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Tony Berrada
SFI Faculty Member
Associate Professor of Finance
  +41 22 379 81 26
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 Interests:
His main research interests lie in the pricing of financial assets and the modeling of market volatility dynamics, with a particular emphasis on the role of information.
Recent Research:
In a recent paper, Prof. Berrada and his coauthors revisit the concept of variance-risk using a perception approach. When using experimental data, the researchers find that perceived variance decreases after prolonged exposure to high variance and increases after exposure to low variance, calling for an after-effect distortion of risk perception. Such results challenge classic economic models in which variance-risk perception is perfect, and help us to understand the phenomenon of “rogue trading”.