Blar i NHH Brage på forfatter "Jerve, Vilde Tokerud"
-
Socially responsible investing (SRI) mutual funds and market crises : an empirical analysis of the risk-adjusted performance of SRI funds relative to conventional funds during market crises
Cheung, Mandy Suet Wai; Jerve, Vilde Tokerud (Master thesis, 2020)The master thesis aims to investigate the risk-adjusted performance of socially responsible investing (SRI) funds relative to conventional funds. We study the performance in different market states from March 2003 to ...