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)
Bio
Publications of Vincent Milhau
Numerical perspectives on the rebalancing premium
Quantitative Finance, Volume 25, December 2025, Pages 2021 - 2034
Holistic Goals-Based Investing Framework for Analyzing Efficient Retirement Investment Decisions in the Presence of Long-Term Care Risk
Annals of Operations Research, August 2025
Efficient Decumulation Investing and Applications to a New Generation of Fully Amortizing Retirement Solutions
Journal of Portfolio Management, Volume 51, February 2025, Pages 1 - 14
Precision Investing: On the Optimal Design of Personalized Performance Portfolios for Liability-Driven Investors
Journal of Portfolio Management, Volume 50, November 2023, Pages 82 - 105
Improving Interest Rate Risk Hedging Strategies through Regularization
Financial Analysts Journal, Volume 78, November 2022