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

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...
We argue in this paper that such new forms of investment solutions should rely on the use of improved performance-seeking and liability-hedging...
We first provide an overview of the various hedging methodologies that can be used in this incomplete market setting, distinguishing between self-...

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