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

 BNP Paribas Investment Partners Asset-Liability Management and Institutional Investment Management Research ChairNo comprehensive model is...
These funds, whose aim is to provide investors with one-stop solutions to their life-cycle investment needs, typically propose a deterministic...
We argue in this paper that such new forms of investment solutions should rely on the use of improved performance-seeking and liability-hedging...
We first provide an overview of the various hedging methodologies that can be used in this incomplete market setting, distinguishing between self-...
Asset-liability management (ALM) refers to the adaptation of the portfolio management process to the presence of constraints relating to the...

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