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

20.02.2012 - EDHEC publication

Dynamic Investment Strategies for Corporate Pension Funds in the Presence of Sponsor Risk

Lionel Martellini, Vincent Milhau, Andrea Tarelli
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EDHEC-Risk Institute publication, February 2012


28.03.2011 - EDHEC publication

Optimal Design of Corporate Market Debt Programmes in the Presence of Interest-Rate and Inflation Risks

Lionel Martellini, Vincent Milhau
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EDHEC-Risk Institute publication, March 2011


22.02.2011 - Working paper

Option Pricing and Hedging in the Presence of Basis Risk

Lionel Martellini, Vincent Milhau
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February 2011


01.01.2011 - Book publication

The theory and practice of investment management

Frank Fabozzi, MARKOWITZ Harry M, Noël Amenc, Goltz Felix, Lionel Martellini, Vincent Milhau
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January 2011


01.01.2011 - Book publication

Asset and Liability Management Handbook

Noël Amenc, Lionel Martellini, Vincent Milhau, ZIEMANN Volker
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January 2011