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

03.11.2016 - 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, October 2016


02.05.2016 - Article in a non peer reviewed journal

Enhanced Liability-Hedging Portfolios for Institutional Investors

Lionel Martellini, Vincent Milhau
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RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, May 2016, Pages 1 - 22


14.03.2016 - Article in a non peer reviewed journal

Enhancing LDI Solutions with Improved Equity Benchmarks

Lionel Martellini, Vincent Milhau
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Research Insights supplement to AsianInvestor, March 2016, Pages 1 - 36


07.03.2016 - EDHEC publication

Smart betas in ALM

Lionel Martellini, Vincent Milhau
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EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2016


09.11.2015 - EDHEC publication

Introducing a Comprehensive Allocation Framework for Goals-Based Wealth Management

Lionel Martellini, Vincent Milhau, Suri Anil
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EDHEC-Risk Institute publication, November 2015