Browsing Faculty of Graduate Studies Online Theses by Author "Yu, Wenshuang"
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Do Socially Responsible Mutual Funds Outperform Non-Socially Responsible Mutual Funds under A Regime-Switching Model?
Yu, Wenshuang (2013-12-17)In this thesis, the regime dependent mean and abnormal returns are studied to examine whether socially responsible mutual funds have a different performance from traditional mutual funds, since there may be different ...