MILHAU Vincent, phd

Research Director

Speciality : Finance

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email : vincent.milhau@edhec.edu

Main academic publications

Journal of Corporate Finance (2017), Journal of Alternative Investments (2015), Journal of Fixed Income (2015), Bankers, Markets and Investors (2010 ; 2012 ; 2014 ; 2015), Journal of Pension Economics and Finance (2012), Journal of Portfolio Management (2009 ; 2017 ; 2018), Banque & Stratégie (2009)

Documents to download

Pdf
CV - Vincent Milhau, PhD...
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Publications edhec

Factor investing is an investment paradigm under which an investor decides how much to allocate to various factors, as opposed to various securities...
This study shows that goal-based investing principles can be used to design scalable retirement investment strategies that meet individual investors...
The Journal of Portfolio Management, 2017, Vol. 43, No. 2: pp. 37-49, January 2017
Multi-factor models are standard tools for analysing the performance and the risk of equity portfolios. In addition to analysing the impact of common...
Any investment process should start with a thorough understanding of the investor problem. Individual...
Investment practice has recently witnessed the emergence of a new approach known as factor investing, which...
Bankers, Markets & Investors, No.139, November-December 2015.
This chair is examining performance portfolios with improved hedging benefits, hedging portfolios with...
Our conclusion is that progress remains to be made in the area of appropriate risk management for pension...
Bankers, Markets & Investors, Special Issue ERD 2014, pp5-16, March 2014.
The purpose of this research chair is to support research undertaken at EDHEC-Risk on the benefits of...
Under the supervision of Professor Lionel Martellini, Scientific Director of EDHEC-Risk Institute, this...
These dynamic allocation strategies exploit the presence of mean-reversion in interest rates, equity Sharpe...

Pages

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