The Performance of Socially Responsible Funds: Does the Screening Process Matter?
By G. Capelle-Blancard, S. Monjon. 2014
228 citations recorded by the source corpus.
Subfields: Accounting, Finance, Strategy and Management
View Paper: https://www.semanticscholar.org/paper/8848750ea3524c73d99bbd26d8f0b947cd4f367d
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Laia Pié
- Pieter Jan Trinks
- M. Barberà-Mariné
- Laura Fabregat-Aibar
- Antonio Terceño
- Bert Scholtens
- O. Weber
In Finance
- Laia Pié
- Pieter Jan Trinks
- M. Barberà-Mariné
- Laura Fabregat-Aibar
- Antonio Terceño
- Bert Scholtens
- O. Weber
In Strategy and Management
- Laia Pié
- Pieter Jan Trinks
- M. Barberà-Mariné
- Laura Fabregat-Aibar
- Antonio Terceño
- Bert Scholtens
- O. Weber
- Lammertjan Dam
Citations in the corpus
- The Opportunity Cost of Negative Screening in Socially Responsible Investing (2017, background): “A study by Capelle-Blancard and Monjon (2014) for SRI funds in the period 2004–2007 finds a curvilinear relationship between sectoral screening intensity and financial performance.”
- ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015, unknown): “…Krautbauer, and Weller (2013) E, S, G 182 30.8% 31.9% 7.7% 29.7% Revelli and Viviani (2013) Funds 75 24.0% 48.0% 14.7% 13.3% Capelle-Blancard and Monjon (2014) Funds 61 3.3% 47.5% 16.4% 32.8% Clark, Feiner, and Viehs (2015) E, S, G 110 85.5% 5.1% 0.9% 8.5% Schröder (2014) E, S 28 57.1% 7.1%…”
- A Bibliometric and Visualization Analysis of Socially Responsible Funds (2019, methodology): “Regarding investment screening, the papers mainly focused on whether the financial performances of SRI were related to the features of the screening process [34,42,81,82].”
- Corporate Social Responsibility and Sustainable Finance (2020, unknown): “A third SRI generation fund combines negative and positive screens, yielding the so-called “transversal” (Capelle-Blancard and Monjon, 2014), “sustainable” or “triple bottom line” (“people, planet and profit”) screens (Dyck, Lins, Roth and Wagner, 2019).”
- The effects of environmental, social and governance disclosures and performance on firm value: A review of the literature in accounting and finance (2017, unknown): “More recently, Capelle-Blancard and Monjon (2014) verify that sectoral CSR screens (including the avoidance of sin stocks) have a negative impact on portfolio performance.”