Follow
Vincent MILHAU
Vincent MILHAU
Verified email at edhec.edu
Title
Cited by
Cited by
Year
Asset-liability management in private wealth management
N Amenc, L Martellini, V Milhau, V Ziemann
The Journal of Portfolio Management 36 (1), 100-120, 2009
492009
Capital structure decisions and the optimal design of corporate market debt programs
L Martellini, V Milhau, A Tarelli
Journal of Corporate Finance 49, 141-167, 2018
392018
Dynamic allocation decisions in the presence of funding ratio constraints
L Martellini, V Milhau
Journal of Pension Economics & Finance 11 (4), 549-580, 2012
302012
New Frontiers in Benchmarking and Liability-Driven Investing
N Amenc, L Martellini, F Goltz, V Milhau
EDHEC-Risk Institute (September), 2010
232010
Introducing a comprehensive risk allocation framework for goals-based wealth management
R Deguest, L Martellini, V Milhau, A Suri, H Wang
EDHEC-Risk Institute Publication, 2015
202015
Measuring the benefits of dynamic asset allocation strategies in the presence of liability constraints
L Martellini, V Milhau
An EDHEC-Risk and Asset Management Research Centre Publication, 2009
192009
Equity Portfolios with Improved Liability-Hedging Benefits
G Coqueret, L Martellini, V Milhau
The Journal of Portfolio Management 43 (2), 37-49, 2017
152017
Factor Investing: A Welfare-Improving New Investment Paradigm or Yet Another Marketing Fad?
L Martellini, V Milhau
EDHEC-Risk Institute Publication 499, 500, 2015
152015
Toward conditional risk parity: Improving risk budgeting techniques in changing economic environments
L Martellini, V Milhau, A Tarelli
The Journal of Alternative Investments 18 (1), 48, 2015
142015
“Flexicure” Retirement Solutions: A Part of the Answer to the Pension Crisis?
L Martellini, V Milhau, J Mulvey
Journal of Portfolio Management 45 (5), 136-151, 2019
132019
Estimating covariance matrices for portfolio optimization
G Coqueret, V Milhau
ERI Scientific Beta White Paper, 2014
132014
From Deterministic to Stochastic Life-Cycle Investing: Implications for the Design of Improved Forms of Target Date Funds
L Martellini, V Milhau
EDHEC-Risk Institute}, 2010
122010
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
L Martellini, V Milhau, A Tarelli
The Journal of Fixed Income 24 (3), 5, 2015
112015
Hedging versus insurance: Long-horizon investing with short-term constraints
R Deguest, L Martellini, V Milhau
Bankers, Markets and Investors 33, 47, 2014
112014
Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions
L Martellini, V Milhau
Journal of Portfolio Management 44 (2), 8-22, 2018
102018
Asset-liability management decisions for sovereign wealth funds
L Martellini, V Milhau
EDHEC-Risk Institute Banco Alemán, Francia, Fráncfort del Meno, Francia, 2010
92010
How Costly Is Regulatory Short-Termism for Defined-Benefit Pension Funds?
L Martellini, V Milhau
Nice: EDHEC Publications, 2008
92008
Bond portfolio optimization in the presence of duration constraints
R Deguest, F Fabozzi, L Martellini, V Milhau
The Journal of Fixed Income 28 (1), 6-26, 2018
82018
Dynamic liability-driven investing strategies: The emergence of a new investment paradigm for pension funds? a survey of the ldi practices for pension funds
S Badaoui, R Deguest, L Martellini, V Milhau
EDHEC-Risk Institute Publication, 2014
82014
An empirical analysis of the benefits of inflation-linked bonds, real estate and commodities for long-term investors with inflation-linked liabilities
L Martellini, V Milhau
Bankers, Markets and Investors 124, 4-18, 2013
72013
The system can't perform the operation now. Try again later.
Articles 1–20