MILHAU Vincent, phd

Research Director, EDHEC-Risk Institute

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

Management Science (2018), 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 ; 2019), Banque & Stratégie (2009)

Documents to download

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

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 investors do not need investment products with...
Investment practice has recently witnessed the emergence of a new approach known as factor investing, which...
Bankers, Markets & Investors, No.139, November-December 2015.

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