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Sascha Mergner


This is information that was supplied by Sascha Mergner in registering through RePEc. If you are Sascha Mergner , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Sascha
Middle Name:
Last Name: Mergner

RePEc Short-ID: pme145

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Working papers

  1. Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe, 2010. "Markov-switching Asset Allocation: Do Profitable Strategies Exist?," MPRA Paper 21154, University Library of Munich, Germany.
  2. Sascha Mergner & Jan Bulla, 2005. "Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques," Finance 0510029, EconWPA.
  3. Sascha Mergner, 2005. "Zum Zusammenhang zwischen Bond-Credit Spreads und Ratings," Finance 0510024, EconWPA.
  4. Sascha Mergner, 2005. "Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques," Finance 0509024, EconWPA.


  1. Sascha Mergner & Jan Bulla, 2008. "Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques," The European Journal of Finance, Taylor & Francis Journals, vol. 14(8), pages 771-802.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2005-10-29. Author is listed
  2. NEP-EEC: European Economics (2) 2005-09-29 2005-10-29. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2005-10-29. Author is listed
  4. NEP-FMK: Financial Markets (2) 2005-09-29 2005-10-29. Author is listed
  5. NEP-FOR: Forecasting (2) 2005-09-29 2005-10-29. Author is listed


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