英文标题：
《Fund Characteristics and Performances of Socially Responsible Mutual
Funds: Do ESG Ratings Play a Role?》
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作者：
Swarn Chatterjee
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最新提交年份：
2018
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英文摘要：
This paper examines the risk-adjusted performance and differential fund flows for socially responsible mutual funds (SRMF). The results show that SRMF rated high on ESG, perform better than lower rated ESG funds during the period of economic crisis. The findings also show that low ESG rated SRMF had higher differential cash-flows than high rated ESG funds except for the period of economic down turn. The findings are of interest to financial advisors, investors, mutual fund managers, and researchers on how SRMF performance responds to periods of economic downturn and expansion
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中文摘要：
本文考察了社会责任型共同基金（SRMF）的风险调整绩效和差异资金流。结果表明，在经济危机期间，SRMF对ESG的评级较高，表现优于评级较低的ESG基金。研究结果还表明，除经济低迷时期外，低ESG评级的SRMF比高ESG评级的基金有更大的差异现金流。金融顾问、投资者、共同基金经理和研究人员对SRMF的业绩如何应对经济低迷和扩张时期感兴趣
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Portfolio Management 项目组合管理
分类描述：Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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