Incomplete information, heterogeneity, and asset pricing T Berrada Journal of Financial Econometrics 4 (1), 136-160, 2006 | 62 | 2006 |
Incomplete information, idiosyncratic volatility and stock returns T Berrada, J Hugonnier Journal of Banking & Finance 37 (2), 448-462, 2013 | 55 | 2013 |
The economics of sustainability linked bonds T Berrada, L Engelhardt, R Gibson, P Krueger Swiss Finance Institute Research Paper, 2022 | 52 | 2022 |
Bounded rationality and asset pricing with intermediate consumption T Berrada Review of Finance 13 (4), 693-725, 2009 | 45 | 2009 |
Heterogeneous preferences and equilibrium trading volume T Berrada, J Hugonnier, M Rindisbacher Journal of Financial Economics 83 (3), 719-750, 2007 | 39 | 2007 |
Asset pricing with beliefs-dependent risk aversion and learning T Berrada, J Detemple, M Rindisbacher Journal of Financial Economics 128 (3), 504-534, 2018 | 29 | 2018 |
Variance after-effects distort risk perception in humans E Payzan-LeNestour, BW Balleine, T Berrada, J Pearson Current biology 26 (11), 1500-1504, 2016 | 24 | 2016 |
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 | 21 | 2006 |
Bounded rationality and asset pricing T Berrada Swiss Finance Institute Research Paper, 2006 | 12 | 2006 |
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 | 10 | 2001 |
Asset pricing with regime-dependent preferences and learning T Berrada, J Detemple, M Rindisbacher Swiss Finance Institute Research Paper, 2013 | 8 | 2013 |
Beta-arbitrage strategies: when do they work, and why? G Oderda, T Berrada, RJ Messikh, O Pictet Quantitative Finance 15 (2), 185-203, 2015 | 7 | 2015 |
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 | 6 | 2002 |
Valuing real option when time to maturity is uncertain T Berrada Journées Internationales de l'Association Française de Finance, 1999 | 6 | 1999 |
Incomplete Information, Heterogeneity and Asset Pricing T Berrada Les Cahiers du CREF of HEC Montreal Working Paper, 2003 | 4 | 2003 |
Incomplete Information, Idiosyncratic Volatility and Stock Returns J Hugonnier, T Berrada 23rd Australasian Finance and Banking Conference, 2010 | 3 | 2010 |
Trading Volume in dynamically efficient markets T Berrada, J Hugonnier, M Rindisbacher FAME Research Paper Series, 2005 | 3 | 2005 |
Bounded rationality and asset pricing with intermediate consumption, forthcoming Review of Finance T Berrada | 2 | 2008 |
A note on the informational content of option prices T Berrada Finanzmarkt und Portfolio Management 3, 296-301, 2000 | 2 | 2000 |
Investments and asset pricing in a world of satisficing agents T Berrada, P Bossaerts, G Ugazio Swiss Finance Institute Research Paper, 2024 | 1 | 2024 |