TILL Hilary

Chercheur associé, EDHEC-Risk Institute

Discipline : Finance

Contact

Email : research@edhec-risk.com

Principales contributions académiques

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 à télécharger

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CV - Hilary Till...
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Publications EDHEC

Is roll yield still a useful concept in evaluating crude oil futures markets? This is a timely question because of (a) scepticism on the benefits of...
This paper provides an introduction to U.S. commodity futures markets, which is especially relevant for individuals in developing markets who are...
In answering this question, this paper will cover the following three considerations: (1) the case for structural positions in crude oil futures...
This article will argue the answer is yes, and we will discuss the circumstances when this has been the case in the past.
The paper specifically covers (a) the long-term return sources for both managed futures programs and for commodity indices; (b) the investor...

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