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

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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