Loading…
This event has ended. Visit the official site or create your own event on Sched.
Welcome to the 2017 AFS Annual Meeing, being held this year, in conjunction with FPA in Nashville!
View analytic
Monday, October 2 • 10:45am - 11:45am
G4a Performance of SRI Funds and Household Savings Behavior: Is there an Association?

Sign up or log in to save this to your schedule and see who's attending!

This paper examines whether Socially Responsible Investment funds have outperformed the underlying benchmark index on a risk-adjusted basis over the previous 10, 15, and 20-year time horizon using the Fama-French 3-factor, 5-factor, and Carhart 4-factor models as controls. Additionally, using  10, 15, and 20 year panels our model applies household financial behavior from a nationally representative data set to examine whether changes in household financial market participation during this period were associated with the SRI performance over this period.

Author(s): Nandita Das, Ph.D., Bernadette Ruf, Ph.D., Swarn Chatterjee, Ph.D., Aman Sunder

Presenters
ND

Nandita Das, Ph.D.

Delaware State University


Monday October 2, 2017 10:45am - 11:45am
MCC106C

Attendees (2)