The EDHEC Risk and Asset Management Research Centre has appointed Hilary Till as a Research Associate.
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. Formerly an 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, Till has a BA in Statistics from the University of Chicago and an MSc in Statistics from the London School of Economics. She studied at the LSE under a private fellowship administered by the Fulbright Commission.
Author of numerous research articles, Till has also contributed to several publications in the fields of commodity investments, managed futures and alternative investment. Recent 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 Challenges in Commodity Risk Management, Commodities Now, September 2005 (co-authored with Joseph Eagleeye).
