| Autor: |
Martínez Meyers, Susana |
| Přispěvatelé: |
Muñoz-Torres, María Jesus, Ferrero Ferrero, Idoya, Universitat Jaume I. Escola de Doctorat |
| Jazyk: |
angličtina |
| Rok vydání: |
2022 |
| Předmět: |
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| Zdroj: |
TDX (Tesis Doctorals en Xarxa) |
| Popis: |
With the growth of SRI funds concerns on doubts about their relative performance have increased. In our systematic literature review, we conclude that the vast majority (67%) of the empirical studies show no difference in the relative financial performance of SRI funds vs their conventional counterparts. From there we move the debate to perform a comparative analysis between the ESG scores of SRI funds and Conventional Funds of the same Mutual Fund. The results show that being a “self-declared” SRI Fund is a significant variable that affects positively the fund's ESG performance score. Finally, we wish to test the effect of the SFDR regulation on self-labeled SRI funds vs Conventional Funds of the same Mutual Fund Company. The results find evidence and reveal a clear reduction of ESG risk after SFDR for all the samples and observe a positive spill-over effect on conventional funds after the entry of the regulation. Programa de Doctorat en Economia i Empresa |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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