Risk-Return of Belgian SRI Funds

Luc Van Liedekerke, L. De Moor and D. Van Walleghem

Review of Business and Economic Literature, 2007, vol. LII, issue 4, 673-685

Abstract: In this paper we apply a conditional 4-factor model to analyse the risk-return profile of Belgian socially responsible investment funds (SRI) versus their conventional counterparts. We cannot reject the hypothesis that there is no statistical difference between the risk-return trade-off of SRI and conventional funds in the Belgian market. If the risk-return profile is not the problem, then what is it that limits the development of an SRI retail market in Belgium? We conclude with a short digression on this question.

Keywords: SRI; Belgium; Risk; Return; 4-Factor; CAPM; Conditional (search for similar items in EconPapers)
JEL-codes: G12 (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (4)

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Working Paper: Risk-return of Belgian SRI funds (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:ete:revbec:20070406

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