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Analysis of investment strategies: a new look at investment returns

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Figure

Table I shows monthly descriptive statistics of mutual funds.  Panel A shows traditional mutual funds while Panel B shows ethical mutual funds
Table II shows JB statistics for the fund universe accounting the sample period from January 1984 to September 2012
Table III: Inputs and Outputs Description for DEA
Table IV reports the Cross-Tabulation of average monthly BCC scores for both ethical and unrestricted mutual funds
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