@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042991, author = {Nakayama, Keita and Takahashi, Akihiko}, month = {Mar}, note = {application/pdf, forthcoming in Asia-Pacific Financial Markets; Revised in March 2008., 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 = {2008} }