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 : [email protected]

Principales contributions académiques

Journal of Pension Economics & Finance (2012 ; 2022), 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 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

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...
We analyse this question in the context of a formal continuous-time dynamic asset allocation model for an investor facing liability commitments...
When funding ratio constraints are explicitly accounted for, the optimal policies, for which we obtain analytical expressions, are shown to extend...
We analyse this question in the context of a formal continuous-time dynamic asset allocation model for an investor facing liability commitments...

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