Vincent Milhau

Ecole des Hautes Etudes Commerciales du Nord — France

Economics, Econometrics and Finance · Social Sciences

8h-index170citations37works0.02yr avg
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Research Topics

Financial Markets and Investment Strategies(18), Financial Literacy, Pension, Retirement Analysis(12), Stochastic processes and financial applications(10), Insurance and Financial Risk Management(10), Insurance, Mortality, Demography, Risk Management(8)

Publications37 total

A Cleaning Framework for Cryptocurrency Data: Toward Investable Cryptocurrency Universes
The Journal of Alternative Investments·2026
Numerical perspectives on the rebalancing premium
Quantitative Finance·2025
Holistic Goals-Based Investing Framework for Analyzing Efficient Retirement Investment Decisions in the Presence of Long-Term Care Risk
Annals of Operations Research·2025
Efficient Decumulation Investing and Applications to a New Generation of Fully Amortizing Retirement Solutions
The Journal of Portfolio Management·2024
Precision Investing: On the Optimal Design of Personalized Performance Portfolios for Liability-Driven Investors
The Journal of Portfolio Management·2023
Improving Interest Rate Risk Hedging Strategies through Regularization
Financial Analysts Journal·2022· 7 cited
An Empirical Analysis of the Benefits of Corporate Bond Portfolio Optimization in the Presence of Duration Constraints
The Journal of Fixed Income·2022
Measuring and Managing the Opportunity Cost of Downside Risk Protection
The Journal of Portfolio Management·2021· 1 cited
Goal-based Investing: Theory And Practice
HAL (Le Centre pour la Communication Scientifique Directe)·2021· 1 cited
Goal-based Investing
WORLD SCIENTIFIC eBooks·2021· 2 cited
Capital structure choices, pension fund allocation decisions and the rational pricing of liability streams
Journal of Pensions Economics and Finance·2021· 2 cited
Advances in Retirement Investing
Cambridge University Press eBooks·2020· 8 cited
Does Factor Investing Improve Investor Welfare? <i>A Multi-Asset Perspective</i>
The Journal of Portfolio Management·2020· 1 cited
Securing Replacement Income with Goal-Based Retirement Investing Strategies
The Journal of Retirement·2020· 6 cited
Practical Applications of “Flexicure” Retirement Solutions: A Part of the Answer to the Pension Crisis?
Practical Applications·2019
“Flexicure” Retirement Solutions: <i>A Part of the Answer to the Pension Crisis?</i>
The Journal of Portfolio Management·2019· 8 cited
Bond Portfolio Optimization in the Presence of Duration Constraints
The Journal of Fixed Income·2018· 5 cited
Proverbial Baskets Are Uncorrelated Risk Factors! <i>A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions</i>
The Journal of Portfolio Management·2017· 6 cited
Capital structure decisions and the optimal design of corporate market debt programs
Journal of Corporate Finance·2017· 22 cited
Proverbial Baskets are Uncorrelated Risk Factors! <i>A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions</i>
The Journal of Portfolio Management·2017
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Frequent Co-authors

Lionel Martellini(35), Romain Deguest(7), Noël Amenc(4), Andrea Tarelli(4), John M. Mulvey(3), Jean-Michel Maeso(3), Volker Ziemann(2), Nicole Beevers(2), Hannes du Plessis(2), Guillaume Coqueret(1), Daniel Mantilla-García(1), Hector Enrique Ramirez-Garrido(1), Frank J. Fabozzi(1), Grégory Gadzinski(1), Anil Suri(1), Nevenka Vrdoljak(1), Felix Goltz(1), Anil Suri(1), Bastien Buchwalter(1)