Steve Ohana

Steve Ohana is a professor of finance at ESCP Europe and co-founder of investment advisory group Riskelia.
Education
After graduating from École Polytechnique in 2000, Steve achieved a Master Degree in Finance at Paris VI. Steve partnered with Gaz de France to complete his Ph.D. in Finance at Université Paris-Dauphine. The thesis dealt with energy price modelling and dynamic commodity portfolio optimization.
Career
Steve joined ESCP Europe following a two year post-doctorate in Birkbeck, University of London, where he taught commodity finance to Financial Engineering Master students. Steve also works as a consultant in quantitative portfolio optimization and risk management for energy companies and hedge funds.
Steve specializes in capturing rare events in portfolio optimization, modelling carbon and agricultural markets, and the analysis of new trends in commodity investment decisions. In 2009 Steve co-founded investment advisory group Riskelia.
Research and newspaper publications
* http://eprints.bbk.ac.uk/1942/1/1942.pdf, 2009 (Forward curves, scarcity and price volatility in oil and natural gas markets, Birbeck University of London Journal Article).
* http://tcnh.ntt.edu.vn/images/tapchiqt/52.PDF, 2007 (Time-consistency in managing a commodity portfolio:A dynamic risk measure approach, Journal of Banking and Finance).
* http://www.latribune.fr/opinions/20100519trib000510558/marches-rompons-l-engrenage-de-la-peur.html "La Tribune Newspaper, Dec. 19th 2010, Marchés: rompons l'engrenage de la peur"
* http://www.lemonde.fr/idees/article/2011/12/05/l-euro-est-mort-vive-l-europe_1612879_3232.html "Le Monde Newspaper, Dec. 5th 2011, L'euro est mort...vive l'Europe!"
* http://lecercle.lesechos.fr/economie-societe/politique-eco-conjoncture/monnaies-et-taux/221147239/euro-sera-solidaire-sera-plus,Les Echos Newspaper, May 25, 2012, L’euro sera solidaire ou ne sera plus 2012 (LesEchoes newspaper)
* http://www.sciencedirect.com/science/article/pii/S0378426607004232, Journal of Banking & Finance Volume 32, Issue 10, October 2008, Pages 1991-2005, Time-consistency in managing a commodity portfolio: A dynamic risk measure approach, Hélyette Geman and Steve Ohana (2006).
* http://www.sciencedirect.com/science/article/pii/S0140988309000231, Energy Economics Volume 31, Issue 4, July 2009, Pages 576-585, Forward curves, scarcity and price volatility in oil and natural gas markets, Hélyette Geman and Steve Ohana (2007).
* http://www.sciencedirect.com/science/article/pii/S0140988309001509 Energy Economics Volume 32, Issue 2, March 2010, Pages 373-388, 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 (2007).
* http://talkvietnam.com/2011/12/business-2512/ Talk Vietnam,BUSINESS IN BRIEF 25/12, December 25, 2011, Rice export prices increase US$10 per tonne.

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