
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
An Integrated Approach to Asset-Liability Management: Capital Structure Choices, Pension Fund Allocation Decisions and the Rational Pricing of Liability Streams
EDHEC-Risk Institute publication, December 2010
From Deterministic to Stochastic Life-Cycle Investing: Implications for the Design of Improved Forms of Target Date Funds
EDHEC-Risk Institute publication, September 2010
New Frontiers in Benchmarking and Liability-Driven Investing
EDHEC-Risk Institute publication, September 2010
Option Pricing and Hedging in the Presence of Cross-Hedge Risk
June 2010
Asset-Liability Management in Private Wealth Management
EDHEC-Risk Institute publication, September 2009