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

Under the supervision of Professor Lionel Martellini, Scientific Director of EDHEC-Risk Institute, this chair examines the properties of dynamic...
These dynamic allocation strategies exploit the presence of mean-reversion in interest rates, equity Sharpe ratio and equity volatility. The...
EDHEC-Risk Institute has conducted extensive research into advanced debt management practices, including a study on the possibility of increasing...
The purpose of the present research publication is to go beyond simple forms of dynamic strategies, and to show that more sophisticated dynamic...
In the presence of interest rate and inflation risks, we are able to obtain quasiclosed form expressions for the price of various forms of indexed-...

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