Corps professoral et chercheurs

MILHAU Vincent, phd

Directeur de recherche, EDHEC-Risk Institute

Discipline : Finance

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email : vincent.milhau@edhec.edu

Principales contributions académiques

Journal of Pension Economics & Finance (2021), The Journal of Retirement (2020), Journal of Corporate Finance (2017), Journal of Alternative Investments (2015), Journal of Fixed Income (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), Banque & Stratégie (2009)

Documents à télécharger

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CV - Vincent Milhau, PhD...
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Publications EDHEC

The purpose of the present research publication is to go beyond simple forms of dynamic strategies, and to show that more sophisticated dynamic...
In the presence of interest rate and inflation risks, we are able to obtain quasiclosed form expressions for the price of various forms of indexed-...
In the presence of unspanned basis risk modeled as a Brownian bridge process, which explicitly accounts for the convergence of the basis to zero as...
Chapter : Exploiting Asset Liability Management Concepts in Private Wealth Management. Ed. PALGRAVE MACMILLAN
Chapter : Asset Allocation and Portfolio Construction. WILEY PUBLISHING

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