
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)
Bio
Publications of Vincent Milhau
Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions
Journal of Portfolio Management, Volume 44, January 2018, Pages 8 - 22
Mass customisation versus mass production in retirement investment management: adrressing a "tough engineering problem"
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2017
Risk and Performance Analysis: Distinguishing Factors from Attributes
EDHEC Risk Institute, EDHEC-Risk Institute publication, April 2017
Multi-dimensional risk and performance analysis for equity portfolios
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2017
Equity Portfolios with Improved Liability-Hedging Benefits
Journal of Portfolio Management, Volume 43, February 2017, Pages 37 - 49