Steve Ohana is an assistant professor of finance at ESCP Europe. He graduated from Ecole Polytechnique in 2000, then obtained a Master Degree in Finance at Paris VI. His Ph.D. in Finance at University Paris-Dauphine was done in partnership with Gaz de France and dealt with energy price modelling and dynamic commodity portfolio optimization. He joined ESCP Europe after a post-doc of two years in Birkbeck, University of London, where he taught commodity finance in a Master of Financial Engineering. He consults in quantitative portfolio optimization and risk management for energy companies and hedge funds.
His current research focuses on capturing rare events in portfolio optimization, modelling carbon and agricultural markets, and analyzing the new trends in investment decisions (commodity and socially responsible investments).