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), Banque & Stratégie (2009)
Publications of Vincent Milhau
Improving Interest Rate Risk Hedging Strategies through Regularization
Financial Analysts Journal, Volume 78, November 2022
An Empirical Analysis of the Benefits of Corporate Bond Portfolio Optimization in the Presence of Duration Constraints
Journal of Fixed Income, April 2022, Pages 50 - 82
Measuring and Managing the Opportunity Cost of Downside Risk Protection
Journal of Portfolio Management, Volume 48, November 2021, Pages 21 - 42
A Holistic Goal-Based Investing Framework for Analyzing Efficient Retirement Investment Decisions in the Presence of Long-Term Care Risk
EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2021
Securing Replacement Income with Goal-Based Retirement Investing Strategies
EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2021