Tony Berrada
Associate Professor
Department of Finance
Swiss Finance Institute
Switzerland
Biography
Tony Berrada is Associate Professor of Finance at the University of Geneva and has been an SFI Faculty Member since 2006. Prof. Berrada is a regular speaker at leading finance conferences and workshops worldwide. He teaches executive education courses on portfolio management.
Research Interest
Pricing of financial assets; modeling of market volatility dynamics, with a particular emphasis on the role of information.
Publications
-
Berrada T, Hugonnier J, Rindisbacher M (2007) Heterogeneous Preferences and Equilibrium Trading Volume. Journal of Financial Economics 83: 719-750.
-
Oderda G, Berrada T, Messikh RJ, Pictet O (2015) Beta Arbitrage Strategies: When do They Work, and Why? Quantitative Finance 15: 105-203.
-
Berrada T, Coupy S (2015) Outperforming Naive Diversification Using Stock Level Information.
