Mon, Aug 29, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Islamic Finance Intelligence

Featured Resource: Conventional Wisdom - ESG/SRI Research

Friday, July 30, 2010

As Featured in the Islamic Finance Resources Blog

There is much that one can learn from the world of conventional finance, this is true for its many success stories as well as its most blatant failings. Featured below is a short selection of some of the most quoted and/or noteworthy research from recent years:


Cleaning a Passive Index: How to Use Portfolio Optimization to Satisfy CSR Constraints
Moshe A. Milevsky, Andrew R. Aziz, Allen Goss, Jane Thomson, David Wheeler
December 2004

Does Ethical Investment Pay?
Ross Havemann, Peter Webster
September 1999

Evaluating the Performance of Ethical and Non-Ethical Funds: A Matched Pair Analysis
N. Kreander, R. H. Gray, D.M. Power, C. D. Sinclair
September 2005

Guidelines for Integrating Socially Responsible Investment in the Investment Process
Frank Jan De Graaf, Alfred Slager
September 2006

International Evidence on Ethical Mutual Fund Performance and Investment Style
Rob Bauer, Roger Otten, Kees C. G. Koedijk
March 2002

Investing in Socially Responsible Mutual Funds
Christopher Geczy, Robert F. Stambaugh, David Levin
October 2005

Is there a Difference? The Performance Characteristics of SRI Equity Indexes
Michael Schroder
July 2005

Measuring The Performance Of Ethical Mutual Funds: A DEA Approach
Antonella Basso, Stefania Funari
January 2002

Socially Responsible Investing and Management Style of Mutual Funds in the Euronext Stock Markets
Auke Plantinga, Bert Scholtens
May 2001

Socially Responsible Investing in the Global Market: The Performance of US and European Funds
Maria Ceu Cortez, Florinda Silva, Nelson Areal
February 2009

Socially Responsible Investment Screening: Strong Evidence of No Significant Cost for Actively Managed Portfolios
Bernell K. Stone, John B. Guerard, Jr., Mustafa N. Gultekin, Greg Adams
June 2001

Socially Responsible Investments in Germany, Switzerland and the United States : An Analysis of Investment Funds and Indices
Michael Schroder
September 2003

Socially Responsible Investments: Methodology, Risk Exposure and Performance
Jenke Ter Horst, Chendi Zhang, Luc Renneboog
June 2007

Socially Responsible Investors and Their Advisors
Meir Statman
November 2007

The Cost of Socially Responsible Investing
Tim Adler
May 2008

The Cost of Socially Responsible Portfolios: Testing for Mean-Variance Spanning
Rients Galema, Auke Plantinga, Bert Scholtens
February 2009

The Determinants of Sin Stock Returns: Evidence on the European Market
Julie M. Salaber
November 2007

The Ethical Mutual Fund Performance Debate: New Evidence From Canada
Rob Bauer, Jeroen Derwall, Roger Otten
January 2007



Article Link

<< Go Back to Archive

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Strategies - The 'Holy Grail' hedge fund strategy to handle a black swan the size of World War I, Hedge funds get more pushback on terms as enthusiasm for strategy wanes[more]

    The 'Holy Grail' hedge fund strategy to handle a black swan the size of World War I From IBTImes.co.uk: To illustrate a strategic gap common to today's portfolio managers, George Sokoloff, PhD, founder and CIO at Carmot Capital, proposes an interesting thought experiment – a breakdown of

  2. Institutional investors - Investors set to increase allocation to private debt, With investment income key, Richmond retirement system faces funding challenges[more]

    Investors set to increase allocation to private debt Investors are set to increase their allocation to private debt, with 60% revealing they believe the private debt market will grow over the next 12 months, according to a new study by Elian, a leading funds services provider. 41%

  3. Investing - Hedge funds snap up banks, unload Apple, Some of hedge funds' favorite stocks are finally starting to beat the market, Einhorn's Greenlight shifts positions, Treasury yield climbs to two-month high as Fischer joins hawks, 9 stocks smart investors put their money in last quarter[more]

    Hedge funds snap up banks, unload Apple From Barrons.com: Prominent hedge funds have a newfound love of big banks, and some have a distaste for shares of Apple, regulatory filings released last week show. The filings suggest that the funds have been pivoting their portfolios in recent mon

  4. Chesapeake energy seeks $1 billion loan to refinance debt[more]

    From Bloomberg.com: Chesapeake Energy Corp. is seeking a $1 billion loan as the company battered by cratering fuel prices and credit downgrades takes a step to address its $9 billion debt load. The natural gas producer hired Goldman Sachs Group Inc., Citigroup Inc. and Mitsubishi UFJ Financial Group

  5. Institutions - Nordic pension funds magnify focus on unlisted and direct investing, building up teams[more]

    From IPE.com: As bond yields remain at low or negative levels, pension funds and other institutional investors in the Nordic region are stepping up efforts to find higher returns by adding more unlisted investments to portfolios and are expanding in-house teams in order to do this, according to new