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Economics / Actuarial science / Insurance / Financial risk / Financial services / Liability-driven investment strategy / Valuation / Pension / Interest rate risk / Financial economics / Finance / Investment


Securities Analysts Journal Vol.45 No.5 May 2007 Securities Analysts Journal Prize 2007 Application of Liability Driven Investment (LDI) Strategy in Japan
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Document Date: 2009-03-17 20:34:33

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Company

Edward Elgar Publishing / Long-Term Credit Bank / Toyo Keizai Inc / Oxford University Press / Lehman Brothers / ALM Hitherto / Government Pension Investment Fund / E1 / LTCB Research Institute Inc. / Yuhikaku Publishing Co. Ltd. / The Securities Analysts Association of Japan Securities Analysts Journal / /

Country

Netherlands / Sweden / Japan / United States / United Kingdom / Denmark / /

Event

Dividend Issuance / Reorganization / /

Facility

NLI Research Institute / University of Tokyo / /

IndustryTerm

pension management / insurance / mark-to-market accounting rules / mark-to-market accounting / active management / prevalent mark-to-market accounting / life insurance general / asset management / financial accounting / finance research course / asset liability management / financial accounting standards / /

Organization

Pension Fund Association / Securities Analysts Association of Japan Securities Analysts Journal Vol.45 No.5 / NLI Research Institute / Financial Research Group NLI Research Institute / Law Faculty / University of Tokyo / Pension Fund / Securities Analysts Association of Japan / Investment Committee / Waseda University / Oxford University / /

Person

Masaharu Usuki / /

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Position

visiting lecturer / General / Mean-variance Optimization Method Domestic Domestic Foreign Foreign General General / Principal and Senior Pension Economist / /

Technology

alpha / simulation / /

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