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

09.08.2015 - EDHEC publication

Factor investing: a welfare-improving new investment paradigm or yet another marketing fad?

Lionel Martellini, Vincent Milhau
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EDHEC Risk Institute, EDHEC-Risk Institute publication, July 2015


01.07.2015 - Article in a peer reviewed journal

Toward Conditional Risk Parity: Improving Risk Budgeting Techniques in Changing Economic Environments

Vincent Milhau, Lionel Martellini, Tarelli Andrea
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Journal of Alternative Investments, July 2015, Pages 48 - 64


09.03.2015 - EDHEC publication

Introducing a comprehensive investment framework for goal-based wealth management

Lionel Martellini, Vincent Milhau, Deguest Romain, Suri Anil
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EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2015


01.01.2015 - Article in a peer reviewed journal

Hedging Inflation-Linked Liabilities without Inflation-Linked Instruments through Long/Short Investments in Nominal Bonds

Vincent Milhau, Lionel Martellini, Tarelli Andrea
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urnal of Fixed Income, Volume 24, January 2015, Pages 5 - 29


24.04.2014 - EDHEC publication

Towards Conditional Risk Parity — Improving Risk Budgeting Techniques in Changing Economic Environments

Lionel Martellini, Vincent Milhau, Andrea Tarelli
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EDHEC-Risk Institute publication, April 2014