Reda Jürg Messikh

Pictet Asset Management SA

Geneva

Switzerland

  • Pictet Asset Management SA

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 25,302

SSRN RANKINGS

Top 25,302

in Total Papers Downloads

3,424

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

Beta-Arbitrage Strategies: When Do They Work, and Why?

Swiss Finance Institute Research Paper No. 11-64
Number of pages: 59 Posted: 09 Jan 2012 Last Revised: 07 Apr 2014
Tony Berrada, Reda Jürg Messikh, Gianluca Oderda and Olivier V. Pictet
University of Geneva - Geneva Finance Research Institute (GFRI), Pictet Asset Management SA, Ersel Asset Management SGR s.p.a. and Pictet Asset Management
Downloads 2,541 (9,263)
Citation 1

Abstract:

Loading...

Relative arbitrage, Market diversity, Beta

2.

The Predictive Power of Analysts and Their Impact on Prices

Number of pages: 14 Posted: 21 Jan 2022
Thibault Jaisson, Laurent Nguyen, Reda Jürg Messikh and Gabriele Susinno
Pictet Asset Management, Pictet Asset Management, Pictet Asset Management SA and Pictet Asset Management
Downloads 453 (107,016)
Citation 1

Abstract:

Loading...

Sell side analysts, Recommendations, Price impact, Graphical modeling, Analysts Strength

3.

A Proof of the Outperformance of Beta Arbitrage Strategies

Number of pages: 13 Posted: 20 Apr 2010
Reda Jürg Messikh and Gianluca Oderda
Pictet Asset Management SA and Ersel Asset Management SGR s.p.a.
Downloads 430 (113,708)
Citation 1

Abstract:

Loading...

Ex-ante variance, ex-ante beta-weighted portfolios, beta arbitrage strategies