Dose Ethical Screening Sacrifice Financial Performance: Evidence From 13 Ethical Indices In Developed Markets
Ethical investors make their investment decisions based on both financial and ethical criteria, in order to ensure that the performances of their investment portfolios are consistent with their personal value system and beliefs. Do such investors pay a price for investing in ethical investment portf...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2013
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| Online Access: | https://eprints.nottingham.ac.uk/26457/ |
| _version_ | 1848793175383080960 |
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| author | NIE, RUI |
| author_facet | NIE, RUI |
| author_sort | NIE, RUI |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | Ethical investors make their investment decisions based on both financial and ethical criteria, in order to ensure that the performances of their investment portfolios are consistent with their personal value system and beliefs. Do such investors pay a price for investing in ethical investment portfolios? This study examines the potential impact of ethical screening process on the stock portfolios by comparing 13 ethical indices from the developed stock markets with their relevant market benchmarks over a 12-year sample period of 2001-2013. The results indicate that the application of ethical screens does not necessarily sacrifice the financial performance. |
| first_indexed | 2025-11-14T18:56:07Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-26457 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T18:56:07Z |
| publishDate | 2013 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-264572017-10-19T13:28:48Z https://eprints.nottingham.ac.uk/26457/ Dose Ethical Screening Sacrifice Financial Performance: Evidence From 13 Ethical Indices In Developed Markets NIE, RUI Ethical investors make their investment decisions based on both financial and ethical criteria, in order to ensure that the performances of their investment portfolios are consistent with their personal value system and beliefs. Do such investors pay a price for investing in ethical investment portfolios? This study examines the potential impact of ethical screening process on the stock portfolios by comparing 13 ethical indices from the developed stock markets with their relevant market benchmarks over a 12-year sample period of 2001-2013. The results indicate that the application of ethical screens does not necessarily sacrifice the financial performance. 2013-09-10 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/26457/1/RUI_NIE.pdf NIE, RUI (2013) Dose Ethical Screening Sacrifice Financial Performance: Evidence From 13 Ethical Indices In Developed Markets. [Dissertation (University of Nottingham only)] (Unpublished) Ethical index ethical investment developed markets CAPM performance risk |
| spellingShingle | Ethical index ethical investment developed markets CAPM performance risk NIE, RUI Dose Ethical Screening Sacrifice Financial Performance: Evidence From 13 Ethical Indices In Developed Markets |
| title | Dose Ethical Screening Sacrifice Financial Performance: Evidence From 13 Ethical Indices In Developed Markets |
| title_full | Dose Ethical Screening Sacrifice Financial Performance: Evidence From 13 Ethical Indices In Developed Markets |
| title_fullStr | Dose Ethical Screening Sacrifice Financial Performance: Evidence From 13 Ethical Indices In Developed Markets |
| title_full_unstemmed | Dose Ethical Screening Sacrifice Financial Performance: Evidence From 13 Ethical Indices In Developed Markets |
| title_short | Dose Ethical Screening Sacrifice Financial Performance: Evidence From 13 Ethical Indices In Developed Markets |
| title_sort | dose ethical screening sacrifice financial performance: evidence from 13 ethical indices in developed markets |
| topic | Ethical index ethical investment developed markets CAPM performance risk |
| url | https://eprints.nottingham.ac.uk/26457/ |