Tony Berrada
Associate Professor
Finance
University of Geneva
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 managemen
Research Interest
pricing of financial assets and the modeling of market volatility dynamics, with a particular emphasis on the role of information
Publications
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Beta Arbitrage Strategies: When do They Work, and Why? G. Oderda, T. Berrada, R. J. Messikh and O. Pictet, Quantitative Finance, Vol. 15 (2), pp 105-203, 2015.
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N°15-32: Outperforming Naive Diversification Using Stock Level Information, T. Berrada and S. Coupy, 2015.
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Do Variance Aftereffects Distort Risk Perception?
