Is Socially Responsible Investing (SRI) in Stocks a Competitive Capital Investment A Comparative Analysis Based on the Performance of Sustainable Stocks

Ann-Kathrin Blankenberg, Jonas F. A. Gottschalk

2018 | Academic | Risk & Performance

This article focus on the risk-adjusted competitiveness of a sustainable portfolio based on stocks. We show that a sustainable portfolio does not perform significantly different than a conventional one.