Benoît Guilleminot

SMILE Investment Solutions

SMILE Investment Solutions

91, Rue du Faubourg Saint Honoré

Paris, 75008

France

SCHOLARLY PAPERS

3

DOWNLOADS

903

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

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
Benoît Guilleminot, Jean-Jacques Ohana and Steve Ohana
SMILE Investment Solutions, Homa Capital and ESCP Europe
Downloads 720 (41,851)

Abstract:

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

2.

The Interaction of Speculators and Index Investors in Agricultural Derivatives Markets

Number of pages: 58 Posted: 19 Apr 2013 Last Revised: 30 Dec 2013
Benoît Guilleminot, Jean-Jacques Ohana and Steve Ohana
SMILE Investment Solutions, Homa Capital and ESCP Europe
Downloads 183 (195,208)
Citation 1

Abstract:

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

3.

Risk vs Trend Driven Global Tactical Asset Allocation

Posted: 19 Apr 2013
Benoît Guilleminot, Jean-Jacques Ohana and Steve Ohana
SMILE Investment Solutions, Homa Capital and ESCP Europe

Abstract:

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