Vincent Milhau

EDHEC-Risk Climate Impact Institute Research Director

Main contributions

Journal of Fixed Income (2015 ; 2022), Journal of Pension Economics & Finance (2021), The Journal of Retirement (2020), Management Science (2018), Journal of Corporate Finance (2017), Journal of Alternative Investments (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 ; 2021), Banque & Stratégie (2009)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise:

Publications of Vincent Milhau

10.12.2021 - Article in a peer reviewed journal

An Empirical Analysis of the Benefits of Corporate Bond Portfolio Optimization in the Presence of Duration Constraints

Vincent Milhau, Deguest Romain, Lionel Martellini
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Journal of Fixed Income, April 2022, Pages 50 - 82


15.10.2021 - Article in a peer reviewed journal

Measuring and Managing the Opportunity Cost of Downside Risk Protection

Lionel Martellini, Vincent Milhau
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Journal of Portfolio Management, Volume 48, November 2021, Pages 21 - 42


28.09.2021 - EDHEC publication

A Holistic Goal-Based Investing Framework for Analyzing Efficient Retirement Investment Decisions in the Presence of Long-Term Care Risk

Lionel Martellini, Vincent Milhau, Jean-Michel Maeso, Suri Anil
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EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2021


07.09.2021 - EDHEC publication

Securing Replacement Income with Goal-Based Retirement Investing Strategies

Lionel Martellini, Vincent Milhau, Mulvey John
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EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2021


26.02.2021 - EDHEC publication

Diversification and insurance: which should come first?

Lionel Martellini, Vincent Milhau
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EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2021