Details about Sascha Mergner

Access statistics for papers by Sascha Mergner.

Last updated 2011-02-09. Update your information in the RePEc Author Service.

Short-id: pme145

Working Papers

2010

1. Markov-switching Asset Allocation: Do Profitable Strategies Exist?
   MPRA Paper, University Library of Munich, Germany View citations (11)

2005

2. Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques
   Finance, University Library of Munich, Germany View citations (3)
   See also Journal Article Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques, The European Journal of Finance, Taylor & Francis Journals (2008) View citations (28) (2008)
3. Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques
   Finance, University Library of Munich, Germany View citations (1)
4. Zum Zusammenhang zwischen Bond-Credit Spreads und Ratings
   Finance, University Library of Munich, Germany View citations (1)

Journal Articles

2008

1. Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques
   The European Journal of Finance, 2008, 14, (8), 771-802 View citations (28)
   See also Working Paper Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques, Finance (2005) View citations (3) (2005)