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

10.12.2010 - EDHEC publication

An Integrated Approach to Asset-Liability Management: Capital Structure Choices, Pension Fund Allocation Decisions and the Rational Pricing of Liability Streams

Lionel Martellini, Vincent Milhau
|

EDHEC-Risk Institute publication, December 2010


30.09.2010 - EDHEC publication

From Deterministic to Stochastic Life-Cycle Investing: Implications for the Design of Improved Forms of Target Date Funds

Lionel Martellini, Vincent Milhau
|

EDHEC-Risk Institute publication, September 2010


28.09.2010 - EDHEC publication

New Frontiers in Benchmarking and Liability-Driven Investing

Noël Amenc, Lionel Martellini, Felix Goltz, Vincent Milhau
|

EDHEC-Risk Institute publication, September 2010


07.06.2010 - Working paper

Option Pricing and Hedging in the Presence of Cross-Hedge Risk

Lionel Martellini, Vincent Milhau
|

June 2010


17.09.2009 - EDHEC publication

Asset-Liability Management in Private Wealth Management

Noël Amenc, Lionel Martellini, Vincent Milhau, Volker Ziemann
|

EDHEC-Risk Institute publication, September 2009