TILL Hilary

Research Associate, EDHEC-Risk Institute

Speciality : Finance


Email : research@edhec-risk.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

CV - Hilary Till...
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EDHEC Publications

In particular, a number of authors have pointed out the shortcomings of using the Sharpe ratio for performance evaluation and the mean-variance...
The August article noted that a number of hedge fund strategies appear to be earning risk premia. In other words, they earn returns because they are...
Figure 1 reviews just how superior that performance has been: from December 2001 through April 2006, the Goldman Sachs Commodity Index (GSCI)...
They find that over this period, backwardation has been highly predictive of the return of a passive long futures position when measured over...