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

01.03.2018 - Article in a non peer reviewed journal

Applying Goal-Based Investing to the Retirement Issue

Lionel Martellini, Vincent Milhau
|

RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, March 2018, Pages 1 - 26


01.03.2018 - EDHEC publication

Smart beta and beyond: Maximising the benefits of factor investing

Lionel Martellini, Vincent Milhau
|

EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2018


01.03.2018 - Article in a non peer reviewed journal

Maximizing the Benefits of Factor Investing

Lionel Martellini, Vincent Milhau
|

RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, March 2018, Pages 1 - 26


05.02.2018 - EDHEC publication

Construction Rules of Retirement Goal Price Indices

Vincent Milhau
|

EDHEC-Risk Institute publication, February 2018


02.02.2018 - EDHEC publication

Smart Beta and beyong: maximising the benefits of factor investing

Lionel Martellini, Vincent Milhau
|

EDHEC Risk Institute, EDHEC-Risk Institute publication, February 2018