Tony Berrada

University of Geneva

40, Boulevard du Pont-d'Arve

Genève, CH - 1205

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

SCHOLARLY PAPERS

9

DOWNLOADS
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3,916

CITATIONS
Rank 10,753

SSRN RANKINGS

Top 10,753

in Total Papers Citations

39

Scholarly Papers (9)

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
University of Geneva, Pictet Asset Management SA, Ersel Asset Management SGR s.p.a. and Pictet Asset Management
Downloads 1,581 (5,842)
Citation 1

Abstract:

Relative arbitrage, Market diversity, Beta

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 and Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Downloads 261 (97,763)
Citation 2

Abstract:

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
Downloads 87 (249,682)
Citation 2

Abstract:

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

Abstract:

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

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
University of Geneva, Boston University - Department of Finance & Economics and Questrom School of Business, Boston University
Downloads 179 (142,085)

Abstract:

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

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 82 Posted: 04 Oct 2013 Last Revised: 15 Aug 2014
University of Geneva, Boston University - Department of Finance & Economics and Questrom School of Business, Boston University
Downloads 141 (174,993)

Abstract:

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

4.

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
Downloads 287 (86,053)
Citation 13

Abstract:

Bounded rationality, incomplete information, equilibrium

5.

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

Number of pages: 50 Posted: 13 Mar 2003
Tony Berrada
University of Geneva
Downloads 213 (117,015)
Citation 1

Abstract:

incomplete information, equity premium, volatility, heterogeneous beliefs

6.

Heterogenous Preferences and Equilibrium Trading Volume

Swiss Finance Institute Research Paper
Number of pages: 38 Posted: 19 Apr 2005 Last Revised: 28 Oct 2008
University of Geneva, Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne and Questrom School of Business, Boston University
Downloads 207 (122,582)
Citation 12

Abstract:

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

7.

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 and University of Geneva
Downloads 155 (48,834)

Abstract:

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

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
Downloads 81 (261,261)
Citation 10

Abstract:

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

Abstract:

equity premium, heterogeneous beliefs and preferences

9.

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

Abstract: