Are socially responsible investments profitable? Evidence on performance and volatility in Malaysia
This study utilised various risk-adjusted performance measures, conditional volatility models and an event study methodology to conduct a comprehensive analysis on the profitability of SRI equity indices and mutual funds in Malaysia with sample data ranging from December 2014 to July 2022. The risk...
| Main Author: | Lim, Shen Khai |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2023
|
| Online Access: | https://eprints.nottingham.ac.uk/71156/ |
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