Long-term asset allocation of pension funds using multi-period portfolio optimization

Publication Information

Title

Japanese:	Long-term asset allocation of pension funds using multi-period portfolio optimization
English:	Long-term asset allocation of pension funds using multi-period portfolio optimization

Author

Japanese:	張志鋒, 千代竜佑, 中田和秀, 山下隆.
English:	Chifung Cheung, Ryusuke Chiyo, Kazuhide Nakata, 山下隆.

Language

Japanese

Journal/Book name

Japanese:
English:

Volume, Number, Page

Published date

Mar. 2014

Publisher

Japanese:
English:

Conference name

Japanese:	日本オペレーションズ・リサーチ学会 2014 年春季研究発表会
English:

Conference site

Japanese:	大阪
English: