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...
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Publications edhec

For hedge funds, the illiquidity can arise from the contracts an investor enters into, which may have one...
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Based on a survey of recent academic and practitioner research, this article reviews six competing frameworks for how to incorporate hedge...
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Chapter : Time Diversification: The Case of Managed Futures. Chapter : How to Design a Commodity Futures Trading Program. Chapter : The...
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While the article mainly covers the additional risk measurement techniques, which are needed when investing in hedge funds, its...
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This article received research support from the Foundation for Managed Derivatives Research. She would like...
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This article will show how to apply methodologies derived from both conventional asset management and hedge...
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In this column, after reviewing these difficulties, I will discuss the current state-of-the-art methodology in this area. This subject is a very...
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But what if that CTA's Sharpe ratio was also .19? (This is a real example.) For futures programs, the meaning of rate-of-return numbers can...
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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...