... IS SOCIALLY RESPONSIBLE INVESTING JUST SCREENING? 9mutual funds according to ESG-scores is significant smaller than the risk toleranceparameter ... investment style, Journal of Banking and Finance 29, 1761–1767.IS SOCIALLY RESPONSIBLE INVESTING JUST SCREENING? 11Bello, Zakri Y., 2005, Socially responsible investing and portfolio diversification, ... dem Moore and Alexandr a Spitz-Oener, March 2012. 025 "Is socially responsible investing just screening? Evidence from mutual funds" by Markus Hirschberger, Ralph E. Steuer, Sebastian...