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

The Journal of Fixed Income, Summer 2018
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In most developed countries, pension systems are being threatened by rising demographic imbalances as well as lower growth in productivity. With the...
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Journal of Corporate Finance, Volume 49, April 2018, Pages 141-167
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Factor investing is an investment paradigm under which an investor decides how much to allocate to various factors, as opposed to various securities...
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This study shows that goal-based investing principles can be used to design scalable retirement investment strategies that meet individual investors...
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The Journal of Portfolio Management, 2017, Vol. 43, No. 2: pp. 37-49, January 2017
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Multi-factor models are standard tools for analysing the performance and the risk of equity portfolios. In addition to analysing the impact of common...
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Any investment process should start with a thorough understanding of the investor problem. Individual investors do not need investment products with...
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Investment practice has recently witnessed the emergence of a new approach known as factor investing, which...
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Bankers, Markets & Investors, No.139, November-December 2015.
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Journal of Alternative Investments , Volume 18; N°1, pp48-64, Summer 2015.
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This chair is examining performance portfolios with improved hedging benefits, hedging portfolios with...
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Our conclusion is that progress remains to be made in the area of appropriate risk management for pension...
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Bankers, Markets & Investors, Special Issue ERD 2014, pp5-16, March 2014.
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Bankers, Markets & Investors, Special Issue ERD 2014, pp5-16, March 2014.
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The purpose of this research chair is to support research undertaken at EDHEC-Risk on the benefits of...
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