The impact of global risk on the performance of socially responsible and conventional stock indices
Paweł Śliwiński , Maciej Łobza
AbstractThe purpose of this paper is to analyze financial investment perfor-mance of socially responsible vs. respective conventional indices in the periods of high, low and unidentified global risk. Therefore, a following research hypothesis was verified: SR indices perform financially better in high-risk periods than in low-risk periods. This hypoth-esis is justified by the assumption that, when selecting SRI, investors go by a longer invest-ment horizon than they do when selecting other investments, not subject to such verification.
|Journal series||Equilibrium, ISSN 1689-765X, e-ISSN 2353-3293, (B 14 pkt)|
|Publication size in sheets||0.85|
|Keywords in English||socially responsible investments (SRI), socially responsible indices, investment performance, financial global risk|
|Score||= 14.0, 23-03-2020, ArticleFromJournal|
|Publication indicators||= 4|
|Citation count*||9 (2020-06-23)|
* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.