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

01.03.2021 - 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


18.02.2021 - Article in a peer reviewed journal

Capital structure choices, pension fund allocation decisions and the rational pricing of liability streams

Lionel Martellini, Vincent Milhau
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Journal of Pension Economics & Finance, February 2021


18.02.2021 - Article in a peer reviewed journal

Capital structure choices, pension fund allocation decisions and the rational pricing of liability streams

Vincent Milhau, Lionel Martellini
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Journal of Pension Economics and Finance, Volume 21, July 2022, Pages 425 - 445


01.10.2020 - EDHEC publication

“Flexicure” retirement solutions: a part of the answer to the pension crisis?

Lionel Martellini, Vincent Milhau, Mulvey John
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EDHEC Risk Institute, EDHEC-Risk Institute publication, October 2020


01.09.2020 - Book publication

Advances in Retirement Investing

Lionel Martellini, Vincent Milhau
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Cambridge University Press, United-Kingdom, September 2020