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

Pdf
CV TILL Hilary...
(-1.00 B)

Publications edhec

This paper is based on the pre-printed version of the following article: Till, H. (2007), “Evolving Markets...
[field_documents]
The first two sections of this article will discuss two historically profitable approaches that take into consideration the largely mean-...
[field_documents]
The underlying sources of return include the potential return due to backwardation. The extent of...
[field_documents]
On October 2nd, the EDHEC Risk and Asset Management Research Centre (EDHEC-Risk) released a report on the...
[field_documents]
To do so, we take the publicly reported information on the fund's Natural Gas positions as well as its...
[field_documents]
It will note the unique sources of risk and return for such investments. We will also discuss the factors that one should take into...
[field_documents]
In particular, a number of authors have pointed out the shortcomings of using the Sharpe ratio for performance evaluation and the mean-...
[field_documents]
The August article noted that a number of hedge fund strategies appear to be earning risk premia. In other words, they earn returns because...
[field_documents]
Figure 1 reviews just how superior that performance has been: from December 2001 through April 2006, the Goldman Sachs Commodity Index (GSCI...
[field_documents]
They find that over this period, backwardation has been highly predictive of the return of a passive long futures position when measured over...
[field_documents]
Chapter : Die Vorteile von Hedgefonds im Asset Liability-Management. Chapter : Portable Alpha- und Portable Beta-Strategien in der Eurozone....
[field_documents]
While the commodity markets provide a manager with ample opportunities for creating portfolios of diverse strategies, there are a number of...
[field_documents]
We will first explain why the demand for such an investment has emerged, and then we will discuss the opportunities that an actively-managed...
[field_documents]
But we also emphasize the due care that must be taken in risk management and implementation discipline, given the violence of the...
[field_documents]
It will be the responsibility of the investor either time to the investments in commodity indices or to create a properly balanced overall...
[field_documents]
Specifically, we review the economic basis for hedge fund returns and then discuss some of the logical consequences of these observations....
[field_documents]
Chapter : Hedge Funds and the Stale Pricing Issue. Chapter : A Hedge Fund Investor's Guide to Understanding Managed Futures. Chapter : The...
[field_documents]

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...