The interaction of speculators and index investors in agricultural derivatives markets
B Guilleminot, JJ Ohana, S Ohana - Agricultural economics, 2014 - Wiley Online Library
Through the analysis of the weekly Commodity Futures Trading Commission reports on 12
US traded agricultural commodities, we revisit the heated debate on the impact of index flows …
US traded agricultural commodities, we revisit the heated debate on the impact of index flows …
Riskversus Trend-Driven Global Tactical Asset Allocation
B Guilleminot, JJ Ohana… - Journal of Portfolio …, 2014 - search.proquest.com
The 2008 financial crisis has severely challenged passive forms of investment. In this article,
the authors compare two systematic investment processes that a global asset allocator may …
the authors compare two systematic investment processes that a global asset allocator may …
A new financial stress indicator: properties and conditional asset price behavior
B Guilleminot, JJ Ohana, S Ohana - Available at SSRN 2317321, 2014 - papers.ssrn.com
The main goal of this paper is to introduce a new financial stress indicator, signaling regime
transitions from stability to turbulence. This indicator is based on the combination of a wide …
transitions from stability to turbulence. This indicator is based on the combination of a wide …
[PDF][PDF] Numerical Methods and Optimisation in Finance
B Guilleminot, E Schumann, C Sharpe - uni-giessen.de
Numerical Methods and Optimisation in Finance Page 1 COMISEF Fellows’ Workshop on
Numerical Methods and Optimisation in Finance Birkbeck, University of London 18–19 June …
Numerical Methods and Optimisation in Finance Birkbeck, University of London 18–19 June …
[CITATION][C] Practical Applications of Risk-versus Trend-Driven Global Tactical Asset Allocation
B Guilleminot, JJ Ohana, S Ohana… - Practical …, 2014 - pm-research.com
Institutional investors who seek protection during bearish market environments should balance
risk-based with trend-driven GTAA strategies, advises Benoit Guilleminot in this report. …
risk-based with trend-driven GTAA strategies, advises Benoit Guilleminot in this report. …
[CITATION][C] Les nouveaux modes d'investissement sur les marchés dérivés de matières premières agricoles
B GUILLEMINOT, RJJ OHANA, RS OHANA - Décryptage et impact, 2012
[CITATION][C] Élaboration d'indicateurs de suivi des marchés financiers permettant d'identifier des périodes de dysfonctionnement
B Guilleminot, JJ Ohana, S Ohana - Ministère de l'Agriculture et de l'Alimentation, 2016
[CITATION][C] eTkkS kkS
R as an Alternative, VB Rebalancing - 2014 - search.proquest.com
The authors propose a new approach to portfolio rebalancing: by decomposing the investor's
strategic asset allocation into the various asset classes' percentage contributions to risk. …
strategic asset allocation into the various asset classes' percentage contributions to risk. …
[CITATION][C] A new financial stress indicator: Construction, properties and applications
B Guilleminot, JJ Ohana, S Ohana - 2013 - … Paper. Available at: http://events. em …
[HTML][HTML] Genetic-Background Modulation of Core and Variable Autistic-Like Symptoms in Fmr1 Knock-Out Mice
S Pietropaolo, A Guilleminot, B Martin, FR d'Amato… - PloS one, 2011 - journals.plos.org
Background No animal models of autism spectrum disorders (ASD) with good construct
validity are currently available; using genetic models of pathologies characterized by ASD-like …
validity are currently available; using genetic models of pathologies characterized by ASD-like …