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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Bibliographic Details
Main Author: NIE, RUI
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2013
Subjects:
Online Access:https://eprints.nottingham.ac.uk/26457/
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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.
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format Dissertation (University of Nottingham only)
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institution University of Nottingham Malaysia Campus
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language English
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publishDate 2013
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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/