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

18.07.2019 - Article in a peer reviewed journal

FLEXICURE" RETIREMENT SOLUTIONS: A PART OF THE ANSWER TO THE PENSIONS CRISIS?

Lionel Martellini, Vincent Milhau, Mulvey John
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Journal of Portfolio Management, July 2019


01.07.2019 - Article in a peer reviewed journal

"Flexicure" Retirement Solutions: A Part of the Answer to the Pension Crisis?

Vincent Milhau, Lionel Martellini, Mulvey John
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Journal of Portfolio Management, Volume 45, July 2019, Pages 136 - 151


08.04.2019 - Article in a non peer reviewed journal

Introducing "flexicure" retirement solutions

Lionel Martellini, Vincent Milhau
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RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2019, Pages 1 - 38


04.03.2019 - EDHEC publication

‘Flexicure’ retirement solutions: A part of the answer to the pension crisis?

Lionel Martellini, Vincent Milhau
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EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2019


03.09.2018 - Article in a peer reviewed journal

A Reinterpretation of the Optimal Demand for Risky Assets in Fund Separation Theorems

Vincent Milhau, Deguest Romain, Lionel Martellini
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Management Science, September 2018, Pages 4333 - 4347