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

16.10.2017 - Article in a peer reviewed journal

Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions

Vincent Milhau, Lionel Martellini
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Journal of Portfolio Management, Volume 44, January 2018, Pages 8 - 22


31.05.2017 - EDHEC publication

Mass customisation versus mass production in retirement investment management: adrressing a "tough engineering problem"

Lionel Martellini, Vincent Milhau
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EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2017


03.04.2017 - EDHEC publication

Risk and Performance Analysis: Distinguishing Factors from Attributes

Lionel Martellini, Giron Kevin, Vincent Milhau
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EDHEC Risk Institute, EDHEC-Risk Institute publication, April 2017


01.03.2017 - EDHEC publication

Multi-dimensional risk and performance analysis for equity portfolios

Lionel Martellini, Giron Kevin, Vincent Milhau
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EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2017


01.02.2017 - Article in a peer reviewed journal

Equity Portfolios with Improved Liability-Hedging Benefits

Vincent Milhau, Coqueret Guillaume, Lionel Martellini
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Journal of Portfolio Management, Volume 43, February 2017, Pages 37 - 49