A volatility-match approach to measure performance: the case of socially responsible exchange traded...
A volatility-match approach to measure performance: the case of socially responsible exchange traded funds (ETFs)
About this item
Full title
Author / Creator
Publisher
London: Emerald Publishing Limited
Journal title
Language
English
Formats
Publication information
Publisher
London: Emerald Publishing Limited
Subjects
More information
Scope and Contents
Contents
PurposeThis study examines the risk-adjusted performance of socially responsible exchange traded funds (SR ETFs) in comparison to conventional ETFs.Design/methodology/approachThe main empirical result is based on a risk-adjusted performance metric that does not rely on a linear framework. It measures the difference between the returns of an ETF and...
Alternative Titles
Full title
A volatility-match approach to measure performance: the case of socially responsible exchange traded funds (ETFs)
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_2538996035
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2538996035
Other Identifiers
ISSN
1526-5943
E-ISSN
2331-2947
DOI
10.1108/JRF-04-2020-0066
