Steve Ohana

ESCP Europe

Dr.

79 Avenue de la Republique

Paris, 75011

France

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 38,279

SSRN RANKINGS

Top 38,279

in Total Papers Downloads

1,441

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

A new financial stress indicator: properties and conditional asset price behavior

Number of pages: 41 Posted: 28 Aug 2013 Last Revised: 13 May 2014
SMILE Investment Solutions, Homa Capital and ESCP Europe
Downloads 720 (41,912)

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Financial stress indicators, risk premiums, tactical asset allocation, risk measures, systemic risk

2.

Explainable AI Models of Stock Crashes: A Machine-Learning Explanation of the Covid March 2020 Equity Meltdown

Number of pages: 18 Posted: 22 Mar 2021 Last Revised: 29 Mar 2021
Homa Capital, ESCP Europe, AI For Alpha, A.I. Square Connect and A.I. Square Connect
Downloads 443 (77,720)

Abstract:

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market crash, GBDT, Shapley

3.

The Interaction of Speculators and Index Investors in Agricultural Derivatives Markets

Number of pages: 58 Posted: 19 Apr 2013 Last Revised: 30 Dec 2013
SMILE Investment Solutions, Homa Capital and ESCP Europe
Downloads 183 (195,446)
Citation 1

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index investors, hedge funds, agricultural markets, trend-following

4.

Are Leveraged Firms Focused on the Short-Run? Evidence from Health and Safety Programs in U.S. Firms

Number of pages: 33 Posted: 13 Dec 2012 Last Revised: 17 Dec 2012
Christophe Moussu and Steve Ohana
ESCP Europe and ESCP Europe
Downloads 49 (458,811)

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capital structure, health and safety programs

5.

Revisiting the Link between Political and Financial Crises in Africa

Number of pages: 44 Posted: 05 Feb 2015
AXA Group, ESCP Europe and ESCP Europe
Downloads 46 (471,097)

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Political crises, financial crises, contagion, Africa

6.

Does the Impact of Exchange-Traded Funds Flows on Commodities Prices Involve Stockpiling as a Signature? An Empirical Investigation

Journal of Energy Markets, Forthcoming
Number of pages: 24 Posted: 12 Jun 2018
Steve Ohana and Xiaoying Huang
ESCP Europe and affiliation not provided to SSRN
Downloads 0 (774,326)
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exchange-traded funds (ETFs), energy commodities, agricultural commodities, commodity index funds, inventory, term structure

7.

Risk vs Trend Driven Global Tactical Asset Allocation

Posted: 19 Apr 2013
SMILE Investment Solutions, Homa Capital and ESCP Europe

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