A liability tracking portfolio for pension fund management

Publication Information

Title

Japanese:
English:	A liability tracking portfolio for pension fund management

Author

Japanese:	家田雅志, Takashi Yamashita, 中野張.
English:	Masashi Ieda, Takashi Yamashita, Yumiharu Nakano.

Language

English

Journal/Book name

Japanese:
English:	Proceedings of the 46th ISCIE International Symposium on Stochastic Systems Theory and Its Applications

Volume, Number, Page

pp. 112-117

Published date

May 2015

Publisher

Japanese:
English:

Conference name

Japanese:
English:

Conference site

Japanese:
English: