
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
Analyzing and Decomposing the Sources of Added-Value of Corporate Bonds within Institutional Investors’ Portfolios
Bankers, Markets & Investors, January 2014
Hedging versus Insurance: Long-Horizon Investing with Short-Term Constraints
Bankers, Markets & Investors, January 2014
Estimation Risk versus Optimality Risk: An Ex-Ante Efficiency Analysis of Alternative Equity Portfolio Diversification Strategies
Bankers, Markets & Investors, January 2014
Analysing and Decomposing the Sources of Added-Value of Corporate Bonds Within Institutional Investors’ Portfolios
EDHEC-Risk Institute publication, September 2013
Reactions to the EDHEC Study “Optimal Design of Corporate Market Debt Programmes in the Presence of Interest-Rate and Inflation Risks”
EDHEC-Risk Institute publication, May 2012