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Tony Berrada
Tony Berrada
Professor of Finance, University of Geneva
Verified email at unige.ch - Homepage
Title
Cited by
Cited by
Year
Incomplete information, heterogeneity, and asset pricing
T Berrada
Journal of Financial Econometrics 4 (1), 136-160, 2006
622006
Incomplete information, idiosyncratic volatility and stock returns
T Berrada, J Hugonnier
Journal of Banking & Finance 37 (2), 448-462, 2013
552013
Bounded rationality and asset pricing with intermediate consumption
T Berrada
Review of Finance 13 (4), 693-725, 2009
452009
The economics of sustainability linked bonds
T Berrada, L Engelhardt, R Gibson, P Krueger
Swiss Finance Institute Research Paper, 2022
442022
Heterogeneous preferences and equilibrium trading volume
T Berrada, J Hugonnier, M Rindisbacher
Journal of Financial Economics 83 (3), 719-750, 2007
402007
Asset pricing with beliefs-dependent risk aversion and learning
T Berrada, J Detemple, M Rindisbacher
Journal of Financial Economics 128 (3), 504-534, 2018
292018
Variance after-effects distort risk perception in humans
E Payzan-LeNestour, BW Balleine, T Berrada, J Pearson
Current biology 26 (11), 1500-1504, 2016
232016
Credit migration and basket derivatives pricing with copulas
T Berrada, D Dupuis, E Jacquier, N Papageorgiou, B Rémillard
Journal of Computational Finance 10 (1), 43, 2006
212006
Bounded rationality and asset pricing
T Berrada
Swiss Finance Institute Research Paper, 2006
122006
Systematic credit risk and asset pricing: empirical study on the US stock market
T Berrada, R Gibson, N Mougeot
SBI Working Paper, University of Zurich, 2001
102001
Asset pricing with regime-dependent preferences and learning
T Berrada, J Detemple, M Rindisbacher
Swiss Finance Institute Research Paper, 2013
92013
Beta-arbitrage strategies: when do they work, and why?
G Oderda, T Berrada, RJ Messikh, O Pictet
Quantitative Finance 15 (2), 185-203, 2015
72015
Incomplete Information, Heterogeneous Beliefs and the Statistical Properties of Asset Prices
T Berrada
Heterogeneous Beliefs and the Statistical Properties of Asset Prices (July 2002), 2002
62002
Valuing real option when time to maturity is uncertain
T Berrada
Journées Internationales de l'Association Française de Finance, 1999
61999
Incomplete Information, Heterogeneity and Asset Pricing
T Berrada
Les Cahiers du CREF of HEC Montreal Working Paper, 2003
42003
Incomplete information, idiosyncratic volatility and stock returns
J Hugonnier, T Berrada
23rd Australasian Finance and Banking Conference, 2010
32010
Trading Volume in dynamically efficient markets
T Berrada, J Hugonnier, M Rindisbacher
FAME Research Paper Series, 2005
32005
Bounded rationality and asset pricing with intermediate consumption, forthcoming Review of Finance
T Berrada
22008
A note on the informational content of option prices
T Berrada
Finanzmarkt und Portfolio Management 3, 296-301, 2000
22000
Investments and Asset Pricing in a World of Satisficing Agents
T Berrada, P Bossaerts, G Ugazio
Swiss Finance Institute Research Paper, 2024
12024
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