Tony Berrada

University of Geneva - Geneva Finance Research Institute (GFRI)

40 Boulevard du Pont d'Arve

Geneva 4, Geneva 1211

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

  • University of Geneva - Geneva Finance Research Institute (GFRI)

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 19,704

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36

CROSSREF CITATIONS

17

Scholarly Papers (12)

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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 2,497 (8,734)
Citation 1

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Relative arbitrage, Market diversity, Beta

2.

The Economics of Sustainability Linked Bonds

Swiss Finance Institute Research Paper No. 22-26, European Corporate Governance Institute – Finance Working Paper No. 820/2022
Number of pages: 63 Posted: 16 Mar 2022 Last Revised: 14 Sep 2022
Tony Berrada, Leonie Engelhardt, Rajna Gibson and Philipp Krueger
University of Geneva - Geneva Finance Research Institute (GFRI), University of Geneva, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 1,243 (26,030)

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ESG investing, sustainability linked bonds, security design, managerial incentives, mispricing

3.

Outperforming Naive Diversification Using Stock Level Information

Swiss Finance Institute Research Paper No. 15-32
Number of pages: 50 Posted: 21 Aug 2015 Last Revised: 07 Jan 2016
Tony Berrada and Sebastien Coupy
University of Geneva - Geneva Finance Research Institute (GFRI) and University of Geneva
Downloads 606 (69,603)
Citation 1

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Mean-Variance, factor model, optimization, 2 stage least square

4.

Asset Pricing with Regime-Dependent Preferences and Learning

Downloads 452 (99,608)
Citation 5

Asset Pricing with Regime-Dependent Preferences and Learning

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 82 Posted: 04 Oct 2013 Last Revised: 15 Aug 2014
Tony Berrada, Jerome Detemple and Marcel Rindisbacher
University of Geneva - Geneva Finance Research Institute (GFRI), Boston University Questrom School of Business and Questrom School of Business, Boston University
Downloads 246 (191,651)
Citation 4

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Asset pricing puzzles, regime-dependent preferences, incomplete information, equity premium, riskless rate, equity volatility, term structure, bond volatility, dividend strips, implied recession probability, recession detection

Asset Pricing with Regime-Dependent Preferences and Learning

Swiss Finance Institute Research Paper No. 13-44
Number of pages: 79 Posted: 22 Aug 2013 Last Revised: 28 Oct 2013
Tony Berrada, Jerome Detemple and Marcel Rindisbacher
University of Geneva - Geneva Finance Research Institute (GFRI), Boston University Questrom School of Business and Questrom School of Business, Boston University
Downloads 206 (227,218)
Citation 2

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Asset pricing puzzles, regime-dependent preferences, incomplete information, equity premium, riskless rate, equity volatility, term structure, bond volatility, dividend strips, implied recession probability, recession detection

5.

Incomplete Information, Idiosyncratic Volatility and Stock Returns

Downloads 421 (108,271)
Citation 10

Incomplete Information, Idiosyncratic Volatility and Stock Returns

Swiss Finance Institute Research Paper No. 08-23
Number of pages: 60 Posted: 07 Sep 2008 Last Revised: 05 Jul 2012
Tony Berrada and Julien Hugonnier
University of Geneva - Geneva Finance Research Institute (GFRI) and Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Downloads 304 (154,194)
Citation 9

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Idiosyncratic volatility, incomplete information, cross-section of stock returns.

Incomplete Information, Idiosyncratic Volatility and Stock Returns

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 31 Posted: 17 Mar 2009 Last Revised: 17 Aug 2010
Julien Hugonnier and Tony Berrada
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 117 (363,404)

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Incomplete information, idiosyncratic volatility, q theory of investment

Incomplete Information, Idiosyncratic Volatility and Stock Returns

EFA 2009 Bergen Meetings Paper
Posted: 14 Jan 2009
Julien Hugonnier and Tony Berrada
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Geneva - Geneva Finance Research Institute (GFRI)

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idiosyncratic volatility, incomplete information, cross-section of returns, q-theory of investment

6.

Bounded Rationality and Asset Pricing

Swiss Finance Institute Research Paper No. 06-7, EFMA 2004 Basel Meetings Paper
Number of pages: 50 Posted: 13 May 2004
Tony Berrada
University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 321 (146,371)
Citation 8

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Bounded rationality, incomplete information, equilibrium

7.

Incomplete Information, Heterogeneous Beliefs and the Statistical Properties of Asset Prices

Number of pages: 50 Posted: 13 Mar 2003
Tony Berrada
University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 239 (197,668)
Citation 1

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incomplete information, equity premium, volatility, heterogeneous beliefs

8.

Heterogenous Preferences and Equilibrium Trading Volume

Swiss Finance Institute Research Paper
Number of pages: 38 Posted: 19 Apr 2005 Last Revised: 28 Oct 2008
Tony Berrada, Julien Hugonnier and Marcel Rindisbacher
University of Geneva - Geneva Finance Research Institute (GFRI), Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne and Questrom School of Business, Boston University
Downloads 235 (200,867)
Citation 2

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General equilibrium, trading volume, heterogenous agents, multiple goods, incomplete markets, no-trade theorem

9.

Can the Variance After-Effect Distort Stock Returns?

Swiss Finance Institute Research Paper No. 21-16
Number of pages: 36 Posted: 25 Feb 2021
Tony Berrada
University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 135 (325,136)

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Variance after-effect, learning, turnover, volatility, earnings forecasts

10.

Incomplete Information, Heterogeneity and Asset Pricing

Downloads 109 (379,882)
Citation 13

Incomplete Information, Heterogeneity and Asset Pricing

Les Cahiers du CREF of HEC Montreal Working Paper No. 03-11
Number of pages: 71 Posted: 23 Jun 2005
Tony Berrada
University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 109 (382,302)
Citation 13

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Asset Pricing

Incomplete Information, Heterogeneity, and Asset Pricing

Journal of Financial Econometrics, Vol. 4, No. 1, pp. 136-160, 2006
Posted: 29 Feb 2008
Tony Berrada
University of Geneva - Geneva Finance Research Institute (GFRI)

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equity premium, heterogeneous beliefs and preferences

11.

COVID-19 Puzzles: A Resolution

Number of pages: 50 Posted: 31 Oct 2022 Last Revised: 01 Nov 2022
Tony Berrada, Jerome Detemple and Marcel Rindisbacher
University of Geneva - Geneva Finance Research Institute (GFRI), Boston University Questrom School of Business and Questrom School of Business, Boston University
Downloads 42

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COVID-19, SEIRD, shelter-in-place, jumps, beliefs-dependent preferences, stock market, equity premium, volatility, correlation, consumption, unemployment

12.

Bounded Rationality and Asset Pricing with Intermediate Consumption

Review of Finance, Vol. 13, No. 4, pp. 693-725, 2009
Posted: 08 Dec 2009
Tony Berrada
University of Geneva - Geneva Finance Research Institute (GFRI)

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