Vincent Milhau

Associate Professor

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; 2023), Banque & Stratégie (2009)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise: Portfolio construction; Asset pricing; Continuous-time finance


Vincent Milhau is an associate professor of finance at EDHEC Business School. Before joining EDHEC Faculty in 2023, he was a research director at EDHEC-Risk Institute (now EDHEC-Risk Climate Impact Institute), where he was responsible for several research projects conducted at the Institute and funded by big industry players interested in the latest advances in risk management and asset allocation. Vincent’s main research interests are in asset pricing and optimal portfolio choice and their applications to institutional and individual money management, especially retirement investing. His teaching is largely based on this research.

Publications of Vincent Milhau

01.11.2022 - Article in a peer reviewed journal

Improving Interest Rate Risk Hedging Strategies through Regularization

Lionel Martellini, Vincent Milhau, Daniel Mantill

Financial Analysts Journal, Volume 78, November 2022

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

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

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, Suri Anil

EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2021

01.03.2021 - EDHEC publication

Diversification and insurance: which should come first?

Lionel Martellini, Vincent Milhau

EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2021