"中野張","Mean-risk optimization for index tracking","阪大確率論セミナー",,,,,,2006,
"中野張","Mean-risk optimization for index tracking","金融工学2005科研費研究集会",,,,,,2006,
"中野張","Mean-risk optimization for index tracking","九州確率論セミナー",,,,,,2006,
"中野張","Mean-risk optimization for index tracking","東京確率論セミナー",,,,,,2006,
"Yumiharu Nakano","On the shortfall risk minimization with average value at risk","Workshop on Mathematical Finance and Stochastic Control",,,,,,2006,
"中野張","On the shortfall risk minimization with average value at risk","金融工学シンポジウム",,,,,,2006,
"中野張","リスク尺度による価格付けについて","金融工学・数理・計量ファイナンスの諸問題",,,,,,2006,
"Yumiharu Nakano","Mean-risk optimization for index tracking",,"Statistics and Decisions",,"Vol. 24",,"pp. 189-207",2006,
"Akihiko Inoue,Yumiharu Nakano,Vo Anh","Linear filtering of systems with memory and application to finance",,"Journal of Applied Mathematics and Stochastic Analysis",,,,,2006,