
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.