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L'investissement durable : analyse des fonds socialement responsables et conventionnels sous différents états du marché

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Iazurlo, Samuel ULiège
Promotor(s) : Hübner, Georges ULiège
Date of defense : 2-Sep-2020/8-Sep-2020 • Permalink : http://hdl.handle.net/2268.2/10281
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Title : L'investissement durable : analyse des fonds socialement responsables et conventionnels sous différents états du marché
Author : Iazurlo, Samuel ULiège
Date of defense  : 2-Sep-2020/8-Sep-2020
Advisor(s) : Hübner, Georges ULiège
Committee's member(s) : Bonesire, Thomas ULiège
Maclot, Philippe 
Language : French
Number of pages : 65
Keywords : [en] Ethics
[en] Mutual Funds
[en] Germany
[en] CSR
[en] SRI
[en] Market States
Discipline(s) : Business & economic sciences > Finance
Institution(s) : Université de Liège, Liège, Belgique
Degree: Master en sciences de gestion, à finalité spécialisée en Banking and Asset Management
Faculty: Master thesis of the HEC-Ecole de gestion de l'Université de Liège

Abstract

[fr] In recent years, we have seen a particular interest for the socially responsible investment. Previous studies regarding the relationship between ethics and finance provide no clear evidence about the performance of SRI and conventional funds. This paper investigates the performance, the risk factors and the managerial abilities for german SRI funds and german conventional funds over the period 2004-2019.
Our result show that SRI fund outperform the traditional ones for both the crisis and non crisis periods. Furthermore, we find that SRI funds perform using positive screening perform well compare to funds using both positive and negative screening. Regarding the risk factors, we conclude that they are state-dependent. Finally, we observe that there is no difference for selectivity.


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Author

  • Iazurlo, Samuel ULiège Université de Liège > Master sc. gest., à fin.

Promotor(s)

Committee's member(s)

  • Bonesire, Thomas ULiège Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Gestion financière
    ORBi View his publications on ORBi
  • Maclot, Philippe
  • Total number of views 106
  • Total number of downloads 0










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