Comparison of ethical and conventional mutual funds


Tezin Türü: Yüksek Lisans

Tezin Yürütüldüğü Kurum: Orta Doğu Teknik Üniversitesi, Sosyal Bilimler Enstitüsü, Türkiye

Tezin Onay Tarihi: 2020

Tezin Dili: İngilizce

Öğrenci: SİNAN AKBAŞ

Danışman: Seza Danışoğlu

Özet:

This study examines the differences and similarities between equity investing USA domiciled ethical and conventional mutual funds on different attributes such as performance, ESG score and sin sector allocation of funds. In this particular study, a comprehensive study is completed using general to specific approach. In this study, you could reach to results of descriptive statistics, bivariant correlation analyses, regression studies and supportive heatmap studies. Additionally, in this study, similarity variables of ethical funds with other funds within its fund family is introduced. In line with introduction, the effect of the generated variable on different attributes of the fund is also tested. According to findings, difference line between ethical and conventional funds are become blurry. The expected clear distinction might not be there anymore.