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Items where contributor is "Wegmann, Patrick"

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2002

Drobetz, Wolfgang and Wegmann, Patrick. (2002) Mean Reversion on Global Stock Markets. Swiss Journal of Economics and Statistics, 138 (3). pp. 215-239.

1999

Ammann, Manuel and Schmid, Christian and Wegmann, Patrick. (1 December 1999) Verwirrung im Pricing? Schweizer Bank, 14 (12). pp. 54-56. K├╝snacht.

1998

Wegmann, Patrick and Portmann, Thomas. (1998) Lower Partial Moments und Value-at-Risk: Eine Synthese. Finanzmarkt und Portfolio Management, 12 (3). pp. 326-341.