TILL Hilary

Research Associate

Speciality : Finance

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email : till@premiacap.com

Main academic publications

Global Commodities Applied Research Digest (2016), Journal of Governance and Regulation (2015), Corporate Finance Review (2015), Global Commodity Issues - Editor?s Choice (2015), CAIA Alternative Investment Analyst Review (2012, 2014, 2015), PRMIA's Intelligent Risk (2014 ; 2015), CAIA Level II curricula (2007-2012), Journal of Alternative Investments (2000, 2001, 2004, 2006, 2008 ; 2016), AIMA Journal (2004, 2006, 2008), Journal of Wealth Management (2005, 2006, 2016), Singapore Economic Review (2004), Quantitative Finance (2002, 2003), GARP Risk Review (2002), Indexes: Journal of Index Issues (2001), and Derivatives Quarterly (2000)

Documents to download

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CV TILL Hilary...
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Publications edhec

This paper will discuss inferring crude-oil-market fundamentals through price-relationship data, largely through the perspective of a commodity...
The author presented an abbreviated version of this paper during presentations at the Commodity and Energy Markets Conference at Oxford University on...
Is roll yield still a useful concept in evaluating crude oil futures markets? This is a timely question because of (a) scepticism on the benefits of...
This paper provides an introduction to U.S. commodity futures markets, which is especially relevant for individuals in developing markets who are...
In answering this question, this paper will cover the following three considerations: (1) the case for...
This article will argue the answer is yes, and we will discuss the circumstances when this has been the case...
The paper specifically covers (a) the long-term return sources for both managed futures programs and for commodity indices; (b) the investor...
By backwardation, one means that a near-month futures contract trades at a premium to deferred-delivery...
This presentation, in turn, was excerpted from a full-day seminar given by the author to representatives of...
Chapter: Hedging and Speculation: A Discussion on the Economic Role of Commodity Futures Markets (Including the Oil Markets). Ed. SPRINGER
The price-pressure effects of index investments in the global stock markets are well documented.  And even...
This article will discuss the state of the art in applying returns-based analyses to hedge funds. It will...

Pages

Press Articles

A new paper available at SSRN looks at two infamous commodity industry melt-downs: Amaranth and MF Global. It offers a diagnosis of each. Hilary Till...
Hilary Till and Richard Heckinger have seen risk management succeed and fail from the inside. Both are veterans in the derivatives industry. Till, a...