Wolf in sheep's clothing: The active investment strategies behind index performance

European Financial Management

Volumn 14, Issue 1, 2008, Pages 55-81

  Ranaldo, Angelo ^a   Häberle, Rainer ^b  

^a SWISS NATIONAL BANK   (Switzerland)

^b NONE   (Switzerland)

Author keywords

'Buy and hold' strategy; Active passive investment management; Index constituents; Index performance; Momentum strategies; Performance measurement; Selection and rebalancing rules

Indexed keywords

EID: 37749046950     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2007.00363.x     Document Type: Article

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