AV¶ÌÊÓÆµ

Governance & Leadership

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Tony BERRADA

Full Professor
Geneva Finance Research Institute

Vice President of the Participatory Council

Ph.D., AV¶ÌÊÓÆµ of Lausanne

Uni Pignon - 408
+41 22 379 81 26
E-mail

Short bio

I am an AssociateÌýProfessor of Finance at the AV¶ÌÊÓÆµ (ÌýandÌý).ÌýI hold a PhD in finance from the AV¶ÌÊÓÆµ of Lausanne and was an assistant professor of finance at HEC Montréal and HEC Lausanne prior to joining the AV¶ÌÊÓÆµ. I recently was a senior visiting fellow at the School of Banking and Finance, Australian School of Business at UNSW. My research interests are in asset pricing, and in particular the role of learning in models with incomplete information.

Research & publications

Asset pricing with beliefs-dependent risk aversion and learningÌý(with J. Detemple and M. Rindisbacher) Journal of Financial Economics, forthcoming

Variance After-effects Bias Risk Perception in HumansÌý(with B. Balleine, E. Payzan-LeNestour and J. Pearson) Current Biology, 2016, vol. 16, Nr 11

Beta Arbitrage Strategies: when do they work, and why?Ìý(ÌýwithÌýR. Messikh, G. Oderda and O. Pictet ) Quantitative Finance,Ìý2015, vol. 15, Nr 2.


Participatory Council

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