Tillmann Sachs

Tillmann Sachs
J8 Capital Management LLP · Systematic, Quantitative, Liquid trading strategies in global futures markets

Doctor of Philosophy

About

10
Publications
7,806
Reads
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213
Citations
Additional affiliations
August 2004 - December 2006
Nanyang Technological University
Position
  • PhD Student
August 2004 - December 2006
Nanyang Technological University
Position
  • PhD Student
Description
  • Quantifying qualitative information on risks in structured finance transactions. Application: Political Risk Quantification in Infrastructure Projects in Asia
August 2004 - December 2006
Nanyang Technological University
Position
  • PhD Student
Description
  • Quantifying Qualitative Information on Risks in Structured Finance Transactions. Application: Political Risk Quantification in Infrastructure Projects in Asia

Publications

Publications (10)
Article
Full-text available
How do commodity trading advisors (CTAs) generate returns? Which markets do they trade? How do they allocate risk, manage money, and what fees do they charge? We conducted an international survey to establish common denominators in the CTA and managed futures industry. This article presents the results and conclusions from the survey. The survey fi...
Article
Full-text available
The method for quantifying qualitative information on risks (QQIR) bridges the gap between qualitative and quantitative risk assessment methods. It employs fuzzy set theory and results in deriving customized probability density functions (PDFs) for stochastic applications in risk assessment and financial modeling. The QQIR method uses fuzzy sets fo...
Article
Full-text available
Purpose – The purpose of this study is to identify and to assess specific political risks associated with Indonesia's public private partnership (PPP) power projects and their generally available mitigating measures, based on the perception of the main stakeholders (government, investors, lenders and insurers). Design/methodology/approach – The ap...
Article
Full-text available
The objective of this article is to assess the risk exposure of a ministry of finance (MOF), a foreign lender, and the Asian Development Bank (ADB) under a guarantee in a water project in an Asian country. Also, the added value to all three parties that ADB'S mediation may offer is determined. There is a state owned water project company (WPC) in a...
Article
Full-text available
Political risks relate to arbitrary or discriminatory actions taken by home or host governments, political groups, or individuals that have an adverse impact on international trade or investment transactions. Many political risks lack historical or numerical data and are often defined intuitively by project equity investors, lenders, or equipment s...
Article
Negative perceptions of political risk can prevent capital from being committed to support cross-border investment. Information about risks that impact infra-structure projects is often vague, imprecise, subjective, or ambiguous. Political risks in developing countries also often lack meaningful historical and numerical data. A novel fuzzy set appr...
Article
Full-text available
Many thanks to all survey respondents for their time and effort in answering the questionnaire and responding to additional queries and evaluations. The survey has been commissioned with the support of James Neal, Ernst & Young, Partner, Global Head of Project Finance, Daniel Wagner, Senior Guarantees and Syndications Specialist, Office of Co‐finan...
Article
Full-text available
Risks can impair the success of business transactions. Structured finance transactions are exposed to numerous risks. Some of these risk factors are well studied. They have sufficient historical and numerical data and record to allow for projections and quantifications of their possible impact on the transaction. Other risk factors may lack such in...

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