Performance and Performance Persistence of ‘Ethical’ Unit Trusts in the UK
By A. Gregory, Julie Whittaker. 2007
159 citations recorded by the source corpus.
Subfields: Finance
View Paper: https://www.semanticscholar.org/paper/ca219b83f21980cbc680d0a1194a785f7b66aff5
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In Finance
- Jeroen Derwall
- J. T. Horst
- Kees G. Koedijk
- María Vargas
- Fernando Muñoz
- Isabel Marco
- Luluk Widyawati
- Ephraim Clark
Citations in the corpus
- A tale of values-driven and profit-seeking social investors (2011, background): “…recent and comprehensive studies on SRI mutual funds.10 The majority of these and earlier studies conclude that SRI and conventional mutual funds produce similar-risk adjusted returns (e.g., Bauer, Derwall, and Otten (2007), Bauer, Otten, and Tourani-Rad (2006), and Gregory and Whittaker (2007)).”
- Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries (2011, unknown): “Gregory and Whitaker ( 2007 , 1327) recently ‘proposed a new measure for the performance of international funds’, which represents a Carhart model at the national and global level.”
- The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies (2010, unknown): “For example, if SRI funds do not have the same life span as the conventional funds with which they are matched, survivorship biases may emerge (see, e.g., Gregory and Whittaker, 2007).”
- Environmental Mutual Funds: Financial Performance and Managerial Abilities (2014, background): “Abbreviations ECB European Central Bank ESG Environmental, Social, and Governance EU European Union Eurosif The European Sustainable Investment Forum GW Gregory and Whittaker (2007) TM Treynor and Mazuy (1966) TNAs Total net assets SR Socially responsible SRI Socially responsible investment US Unite”
- Socially Responsible Fixed-Income Funds (2008, unknown): “4 et al. (1995), Hamilton et al. Gregory et al. (1997), Statman (2000), Bauer et al. (2005), Bello (2005), and Gregory and Whittaker (2007) have investigated social and conventional equity mutual fund returns using a wide array of performance evaluation models.”