The Performance Comparison of Socially Responsible Funds against Traditional Funds

Chen, Yu

Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.12540/761

DC Field	Value	Language
dc.contributor.advisor	Cheng, I-Wei	en_US
dc.contributor.author	Chen, Yu	en_US
dc.date.accessioned	2022-10-21T02:52:04Z	-
dc.date.available	2022-10-21T02:52:04Z	-
dc.date.issued	2022	-
dc.identifier.citation	Chen, Y. (2022). The Performance Comparison of Socially Responsible Funds against Traditional Funds [Unpublished bachelor's thesis]. Wenzhou-Kean University.	en_US
dc.identifier.uri	https://hdl.handle.net/20.500.12540/761	-
dc.description.abstract	The concept of SRI has been accepted by more and more people. SRI funds are very different from traditional funds in performance. This paper will compare 400 traditional funds’ performance to SRI funds’ performance in the Chinese market during the period of Nov 2020 to Nov 2021. This paper will make descriptive statistics on these 400 funds, observe their frequency distribution and SPSS analyze their Sharpe rate and annualized rate to compare their performance.	en_US
dc.format.extent	25 pages	en_US
dc.format.mimetype	application/pdf	en_US
dc.language.iso	eng	en_US
dc.rights.uri	https://creativecommons.org/licenses/by-nc/4.0/	-
dc.subject.lcsh	ESG	en_US
dc.subject.lcsh	ETF	en_US
dc.subject.lcsh	CAPM	en_US
dc.title	The Performance Comparison of Socially Responsible Funds against Traditional Funds	en_US
dc.type	Thesis	en_US
dc.rights.license	Attribution-NonCommercial 4.0 International (CC BY-NC 4.0)	en_US
wku.group	College of Business and Public Management	en_US
wku.identifier.studentID	1063713	en_US
dc.subject.keywords	SRI	en_US
dc.subject.keywords	Sharpe Ratio	en_US
dc.subject.keywords	Descriptive Statistics	en_US
dc.subject.keywords	Chinese Market	en_US
wku.thesis.degree	Bachelor of Science	en_US
wku.degree.discipline	Finance	en_US
wku.degree.grantor	Wenzhou-Kean University	en_US
Appears in Collections:	Theses and Dissertations