@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042795, author = {Nakayama, Keita and Takahashi, Akihiko}, month = {May}, note = {application/pdf, Revised Version of 2006-F-438., 本文フィルはリンク先を参照のこと}, title = {A Factor Allocation Approach to Optimal Bond Portfolio}, year = {2007} }