Hilary Till
Research Associate
Finance
EDHEC Business School
Canada
Biography
Hilary Till is a co-founder of Premia Capital Management, LLC in Chicago and an internationally acknowledged expert in the field of commodities trading and natural resources futures markets. Ms. Till joined the EDHEC Risk and Asset Management Research Centre (now EDHEC-Risk Institute) as a Research Associate in June 2006. Formerly equity derivatives analyst and commodity futures trader with Harvard Management Company, and then senior vice president and head of the Derivative Strategies Group with Putnam Investments in Boston, Ms. Till has a B.A. with General Honors in Statistics from the University of Chicago and an M.Sc. in Statistics from the London School of Economics and Political Science. She studied at the LSE under a private fellowship administered by the Fulbright Commission. Ms. Till has presented her research on the commodities futures markets to the following institutions: the U.S. Commodity Futures Trading Commission, the International Energy Agency, and to the (then) U.K. Financial Services Authority. In 2015, Ms. Till was a panel member at the U.S. Energy Information Administration’s workshop on the price dynamics of the petroleum market. She co-designed an intensive commodity seminar for EDHEC’s Asset Management Education unit in 2007 and 2008. This seminar was developed jointly with the EDHEC Business School professors, François-Serge Lhabitant and Joëlle Miffre. Author of numerous research articles, Ms. Till has also contributed to publications in the fields of commodity investments, risk management, and derivatives trading. Her research papers include “Separating the Wheat from the Chaff: Backwardation as the Long-Term Driver of Commodity Futures Performance” (co-authored with Barry Feldman); “Portfolio Risk Measurement in Commodity Futures Investments,” a chapter in Portfolio Analysis: Advanced Topics in Performance Measurement, Risk and Attribution (edited by Tim Ryan and published by Risk Books in 2006); and “Case Studies and Risk Management Lessons in Commodity Derivatives Trading,” a chapter in Risk Management in Commodity Markets: From Shipping to Agriculturals and Energy (edited by Hélyette Geman and published by John Wiley & Sons in 2008.) Hilary Till, Research
Research Interest
Econometrics, Economics Research, Finance Management