Funudsze inwestycyjne odpowiedzialne społecznie w Polsce. Ocena rynku i wyników inwestycyjnych
DOI:
https://doi.org/10.18559/SOEP.2017.6.1Słowa kluczowe:
Inwestowanie, Inwestowanie społecznie odpowiedzialne, Inwestycje, Badanie efektywności, Efektywność, Wskaźniki efektywności, RynekAbstrakt
The paper presents the contribution of socially responsible investment funds (SRI funds) to the realization of a sustainable development concept as well as the outcomes of research on the condition of the Polish SRI funds market. Pol- ish SRI funds were identified and their strategies were systematised referring to the classification used by Eurosif. Moreover an analysis of the effectiveness of Polish SRI funds in comparison with Polish hedge funds, that are completely financially motivated, was conducted. The generalised Sharpe ratio, the Sharpe-Omega ratio and the modified Sharpe ratio were used to assess the effectiveness of analysed funds. The study reveals that Polish SRI funds do not perform very well in com- parison to hedge funds.
Pobrania
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