The Case for View Based Dynamic ALM for Japanese Pension Funds: A New Approach to Liability Driven Investing

Sanjay Muralidhar, Masakazu Arikawa and Arun Muralidhar
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Sanjay Muralidhar: Mcube Investment Technologies LLC
Masakazu Arikawa: Mcube Investment Solutions
Arun Muralidhar: Mcube Investment Technologies LLC

No CARF-F-089, CARF F-Series from Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo

Pages: 13 pages
Date: 2007-01
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