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

CV TILL Hilary...
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Publications edhec

Based on a survey of recent academic and practitioner research, this article reviews six competing frameworks for how to incorporate hedge...
Chapter : Time Diversification: The Case of Managed Futures. Chapter : How to Design a Commodity Futures Trading Program. Chapter : The...
While the article mainly covers the additional risk measurement techniques, which are needed when investing in hedge funds, its...
This article received research support from the Foundation for Managed Derivatives Research. She would like...
This article will show how to apply methodologies derived from both conventional asset management and hedge...
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...
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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