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

26.05.2009 - EDHEC publication

Measuring the Benefits of Dynamic Asset Allocation Strategies in the Presence of Liability Constraints

Lionel Martellini, Vincent Milhau
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EDHEC-Risk Institute publication, May 2009


08.12.2008 - Working paper

The Benefits of Structured Products in Asset-Liability Management

Lionel Martellini, Vincent Milhau
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December 2008


06.10.2008 - EDHEC publication

How Costly Is Regulatory Short-Termism for Defined-Benefit Pension Funds?

Lionel Martellini, Vincent Milhau
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EDHEC Position paper, October 2008