Socially responsible mutual funds: An efficiency comparison among the European countries

Antonella Basso () and Stefania Funari

No 3, Working Papers from Venice School of Management - Department of Management, Università Ca' Foscari Venezia

Abstract: The first objective of this contribution is to evaluate the performance of SRI equity mutual funds in the main European countries with three different DEA models. Secondly, with a series of statistical tests we compare the performance of SRI and non SRI mutual funds in the various countries, to determine if SRI mutual funds have to sacrifice something in terms of financial performance. Thirdly, we compare the performance obtained by SRI mutual funds among the different European countries.

Keywords: SRI mutual funds; Performance evaluation; Data envelopment analysis (search for similar items in EconPapers)
JEL-codes: C65 G1 G23 (search for similar items in EconPapers)
Pages: 17 pages
Date: 2012-04
New Economics Papers: this item is included in nep-eec, nep-eff, nep-eur and nep-fmk
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Citations: View citations in EconPapers (1)

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