-
1
-
-
0016355478
-
A new look at statistical model identification
-
Akaike, H.: 1974, 'A New Look at Statistical Model Identification', IEEE Transactions on Automatic Control AC-19, 716-723.
-
(1974)
IEEE Transactions on Automatic Control
, vol.AC-19
, pp. 716-723
-
-
Akaike, H.1
-
2
-
-
84962698725
-
The economic implications of learning by doing
-
Arrow, K.: 1962, 'The Economic Implications of Learning by Doing', Review of Economic Studies 29, 155-073.
-
(1962)
Review of Economic Studies
, vol.29
, pp. 155-173
-
-
Arrow, K.1
-
3
-
-
84858529010
-
International evidence on ethical mutual fund performance and investment style
-
Social Investment Forum Moskowitz Prize. [Accessed 19 August 2003]
-
Bauer, R., Koedijk, K. and Otten, R.: 2002, 'International Evidence on Ethical Mutual Fund Performance and Investment Style', [WWW] Winner, Social Investment Forum Moskowitz Prize. Available at: http://www.socialinvest.org/ areas/research/Moskowitz/winning_papers.htm [Accessed 19 August 2003].
-
(2002)
[WWW] Winner
-
-
Bauer, R.1
Koedijk, K.2
Otten, R.3
-
4
-
-
58149138006
-
Canadian ethical mutual funds: Performance and investment style analysis in a multifactor framework
-
Limburg Institute of Financial Economics, Maastricht University. The Netherlands. [Accessed 22 October 2004]
-
Bauer, R., Derwall, J. and Otten, R.: 2003a, 'Canadian Ethical Mutual Funds: Performance and Investment Style Analysis in a Multifactor Framework', [WWW] Working Paper 03-001, Limburg Institute of Financial Economics, Maastricht University. The Netherlands. Available at: http://www.fdewb.unimaas.nl/finance/ workingpapers/ [Accessed 22 October 2004].
-
(2003)
[WWW] Working Paper
, vol.3
, Issue.1
-
-
Bauer, R.1
Derwall, J.2
Otten, R.3
-
5
-
-
84858518489
-
Ethical investing in Australia: Is there a financial penalty?
-
Limburg Institute of Financial Economics, Maastricht University, The Netherlands. [Accessed 22 October 2004]
-
Bauer, R., Otten, R. and Rad, A. T.: 2003b, 'Ethical Investing in Australia: Is There a Financial Penalty?', [WWW] Working Paper 03-031, Limburg Institute of Financial Economics, Maastricht University, The Netherlands. Available at: http://www.fdewb.unimaas.n1/finance/workingpapers/ [Accessed 22 October 2004].
-
(2003)
[WWW] Working Paper
, vol.3
, Issue.31
-
-
Bauer, R.1
Otten, R.2
Rad, A.T.3
-
6
-
-
0002523870
-
A note on performance evaluation
-
Graduate School of Business, Stanford University
-
Bhattacharya, S. and Pfleiderer, P.: 1983, 'A Note on Performance Evaluation', Technical Report No. 714, Graduate School of Business, Stanford University.
-
(1983)
Technical Report No. 714
, vol.714
-
-
Bhattacharya, S.1
Pfleiderer, P.2
-
7
-
-
0347651166
-
Socially screened portfolios: An attribution analysis of relative performance
-
Bibartolomeo, D. and L. Kurtz: 1996, 'Socially Screened Portfolios: An Attribution Analysis of Relative Performance', The Journal of Investing 5(3), 35-41.
-
(1996)
The Journal of Investing
, vol.5
, Issue.3
, pp. 35-41
-
-
Bibartolomeo, D.1
Kurtz, L.2
-
8
-
-
0002914514
-
Mutual fund performance: Evidence from the UK
-
Blake, D. and A. Timmermann: 1998, 'Mutual Fund Performance: Evidence from the UK', European Finance Review 2, 57-77.
-
(1998)
European Finance Review
, vol.2
, pp. 57-77
-
-
Blake, D.1
Timmermann, A.2
-
9
-
-
42449156579
-
Generalised autoregressive conditional heteroskedasticity
-
Bollerslev, T.: 1986, 'Generalised Autoregressive Conditional Heteroskedasticity', Journal of Econometrics 31, 307-327.
-
(1986)
Journal of Econometrics
, vol.31
, pp. 307-327
-
-
Bollerslev, T.1
-
11
-
-
79958250735
-
Socially responsible investment: A statistical analysis of returns
-
Bank Sarasin & Cie, Sustainable Investment, Basel. [Accessed 22 October 2004]
-
Butz, C. and Plattner, A.: 2000, 'Socially Responsible Investment: A Statistical Analysis of Returns', [WWW] Sarasin Basic Report, Bank Sarasin & Cie, Sustainable Investment, Basel. Available at: http://www.c4c.ch/ publications/Sri2000.pdf [Accessed 22 October 2004].
-
(2000)
[WWW] Sarasin Basic Report
-
-
Butz, C.1
Plattner, A.2
-
13
-
-
0002116372
-
The development of ethical investment products
-
A.R. Prindl and B. Prodhan (eds.), (Blackwell Publishers)
-
Cowton, C.: 1994, 'The Development of Ethical Investment Products', in A.R. Prindl and B. Prodhan (eds.), The Association of Corporate Treasurers Guide to Ethical Conflicts in Finance (Blackwell Publishers), pp. 213-232.
-
(1994)
The Association of Corporate Treasurers Guide to Ethical Conflicts in Finance
, pp. 213-232
-
-
Cowton, C.1
-
14
-
-
4043057849
-
An empirical examination of institutional investor preferences for corporate social performance
-
Cox, P., S. Brammer and A. Millington: 2004, 'An Empirical examination of Institutional Investor Preferences for Corporate Social Performance', Journal of Business Ethics 52(1), 27-43.
-
(2004)
Journal of Business Ethics
, vol.52
, Issue.1
, pp. 27-43
-
-
Cox, P.1
Brammer, S.2
Millington, A.3
-
15
-
-
0034179055
-
The financial performance of ethical investment trusts: An Australian perspective
-
Cummings, L. S.: 2000, 'The Financial Performance of Ethical Investment Trusts: An Australian Perspective', Journal of Business Ethics 25(1), 79-92.
-
(2000)
Journal of Business Ethics
, vol.25
, Issue.1
, pp. 79-92
-
-
Cummings, L.S.1
-
16
-
-
17144400023
-
Does social screening affect portfolio performance?
-
Diltz, D. J.: 1995, 'Does Social Screening Affect Portfolio Performance?', Journal of Investing 4(1), 64-69.
-
(1995)
Journal of Investing
, vol.4
, Issue.1
, pp. 64-69
-
-
Diltz, D.J.1
-
18
-
-
0000051984
-
Autoregressive conditional heteroskedasticity with estimates of the variance of UK inflation
-
Engle, R. F.: 1982, 'Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of UK Inflation', Econometrica 50, 987-1008.
-
(1982)
Econometrica
, vol.50
, pp. 987-1008
-
-
Engle, R.F.1
-
19
-
-
0001264648
-
Estimating time-varying risk premia in the term structure: The ARCH-M model
-
Engle, R .F., D. M. Lilien and R.P. Robins: 1987, 'Estimating Time-Varying Risk Premia in the Term Structure: The ARCH-M Model', Econometrica 55, 391-407.
-
(1987)
Econometrica
, vol.55
, pp. 391-407
-
-
Engle, R.F.1
Lilien, D.M.2
Robins, R.P.3
-
20
-
-
84993924779
-
Components of investment performance
-
Fama, E.: 1972, 'Components of Investment Performance', Journal of Finance 27, 551-568.
-
(1972)
Journal of Finance
, vol.27
, pp. 551-568
-
-
Fama, E.1
-
22
-
-
23944436627
-
-
[WWW] Wharton School, University of Pennsylvania. [Accessed 22 October 2004]
-
Geczy, C.C., Stambaugh, R.F. and Levin, D.: 2003, 'Investing in Socially Responsible Mutual Funds', [WWW] Wharton School, University of Pennsylvania. Available at: http://finance.wharton.upenn.edu/~stambaug/sri.pdf [Accessed 22 October 2004].
-
(2003)
Investing in Socially Responsible Mutual Funds
-
-
Geczy, C.C.1
Stambaugh, R.F.2
Levin, D.3
-
23
-
-
84993601065
-
On the relation between the expected value and the volatility of the normal excess return in stocks
-
Glosten, L.R., R. Jagannathan and D. Runkle: 1993, 'On the Relation between the Expected Value and the Volatility of the Normal Excess Return in Stocks', Journal of Finance 48, 1779-1801.
-
(1993)
Journal of Finance
, vol.48
, pp. 1779-1801
-
-
Glosten, L.R.1
Jagannathan, R.2
Runkle, D.3
-
25
-
-
0347651178
-
Ethical unit trust financial performance: Small company effects and fund size effects
-
Gregory, A., J. Matatko and R. G. Luther: 1997, 'Ethical Unit Trust Financial Performance: Small Company Effects and Fund Size Effects', Journal of Business Finance and Accounting 24(5), 705-726.
-
(1997)
Journal of Business Finance and Accounting
, vol.24
, Issue.5
, pp. 705-726
-
-
Gregory, A.1
Matatko, J.2
Luther, R.G.3
-
28
-
-
22544452456
-
Is there a cost to being socially responsible in investing?
-
Guerard, J. D., Jr.: 1997, 'Is There a Cost to Being Socially Responsible in Investing?', Journal of Forecasting 16, 31-36.
-
(1997)
Journal of Forecasting
, vol.16
, pp. 31-36
-
-
Guerard Jr., J.D.1
-
29
-
-
4043125968
-
Financial markets: A tool for social responsibility?
-
Haigh, M. and J. Hazelton: 2004, 'Financial Markets: A Tool For Social Responsibility?', Journal of Business Ethics 52(1), 59-71.
-
(2004)
Journal of Business Ethics
, vol.52
, Issue.1
, pp. 59-71
-
-
Haigh, M.1
Hazelton, J.2
-
30
-
-
0002878373
-
Doing well while doing good? the investment performance of socially responsible mutual funds
-
November/December
-
Hamilton, S., Jo, H. and Statman, M.: 1993, 'Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds', Financial Analysts Journal, November/December.
-
(1993)
Financial Analysts Journal
-
-
Hamilton, S.1
Jo, H.2
Statman, M.3
-
33
-
-
0039842013
-
The effect of green investment on corporate behaviour
-
Heinkel, R., A. Kraus and J. Zechner: 2001, 'The Effect of Green Investment on Corporate Behaviour', Journal of Financial and Quantitative Analysis 36(4), 431-449.
-
(2001)
Journal of Financial and Quantitative Analysis
, vol.36
, Issue.4
, pp. 431-449
-
-
Heinkel, R.1
Kraus, A.2
Zechner, J.3
-
34
-
-
0001309573
-
On market timing and investment performance II: Statistical procedures for evaluating forecasting skills
-
Henriksson, R. D. and R. C. Merton: 1981, 'On Market Timing and Investment Performance II: Statistical Procedures for Evaluating Forecasting Skills', Journal of Business 54, 513-533.
-
(1981)
Journal of Business
, vol.54
, pp. 513-533
-
-
Henriksson, R.D.1
Merton, R.C.2
-
36
-
-
84858518343
-
-
[WWW] (ISIS Asset Management plc, 100 Wood Street, London EC2V 7AN). [Accessed 28 July 2004]
-
ISIS: 2004, 'Fund Factsheets: UK Growth and Income' [WWW] (ISIS Asset Management plc, 100 Wood Street, London EC2V 7AN). Available at: http://www.isisam.com/literature.asp?pageid=4.2.5 [Accessed 28 July 2004].
-
(2004)
Fund Factsheets: UK Growth and Income
-
-
-
37
-
-
84980098839
-
Risk, the pricing of capital assets, and the evaluation of investment portfolios
-
April
-
Jensen, M. C.: 1969, 'Risk, The Pricing of Capital Assets, and the Evaluation of Investment Portfolios', Journal of Finance, April.
-
(1969)
Journal of Finance
-
-
Jensen, M.C.1
-
38
-
-
10844280202
-
An analysis of European ethical funds
-
Certified Accountants Educational Trust, 29 Lincoln's Inn Fields, London
-
Kreander, N.: 2001, 'An Analysis of European Ethical Funds', Association of Chartered Certified Accoun tants Occasional Research Paper No. 33, Certified Accountants Educational Trust, 29 Lincoln's Inn Fields, London.
-
(2001)
Association of Chartered Certified Accoun Tants Occasional Research Paper No. 33
, vol.33
-
-
Kreander, N.1
-
39
-
-
20444463877
-
The financial performance of European ethical funds 1996-1998
-
Kreander, N., R. H. Gray, D. M. Power and C. D. Sinclair: 2002, 'The Financial Performance of European Ethical Funds 1996-1998', Journal of Accounting and Finance 1, 3-22.
-
(2002)
Journal of Accounting and Finance
, vol.1
, pp. 3-22
-
-
Kreander, N.1
Gray, R.H.2
Power, D.M.3
Sinclair, C.D.4
-
40
-
-
0141766930
-
UK investment trusts: Performance, timing and selectivity
-
Leger, L. A.: 1997, 'UK Investment Trusts: Performance, Timing and Selectivity', Applied Economics Letters 4, 207-210.
-
(1997)
Applied Economics Letters
, vol.4
, pp. 207-210
-
-
Leger, L.A.1
-
41
-
-
0034164697
-
Support for investor activism among UK ethical investors
-
Lewis, A. and C. Mackenzie: 2000, 'Support For Investor Activism Among UK Ethical Investors', Journal of Business Ethics 24(3), 215-222.
-
(2000)
Journal of Business Ethics
, vol.24
, Issue.3
, pp. 215-222
-
-
Lewis, A.1
Mackenzie, C.2
-
42
-
-
29644436352
-
Green and ethical investment: Can it make a difference?
-
Warhurst, A. (ed.), (Macmillan, New York)
-
Lewis, A. and Mackenzie, C.: 2000b, 'Green and Ethical Investment: Can It Make a Difference?', in: Warhurst, A. (ed.), Towards an Environment Research Agenda (Macmillan, New York).
-
(2000)
Towards An Environment Research Agenda
-
-
Lewis, A.1
Mackenzie, C.2
-
43
-
-
84980100064
-
Security prices, risk and maximal gains from diversification
-
Lintner, J.: 1965a, 'Security Prices, Risk and Maximal Gains From Diversification', Journal of Finance 20, 587-615.
-
(1965)
Journal of Finance
, vol.20
, pp. 587-615
-
-
Lintner, J.1
-
44
-
-
0003114587
-
The valuation of risky assets and the selection of risky investments in stock portfolios and capital budgets
-
Lintner, J.: 1965b, 'The Valuation of Risky Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets', Review of Economics and Statistics 47, 13-37.
-
(1965)
Review of Economics and Statistics
, vol.47
, pp. 13-37
-
-
Lintner, J.1
-
45
-
-
0001873471
-
The performance of ethical unit trusts: Choosing an appropriate benchmark
-
Luther, R. G. and J. Matatko: 1994, 'The Performance of Ethical Unit Trusts: Choosing an Appropriate Benchmark', British Accounting Review 26, 77-89.
-
(1994)
British Accounting Review
, vol.26
, pp. 77-89
-
-
Luther, R.G.1
Matatko, J.2
-
46
-
-
84896359477
-
The investment performance of UK ethical unit trusts
-
Luther, R. G., J. Matatko and D. C. Comer: 1992, 'The Investment Performance of UK Ethical Unit Trusts', Accounting, Auditing and Accountability Journal 5(4), 57-70.
-
(1992)
Accounting, Auditing and Accountability Journal
, vol.5
, Issue.4
, pp. 57-70
-
-
Luther, R.G.1
Matatko, J.2
Comer, D.C.3
-
47
-
-
0001183907
-
The financial performance of ethical investment funds
-
Mallin, C. A., B. Saadouni and R. J. Briston: 1995, 'The Financial Performance of Ethical Investment Funds', Journal of Business Finance and Accounting 22(4), 483-496.
-
(1995)
Journal of Business Finance and Accounting
, vol.22
, Issue.4
, pp. 483-496
-
-
Mallin, C.A.1
Saadouni, B.2
Briston, R.J.3
-
49
-
-
0347569255
-
Misery loves companies: Rethinking social initiatives by business
-
Margolis, J.D. and J.P. Walsh: 2003, 'Misery Loves Companies: Rethinking Social Initiatives By Business', Administrative Science Quarterly 48(2), 268-305.
-
(2003)
Administrative Science Quarterly
, vol.48
, Issue.2
, pp. 268-305
-
-
Margolis, J.D.1
Walsh, J.P.2
-
50
-
-
84858527728
-
-
[WWW] [Accessed 2 July 2004]. Martin Currie Unit Trusts Ltd., Edinburgh
-
Martin Currie Ltd.: 2004, 'Annual Report: Martin Currie Investment Funds', [WWW] available at: http://www.martincurrie.com/oeic/index/income/ [Accessed 2 July 2004]. Martin Currie Unit Trusts Ltd., Edinburgh.
-
(2004)
Annual Report: Martin Currie Investment Funds
-
-
-
51
-
-
4043077675
-
Ethical investment processes and outcomes
-
Michelson, G., N. Wailes, S. van der Laan and G. Frost: 2004, 'Ethical Investment Processes and Outcomes', Journal of Business Ethics 52(1), 1-10.
-
(2004)
Journal of Business Ethics
, vol.52
, Issue.1
, pp. 1-10
-
-
Michelson, G.1
Wailes, N.2
Van Der Laan, S.3
Frost, G.4
-
52
-
-
84992956505
-
Socially responsible investment, information and the myth of underperformance
-
Mill, G.A. and L. Holland: 2005, 'Socially Responsible Investment, Information and the Myth of Underperformance', Social Responsibility Journal 1(1-2), 91-98.
-
(2005)
Social Responsibility Journal
, vol.1
, Issue.1-2
, pp. 91-98
-
-
Mill, G.A.1
Holland, L.2
-
53
-
-
0001238604
-
Equilibrium in a capital asset market
-
Mossin, J.: 1966, 'Equilibrium in a Capital Asset Market', Econometrica 35, 768-783.
-
(1966)
Econometrica
, vol.35
, pp. 768-783
-
-
Mossin, J.1
-
54
-
-
0000641348
-
Conditional heteroskedasticity in asset returns: A new approach
-
Nelson, D.B.: 1991, 'Conditional Heteroskedasticity in Asset Returns: A New Approach', Econometrica 59, 347-370.
-
(1991)
Econometrica
, vol.59
, pp. 347-370
-
-
Nelson, D.B.1
-
55
-
-
84858527097
-
-
[WWW]. [Accessed 27 May 2005]
-
Norwegian Ministry of Finance: 2005, 'The Norwegian Government Petroleum Fund' [WWW]. Available at: http://odin.dep.no/fin/english/topics/p10001617/bn. html [Accessed 27 May 2005].
-
(2005)
The Norwegian Government Petroleum Fund
-
-
-
56
-
-
0042090748
-
Corporate social and financial performance: A meta-analysis
-
Orlitzky, M., F.L. Schmidt and S.L. Rynes: 2003, 'Corporate Social and Financial Performance: A Meta-Analysis', Organisation Studies 24(3), 403-441.
-
(2003)
Organisation Studies
, vol.24
, Issue.3
, pp. 403-441
-
-
Orlitzky, M.1
Schmidt, F.L.2
Rynes, S.L.3
-
57
-
-
0037411989
-
The message and methods of ethical investment
-
O'Rourke, A.: 2003, 'The Message and Methods of Ethical Investment', Journal of Cleaner Production 11, 683-693.
-
(2003)
Journal of Cleaner Production
, vol.11
, pp. 683-693
-
-
O'Rourke, A.1
-
58
-
-
0030101104
-
The association between corporate social responsibility and financial performance: The paradox of social cost
-
Pava, M.L. and J. Krausz: 1996, 'The Association Between Corporate Social Responsibility and Financial Performance: The Paradox of Social Cost', Journal of Business Ethics 15, 321-357.
-
(1996)
Journal of Business Ethics
, vol.15
, pp. 321-357
-
-
Pava, M.L.1
Krausz, J.2
-
59
-
-
2142750835
-
Socially responsible investing and management style of mutual funds in the euronext stock markets
-
University of Groningen, Systems Organisations and Management Research Institute. [Accessed 22 October 2004]
-
Plantinga, A. and Scholtens, B.: 2001, 'Socially Responsible Investing and Management Style of Mutual Funds in the Euronext Stock Markets', [WWW] Research Report 01E17, University of Groningen, Systems Organisations and Management Research Institute. Available at: http://www.ub.rug.nl/eldoc/som/e/ 01E17/01E17.pdf [Accessed 22 October 2004].
-
(2001)
[WWW] Research Report 01E17
-
-
Plantinga, A.1
Scholtens, B.2
-
60
-
-
0038034854
-
Making a difference or making a statement? Finance research and socially responsible investment
-
Rivoli, P.: 2003, 'Making a Difference or Making a Statement? Finance Research and Socially Responsible Investment', Business Ethics Quarterly 13(3), 271-288.
-
(2003)
Business Ethics Quarterly
, vol.13
, Issue.3
, pp. 271-288
-
-
Rivoli, P.1
-
61
-
-
13844256483
-
The business case for corporate sustainability: Literature review and research options
-
Salzmann, O., A. Ionescu-Somers and U. Steger: 2005, 'The Business Case for Corporate Sustainability: Literature Review and Research Options', European Management Journal 23(1), 27-36.
-
(2005)
European Management Journal
, vol.23
, Issue.1
, pp. 27-36
-
-
Salzmann, O.1
Ionescu-Somers, A.2
Steger, U.3
-
62
-
-
0031479181
-
The impact of social-responsibility screens on investment performance: Evidence from the domini 400 social index and domini equity mutual fund
-
Sauer, D.A.: 1997, 'The Impact of Social-Responsibility Screens on Investment Performance: Evidence From the Domini 400 Social Index and Domini Equity Mutual Fund', Review of Financial Economics 6(2), 137-150.
-
(1997)
Review of Financial Economics
, vol.6
, Issue.2
, pp. 137-150
-
-
Sauer, D.A.1
-
63
-
-
0141514181
-
Do socially responsible funds actually deliver what they promise? Bridging the gap between the promise and performance of socially responsible funds
-
Schepers, D.H. and S.P. Sethi: 2003, 'Do Socially Responsible Funds Actually Deliver What They Promise? Bridging the Gap Between the Promise and Performance of Socially Responsible Funds', Business and Society Review 108(1), 11-32.
-
(2003)
Business and Society Review
, vol.108
, Issue.1
, pp. 11-32
-
-
Schepers, D.H.1
Sethi, S.P.2
-
64
-
-
0345863432
-
Socially responsible investing in the United States
-
Schueth, S.: 2003, 'Socially Responsible Investing in the United States', Journal of Business Ethics 43(3), 189-194.
-
(2003)
Journal of Business Ethics
, vol.43
, Issue.3
, pp. 189-194
-
-
Schueth, S.1
-
65
-
-
0000120766
-
Estimating the dimensions of a model
-
Schwarz, G.: 1978, 'Estimating the Dimensions of a Model', Annals of Statistics 6, 161-200.
-
(1978)
Annals of Statistics
, vol.6
, pp. 161-200
-
-
Schwarz, G.1
-
66
-
-
84980092818
-
Capital asset prices: A theory of market equilibrium under conditions of risk
-
Sharpe, W.F.: 1964, 'Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk', Journal of Finance 19, 425-442.
-
(1964)
Journal of Finance
, vol.19
, pp. 425-442
-
-
Sharpe, W.F.1
-
67
-
-
84858520925
-
-
[WWW] [Accessed 28 July 2004]. Solus Funds, Manchester
-
Solus: 2004, 'UK Growth Fund', [WWW] available at: http://www.solusfunds. com/literature/uk~growth.pdf [Accessed 28 July 2004]. Solus Funds, Manchester.
-
(2004)
UK Growth Fund
-
-
-
69
-
-
4043104761
-
The maturing of socially responsible investment: A review of the developing link with corporate social responsibility
-
Sparkes, R. and C.J. Cowton: 2004, 'The Maturing of Socially Responsible Investment: A Review of the Developing Link With Corporate Social Responsibility', Journal of Business Ethics 52(1), 45-57.
-
(2004)
Journal of Business Ethics
, vol.52
, Issue.1
, pp. 45-57
-
-
Sparkes, R.1
Cowton, C.J.2
-
70
-
-
0009333581
-
Socially responsible mutual funds (corrected)
-
Statman, M.: 2000, Socially Responsible Mutual Funds (corrected). Financial Analysts Journal, 56(3).
-
(2000)
Financial Analysts Journal
, vol.56
, Issue.3
-
-
Statman, M.1
-
71
-
-
84858530005
-
-
[WWW] Honourable Mention, Social Investment Forum Moskowitz Prize. [Accessed 19 August 2003]
-
Stone, B.K., Guerard, J.D., Jr., Gultekin, M.N. and Adams, G.: 2001, 'Socially Responsible Investment Screening: Strong Evidence of no Significant Cost for Actively Managed Portfolios', [WWW] Honourable Mention, Social Investment Forum Moskowitz Prize. Available at: http://www.socialinvest.org/ areas/research/ Moskowitz/winning_papers.htm [Accessed 19 August 2003].
-
(2001)
Socially Responsible Investment Screening: Strong Evidence of No Significant Cost for Actively Managed Portfolios
-
-
Stone, B.K.1
Guerard Jr., J.D.2
Gultekin, M.N.3
Adams, G.4
-
72
-
-
38149144599
-
Forecasting the volatility of currency exchange rates
-
Taylor, S.J.: 1986, 'Forecasting the Volatility of Currency Exchange Rates', International Journal of Forecasting 3, 159-170.
-
(1986)
International Journal of Forecasting
, vol.3
, pp. 159-170
-
-
Taylor, S.J.1
-
73
-
-
0003003546
-
The effect of socially activist investment policies on the financial markets: Evidence from the South African boycott
-
Teoh, S.H., I. Welch and C.P. Wazzan: 1999, 'The Effect of Socially Activist Investment Policies on the Financial Markets: Evidence From the South African Boycott', Journal of Business 72(1), 25-89.
-
(1999)
Journal of Business
, vol.72
, Issue.1
, pp. 25-89
-
-
Teoh, S.H.1
Welch, I.2
Wazzan, C.P.3
-
74
-
-
0002332446
-
How to rate management investment funds
-
January - February
-
Treynor, J.L.: 1965, 'How to Rate Management Investment Funds', Harvard Business Review, January - February.
-
(1965)
Harvard Business Review
-
-
Treynor, J.L.1
-
75
-
-
0001739404
-
Can mutual funds outguess the market?
-
Treynor, J.L. and K.K. Mazuy: 1966, 'Can Mutual Funds Outguess the Market?', Harvard Business Review 44(4), 131-136.
-
(1966)
Harvard Business Review
, vol.44
, Issue.4
, pp. 131-136
-
-
Treynor, J.L.1
Mazuy, K.K.2
-
76
-
-
4043069142
-
The impact of socially responsible investment on human resource management: A conceptual framework
-
Waring, P. and J. Lewer: 2004, 'The Impact of Socially Responsible Investment on Human Resource Management: A Conceptual Framework', Journal of Business Ethics 52(1), 99-108.
-
(2004)
Journal of Business Ethics
, vol.52
, Issue.1
, pp. 99-108
-
-
Waring, P.1
Lewer, J.2
-
77
-
-
0000095552
-
A heteroskedasticity-consistent covariance matrix and a direct test for heteroskedasticity
-
White, H.: 1980, 'A Heteroskedasticity-Consistent Covariance Matrix and a Direct Test for Heteroskedasticity', Econometrica 48, 817-838.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
-
78
-
-
0000505077
-
Stakeholder mismatching: A theoretical problem in empirical research on corporate social performance
-
Wood, D. J. and R. E. Jones: 1995, 'Stakeholder Mismatching: A Theoretical Problem in Empirical Research on Corporate Social Performance', International Journal of Organisational Analysis 3(3), 229-267.
-
(1995)
International Journal of Organisational Analysis
, vol.3
, Issue.3
, pp. 229-267
-
-
Wood, D.J.1
Jones, R.E.2
|