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EDHEC-Risk Information
Commodities - July 15, 2008

Miffre and Till State-of-the-Art in Commodities Investing Seminar - Instructors

         

Joëlle Miffre

Joëlle Miffre is Professor of Finance at EDHEC Business School and a member of the EDHEC Risk and Asset Management Research Centre. Her work focuses on asset management, with special emphasis on alternative investments, active strategies, and asset pricing.

Before joining EDHEC Business School, she was with the Cass Business School. Her previous appointments also include research and teaching positions at the University of Technology, Sydney, the ICMA Centre at the University of Reading, and Brunel University.

At EDHEC Business School, Professor Miffre teaches postgraduate and executive education courses on fixed-income analysis, derivative securities, and alternative investments and contributes to the work of the EDHEC Risk and Asset Management Research Centre.

Her research on tactical asset allocation, derivatives, commodity futures, and hedge funds has appeared in refereed academic and practitioner journals such as Economics Letters, European Financial Management, Journal of Alternative Investments, Journal of Banking and Finance, Journal of Business Finance and Accounting, and Journal of Futures Markets.

Professor Miffre received support from Inquire-UK for her work on higher moments and the conditional performance of alternative investments. She is a seasoned presenter at international academic conferences and industry events.

Professor Miffre holds graduate degrees in management and finance and a PhD in Finance from Brunel University.



         

Hilary Till

Hilary Till is the co-founder of Premia Capital Management, LLC, a principal of Premia Risk Consultancy, Inc., and a research associate with the EDHEC Risk and Asset Management Research Centre.

She also sits on the advisory board of the Tellus Natural Resources Fund, a fund of hedge funds. Ms. Till has over 15 years of experience in the commodity derivatives markets. Established in 1998, Chicago-based Premia Capital Management is a proprietary trading firm with a natural resources focus which specialises in using statistical techniques to detect pockets of predictability in derivatives markets. Premia Risk Consultancy advises investment firms on derivatives strategies and risk management policy.

Before co-founding Premia Capital, Ms. Till headed derivatives strategies at Putnam Investments and also served as the company’s commodity portfolio manager for institutional clients. Prior to joining Putnam, Ms. Till was with Harvard Management Company where she set up the commodity investment programme of the university’s endowment.

Ms. Till has written articles on commodities, risk management, and hedge funds in refereed academic and practitioner journals. She serves on the examination committees of professional designations in alternative investment and risk management.

Ms. Till has authored many articles on commodities, derivatives and risk management in industry publications and contributed to ten books in the last four years including The Handbook of Inflation Hedging Investments (McGraw Hill), Fund of Hedge Funds: Performance, Assessment, Diversification and Statistical Properties (Elsevier), and Energy and Environmental Markets (PRMIA). She is the co-editor of Intelligent Commodity Investing (Risk Books).

Ms. Till has a BA in statistics from the University of Chicago and an MSc in statistics from the London School of Economics.