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Welcome to the 2017 AFS Annual Meeing, being held this year, in conjunction with FPA in Nashville!
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Monday, October 2 • 10:45am - 11:45am
G4a Performance of SRI Funds and Household Savings Behavior: Is there an Association?

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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


Nandita Das, Ph.D.

Delaware State University

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

Attendees (2)