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

Bio

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

18.12.2025 - Article in a peer reviewed journal

Numerical perspectives on the rebalancing premium

Gregory Gadzinski, Jean-Michel Maeso, Lionel Martellini, Vincent Milhau
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Quantitative Finance, Volume 25, December 2025, Pages 2021 - 2034


01.02.2025 - Article in a peer reviewed journal

Efficient Decumulation Investing and Applications to a New Generation of Fully Amortizing Retirement Solutions

Lionel Martellini, Vincent Milhau, Anil Suri
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Journal of Portfolio Management, Volume 51, February 2025, Pages 1 - 14


02.11.2023 - Article in a peer reviewed journal

Precision Investing: On the Optimal Design of Personalized Performance Portfolios for Liability-Driven Investors

Lionel Martellini, Nicole Beevers, Hannes Du Plessis, Vincent Milhau
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Journal of Portfolio Management, Volume 50, November 2023, Pages 82 - 105


01.11.2022 - Article in a peer reviewed journal

Improving Interest Rate Risk Hedging Strategies through Regularization

Lionel Martellini, Vincent Milhau, Daniel Mantill
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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
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Journal of Fixed Income, April 2022, Pages 50 - 82