Hilary Till, EDHEC-Risk Institute Research Associate, publishes new research in the Journal of Governance and Regulation
Hilary Till, Principal at Premia Capital Management, LLC and Research Associate at EDHEC-Risk Institute, has published new research on Commodity Risk Management in the latest issue of the Journal of Governance and Regulation.
The article discusses the practical issues involved in applying a disciplined risk management methodology to commodity futures trading. Accordingly, the paper shows how to apply methodologies derived from both conventional asset management and hedge fund management to futures trading. The article also discusses some of the risk management issues that are unique to leveraged futures trading.
Hilary Till is a Research Associate at the EDHEC-Risk Institute. She has co-designed commodity seminars for EDHEC-Risk’s Asset Management Education unit and has authored EDHEC-Risk position papers on a variety of commodity-related topics. She is also the co-founder of Chicago-based Premia Capital Management, LLC, a proprietary trading firm, as well being a principal of Premia Risk Consultancy, Inc., which advises investment firms on risk-management policy. Prior to Premia Capital, Ms. Till was the Chief of Derivatives Strategies at Putnam Investments, and a Quantitative Analyst at the Harvard Management Company. Ms. Till serves on the North American Advisory Board of the London School of Economics; is a member of the Federal Reserve Bank of Chicago’s Working Group on Financial Markets; is an Advisory Board Member of DePaul University’s Arditti Center for Risk Management; and is the co-editor of “Intelligent Commodity Investing”, a bestseller for Risk Books. She has a B.A. with General Honors in Statistics from the University of Chicago and an M.Sc. degree in Statistics from the London School of Economics (LSE). She studied at the LSE under a private fellowship administered by the Fulbright Commission.