Not logged in.
Quick Search - Contribution
Contribution Details
| Type | Master's Thesis |
| Scope | Discipline-based scholarship |
| Title | The Performance and Flows of Sustainable Actively Managed Mutual Funds during the COVID-19 Crisis |
| Organization Unit | |
| Authors |
|
| Supervisors |
|
| Language |
|
| Institution | University of Zurich |
| Faculty | Faculty of Business, Economics and Informatics |
| Date | 2023 |
| Abstract Text | This study investigates how sustainability ratings affect the performances and flows of actively managed funds during a period of unprecedented market disruption, namely the COVID-19 crisis. This is achieved through two regression analyses on an extensive panel data. Despite some of the results with difficult interpretation, the overall research shows a positive impact of sustainability ratings on funds’ performances, and a negative one on funds’ flows. These findings are partially in line with the theory that wants sustainability to be a “luxury good”, relinquishable during a crisis, but could at the same time represent evidence of how sustainable approaches offer potentially better performances during market crashes. |
| Export |
BibTeX
|