@article{CTT100597582,
  author = {Akihiko Inoue and Yumiharu Nakano and Vo Anh},
  title = {Linear filtering of systems with memory and application to finance},
  journal = {Journal of Applied Mathematics and Stochastic Analysis},
  year = 2006,
}

@article{CTT100597587,
  author = {Yumiharu Nakano},
  title = {Mean-risk optimization for index tracking},
  journal = {Statistics and Decisions},
  year = 2006,
}

@inproceedings{CTT100698137,
  author = {中野張},
  title = {リスク尺度による価格付けについて},
  booktitle = {},
  year = 2006,
}

@inproceedings{CTT100698138,
  author = {中野張},
  title = {On the shortfall risk minimization with average value at risk},
  booktitle = {},
  year = 2006,
}

@inproceedings{CTT100698139,
  author = {Yumiharu Nakano},
  title = {On the shortfall risk minimization with average value at risk},
  booktitle = {},
  year = 2006,
}

@inproceedings{CTT100698140,
  author = {中野張},
  title = {Mean-risk optimization for index tracking},
  booktitle = {},
  year = 2006,
}

@inproceedings{CTT100698141,
  author = {中野張},
  title = {Mean-risk optimization for index tracking},
  booktitle = {},
  year = 2006,
}

@inproceedings{CTT100698142,
  author = {中野張},
  title = {Mean-risk optimization for index tracking},
  booktitle = {},
  year = 2006,
}

@inproceedings{CTT100698143,
  author = {中野張},
  title = {Mean-risk optimization for index tracking},
  booktitle = {},
  year = 2006,
}