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

The Journal of Retirement (2020), 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 ; 2020), Banque & Stratégie (2009)

Documents to download

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

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-...
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

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