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Berrada, Tony's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
2,061 |
Total
Citations
42 |
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1.
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Berrada, Tony University of Geneva Messikh, Reda Jürg Pictet Asset Management SA Oderda, Gianluca Ersel Asset Management SGR s.p.a. Pictet, Olivier V. Pictet Asset Management
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09 Jan 12
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Last Revised:
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27 Mar 12
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1,019
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Relative arbitrage, Market diversity, Beta
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Incomplete Information, Idiosyncratic Volatility and Stock Returns
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Hugonnier, Julien N. Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Berrada, Tony University of Geneva
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07 Sep 08
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Last Revised:
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05 Jul 12
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Hugonnier, Julien N. Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Berrada, Tony University of Geneva
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17 Mar 09
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17 Aug 10
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69
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Incomplete information, idiosyncratic volatility, q theory of investment
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Hugonnier, Julien N. Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Berrada, Tony University of Geneva
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idiosyncratic volatility, incomplete information, cross-section of returns, q-theory of investment
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Berrada, Tony University of Geneva Hugonnier, Julien N. Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
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07 Sep 08
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05 Jul 12
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223
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Idiosyncratic volatility, incomplete information, cross-section of stock returns.
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3.
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Berrada, Tony University of Geneva
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275
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15
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Bounded rationality, incomplete information, equilibrium
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Berrada, Tony University of Geneva
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203
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incomplete information, equity premium, volatility, heterogeneous beliefs
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Berrada, Tony University of Geneva Hugonnier, Julien N. Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Rindisbacher, Marcel Boston University School of Management - Finance and Economics Department
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19 Apr 05
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28 Oct 08
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195
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11
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General equilibrium, trading volume, heterogenous agents, multiple goods, incomplete markets, no-trade theorem
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6.
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Incomplete Information, Heterogeneity and Asset Pricing
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Versions (2)
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Berrada, Tony University of Geneva
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Posted:
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23 Jun 05
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Last Revised:
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29 Jul 10
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77
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Berrada, Tony University of Geneva
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equity premium, heterogeneous beliefs and preferences
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Berrada, Tony University of Geneva
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77
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Asset Pricing
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7.
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Berrada, Tony University of Geneva
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