
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
Dynamic Investment Strategies for Corporate Pension Funds in the Presence of Sponsor Risk
EDHEC-Risk Institute publication, February 2012
Optimal Design of Corporate Market Debt Programmes in the Presence of Interest-Rate and Inflation Risks
EDHEC-Risk Institute publication, March 2011
Option Pricing and Hedging in the Presence of Basis Risk
February 2011
The theory and practice of investment management
January 2011