The effect of social screening on bond mutual fund performance

123 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Mandatory CSR and sustainability reporting: economic analysis and literature review (2019, background): “CSR bonds appear to outperform conventional bonds during down markets (Henke 2016).”
A Mean–Variance–Skewness Portfolio Optimization Model (2019, background): “These N solutions compose the new population [23], [24].”
Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings (2019, unknown): “In the empirical literature on equity funds, usually 20–40 percent of equity portfolios remain unrated (Kempf and Osthoff 2008; Auer 2016; Henke 2016; El Ghoul and Karoui 2017).”
Inside the ESG Ratings: (Dis)Agreement and Performance (2020, unknown): “The work provided by Henke (2016), evaluating US and Eurozone funds (with data provided by US SIF and Euro SIF) 6 , stresses also the outperformance of ESG portfolios during crisis periods.”