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

The first two sections of this article will discuss two historically profitable approaches that take into consideration the largely mean-...
The underlying sources of return include the potential return due to backwardation. The extent of...
On October 2nd, the EDHEC Risk and Asset Management Research Centre (EDHEC-Risk) released a report on the...
To do so, we take the publicly reported information on the fund's Natural Gas positions as well as its...
It will note the unique sources of risk and return for such investments. We will also discuss the factors that one should take into...
In particular, a number of authors have pointed out the shortcomings of using the Sharpe ratio for performance evaluation and the mean-...
The August article noted that a number of hedge fund strategies appear to be earning risk premia. In other words, they earn returns because...
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...
Chapter : Die Vorteile von Hedgefonds im Asset Liability-Management. Chapter : Portable Alpha- und Portable Beta-Strategien in der Eurozone....
While the commodity markets provide a manager with ample opportunities for creating portfolios of diverse strategies, there are a number of...
We will first explain why the demand for such an investment has emerged, and then we will discuss the opportunities that an actively-managed...
But we also emphasize the due care that must be taken in risk management and implementation discipline, given the violence of the...
It will be the responsibility of the investor either time to the investments in commodity indices or to create a properly balanced overall...
Specifically, we review the economic basis for hedge fund returns and then discuss some of the logical consequences of these observations....
Chapter : Hedge Funds and the Stale Pricing Issue. Chapter : A Hedge Fund Investor's Guide to Understanding Managed Futures. Chapter : The...
For hedge funds, the illiquidity can arise from the contracts an investor enters into, which may have one...

Pages

See Also

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