Rainer Haeberle

UBS Investment Bank

Europastrasse 1

CH-8152 Opfikon

Switzerland

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Scholarly Papers (1)

1.

Wolf in Sheep's Clothing: The Active Investment Strategies Behind Index Performance

EFMA 2004 BASEL MEETINGS
Number of pages: 26 Posted: 07 May 2004
Angelo Ranaldo and Rainer Haeberle
University of Basel - Faculty of Business and Economics and UBS Investment Bank
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Citation 6

Abstract:

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index performance, active / passive investment management, momentum strategies, index constituents; selection and rebalancing rules; performance measurement; "buy-and-hold" strategy