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Contributions

Risk vs Trend Driven Global Tactical Asset Allocation
Benoît Guilleminot, Jean-Jacques Ohana and Steve Ohana
Download on SSRN

The Interaction of Hedge Funds and Index Investors in Agricultural Derivatives Markets
Benoît Guilleminot, Jean-Jacques Ohana and Steve Ohana
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Dynamic Asset Allocation and Tail Risk Monitoring in Turbulent Financial Markets
Benoît Guilleminot, Jean-Jacques Ohana and Steve Ohana
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Time-consistency in managing a commodity portfolio: A dynamic risk measure approach
Hélyette Geman and Steve Ohana
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Forward curves, scarcity and price volatility in oil and natural gas markets
Hélyette Geman and Steve Ohana
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Modeling global and local dependence in a pair of commodity forward curves with an application to the US natural gas and heating oil markets
Steve Ohana
Purchase on ScienceDirect.com