Socially responsible indexes

Journal of Portfolio Management

Volumn 32, Issue 3, 2006, Pages

  Statman, Meir ^a  

^a SANTA CLARA UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33744513685     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2006.628411     Document Type: Article

References (15)

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3. Damato, Karen. "Social Studies: How 'Responsible' Funds Differ on Stock Choices." Wall Street Journal, May 18, 2000.
4. Dugan, Ianthe Jeanne. "Hedge Funds Attract Catholic Institutions Into the Fold." Wall Street Journal, May 24, 2005, p. C1.
5. Goldreyer, Elizabeth, and J. David Diltz. "The Performance of Socially Responsible Mutual Funds: Incorporating Sociopolitical Information in Portfolio Selection." Managerial Finance, vol. 25, no. 1 (1999), pp. 23-36.
6. Hamilton, Sally, Hoje Jo, and Meir Statman. "Doing Well While "Doing Good: The Investment Performance of Socially Responsible Mutual Funds." Financial Analysts Journal, November/December 1993, pp. 62-66.
7. Heinkel, Robert, Alan Kraus, and Josef Zechner. "The Effect of Green Investment on Corporate Behavior." Journal of Quantitative Analysis, vol. 36, no. 4 (December 2001), pp. 431-449.
8. Marsh, Donna. "Readers Report: What Doing Good Really Gets You." BusinessWeek, July 17, 2000, pp. 14-15.
9. Milevsky, Moshe A., Andrew Aziz, Al Goss, Jane Thomson, and David Wheeler. "Cleaning a Passive Index." The Journal of Portfolio Management, Spring 2006.
10. "1999 Trends Report." Social Investment Forum. November 4, 1990. Available at www.socialinvest.org/.
11. Sauer, David. "The Impact of Social-Responsibility Screens on Investment Performance." Review of Financial Economics, vol. 6, no. 2 (1997), pp. 137-149.
12. Statman, Meir. "How Many Stocks Make a Diversified Portfolio?" Journal of Financial and Quantitative Analysis, vol. 22, no. 3 (September 1987), pp. 353-363.
13. _."Socially Responsible Mutual Funds." Financial Analysts Journal, May/June 2000, pp. 30-39.
14. Statman, Meir and Jonathan Scheid. "Global Diversification." Journal of Portfolio Management, vol. 3, no. 1 (Second Quarter, 2005): 1-11.
15. Troutman, Michael. "Risk Control Techniques for Social Investing." The Journal of Investing, Winter 2001, pp. 51-57.