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

01.04.2020 - Article in a non peer reviewed journal

Factor Investing in Liability-Driven Investment Solutions

Lionel Martellini, Vincent Milhau
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RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2020, Pages 1 - 25


09.03.2020 - EDHEC publication

Factor investing in liability-driven and goal-based investment solutions

Lionel Martellini, Vincent Milhau
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EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2020


02.03.2020 - EDHEC publication

Factor investing in liability-driven solutions

Lionel Martellini, Vincent Milhau
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EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2020


02.03.2020 - Article in a peer reviewed journal

Securing Replacement Income with Goal-Based Retirement Investing Strategies

Lionel Martellini, Mulvey John, Vincent Milhau
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Journal of Retirement, Volume 7, May 2020, Pages 8 - 26


21.02.2020 - Article in a peer reviewed journal

Does Factor Investing Improve Investor Welfare? A Multi-Asset Perspective

Vincent Milhau, Lionel Martellini
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Journal of Portfolio Management, Volume 46, June 2020, Pages 32 - 53