino ratio
Omega ratio
Capital asset pricing model (CAPM)
Fama-French three-factor model
Carhart four-factor model
Online Access:http://hdl.handle.net/10394/17040

Internet

http://hdl.handle.net/10394/17040

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