Graduate School of Innovation Management, Tokyo Institute of Technology, Tokyo, Japan
The Government Pension Investment Fund, Tokyo, Japan
Graduate School of Innovation Management, Tokyo Institute of Technology, Tokyo, Japan
Copyright © 2013 Masashi Ieda, Takashi Yamashita, Yumiharu Nakano et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
M. Ieda, T. Yamashita and Y. Nakano, "A Liability Tracking Approach to Long Term Management of Pension Funds,"
Journal of Mathematical Finance, Vol. 3 No. 3, 2013, pp. 392-400. doi:
10.4236/jmf.2013.33040.