Replication Data: The Risk and Return of Impact Investing Funds
Creators:
Jessica Jeffers, Tianshu Lyu, and Kelly Posenau
Publication Date:
2024-08-08
Data Category:
Dataset Description:
This dataset, hosted on Zenodo, contains the replication data for the study "The Risk and Return of Impact Investing Funds" (Jeffers, Lyu & Posenau, 2024, Journal of Financial Economics). It includes fund-level data on impact investing vehicles, covering performance metrics, risk characteristics, and fund strategies, used to analyse how impact investing funds compare to traditional private equity funds in terms of financial returns and risk-adjusted performance.
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