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

In the presence of unspanned basis risk modeled as a Brownian bridge process, which explicitly accounts for the convergence of the basis to zero as...
Chapter : Exploiting Asset Liability Management Concepts in Private Wealth Management. Ed. PALGRAVE MACMILLAN
Chapter : Asset Allocation and Portfolio Construction. WILEY PUBLISHING
 BNP Paribas Investment Partners Asset-Liability Management and Institutional Investment Management Research ChairNo comprehensive model is...
These funds, whose aim is to provide investors with one-stop solutions to their life-cycle investment needs, typically propose a deterministic...

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