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Socially responsible mutual funds: An efficiency comparison among the European countries

Author

Listed:
  • Antonella Basso

    (Department of Economics, Università Ca' Foscari Venezia)

  • Stefania Funari

    (Department of Management, Università Ca' Foscari Venezia)

Abstract

The first objective of this contribution is to evaluate the performance of SRI equity mutual funds in the main European countries with three different DEA models. Secondly, with a series of statistical tests we compare the performance of SRI and non SRI mutual funds in the various countries, to determine if SRI mutual funds have to sacrifice something in terms of financial performance. Thirdly, we compare the performance obtained by SRI mutual funds among the different European countries.

Suggested Citation

  • Antonella Basso & Stefania Funari, 2012. "Socially responsible mutual funds: An efficiency comparison among the European countries," Working Papers 3, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
    • Handle: RePEc:vnm:wpdman:16
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    Cited by:

    1. Galagedera, Don U.A., 2019. "Modelling social responsibility in mutual fund performance appraisal: A two-stage data envelopment analysis model with non-discretionary first stage output," European Journal of Operational Research, Elsevier, vol. 273(1), pages 376-389.

    More about this item

    Keywords

    SRI mutual funds; Performance evaluation; Data envelopment analysis;
    All these keywords.

    JEL classification:

    • C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
    • G1 - Financial Economics - - General Financial Markets
    • G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors

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