@inproceedings{CTT100773692,
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  title = {準モンテカルロ法を用いた平均回帰金利に基づく多期間ポートフォリオ最適化},
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}

@inproceedings{CTT100806115,
  author = {張志鋒 and 千代竜佑 and 中田和秀 and 山下隆},
  title = {Long-term asset allocation of pension funds using multi-period portfolio optimization},
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  year = 2014,
}