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| 2. | Jorion, Philippe(1989)。Asset Allocation with Hedged and Unhedged Foreign Stocks and Bonds。Journal of Portfolio Management，15(4)，49-54。 |
| 3. | Cairns, Andrew J. G.、Parker, Gary(1997)。Stochastic Pension Fund Modeling。Insurance: Mathematics and Economics，21(1)，43-79。 |
| 4. | Haberman, Steven(1994)。Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme。Insurance: Mathematics and Economics，14(3)，219-240。 |
| 5. | 繆震宇(20011000)。臺灣退休基金最適提撥與資產配置之研究。證券市場發展，13(3)=51，101-130。 延伸查詢 |
| 6. | Chang, S. C.(2000)。Realistic pension funding: A stochastic approach。Journal of Actuarial Practice，8，5-42。 |
| 7. | Josa-Fombellida, R.、Rincon-Zapatero, J. P.(2001)。Minimization of Risks in Pension Funding by Means of Contributions and Portfolio Selection。Insurance: Mathematics and Economics，29，35-45。 |
| 8. | 繆震宇(20030200)。確定給付制退休基金的最適資產配置。管理學報，20(1)，177-199。 延伸查詢 |
| 9. | Chang, S. C.(1999)。Optimal Pension Funding Through Dynamic Simulations: The Case of Taiwan Public Employees Retirement System。Insurance: Mathematics and Economics，24(3)，187-199。 |
| 10. | Haberman, Steven、Sung, Joo-Ho(1994)。Dynamic Approaches to Pension Funding。Insurance: Mathematics and Economics，15(2/3)，151-162。 |
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| 12. | 楊朝成(19940300)。長期性社會公益基金投資股票及房地產可行性之探討。保險專刊，35，106-123。 延伸查詢 |
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其他| 1. | 余雪明(2000)。台灣各種長期社會性基金管理法制若干重要課題之研究。 延伸查詢 |
| 2. | 周國端、吳志遠(2000)。企業退休金提撥方式及財務規劃。 延伸查詢 |
| 3. | 邱顯比(2001)。台灣退休基金國際資產配置程序之研究。 延伸查詢 |
| 4. | 黃介良(2008)。台灣退休基金資產配置之研究。 延伸查詢 |
| 5. | 繆震宇(2001)。退撫基金委託經營之績效與基金清償能力。 延伸查詢 |
| 6. | Aggarwal, R. and L. D., Andrea(1997)。Cross-Hedging Currency Risks in Asian Emerging Markets Using Derivatives in Major Currencies。 |
| 7. | Benveniste, L. and S. Jose(1979)。On the Differentiability of the Value Function in Dynamic Models of Economics。 |
| 8. | Bierman, Harold, Jr.(1997)。Portfolio Allocation and the Investment Horizon。 |
| 9. | Boender, C.G.E(1997)。A Hybrid Simulation/Optimisation Scenario Model for Asset/Liability Management。 |
| 10. | Booth, P., and Y. Yakoub(2000)。Investment Policy for Defined-Contribution Pension Scheme Members Close to Retirement: An Analysis of the ‘Lifestyle’ Concept。 |
| 11. | Bowers, N.L., H.IJ. Gerber, J.C. Hickman, D.A. Jones, C.J. Nesbitt(1982)。Notes on the dynamics of pension funding。 |
| 12. | Clark, Roger G. and Harindra de Silva(1998)。State-Dependent Asset Allocation。 |
| 13. | Coggin, T. D., J.F. Frank and R. Shafiqur(1993)。The Investment Performance of U.S. Equity Pension Fund Mangers: An Empirical Investigation。 |
| 14. | Dufresne, D.(1998)。Moments of Pension Fund Contributions and Fund Levels When Rates of Return Are Random。 |
| 15. | Dufresne, D.(1989)。Stability of Pension Systems When Rates of Return Are Random。 |
| 16. | Harberman, S.(1982)。Pension Funding with Time Delays: A Stochastic Approach。 |
| 17. | Harberman. S.(1993)。Pension Funding with Time Delays and Autoregressive Rates of Investment Return。 |
| 18. | Haberman, S. and L.Y. Wong(1997)。Moving Average Rates of Return and the Variability of Pension Contributions and Fund Levels for a Defined Benefit Pension Scheme。 |
| 19. | MacBeth, D.J., C.E. David, and E.H. Craig(1994)。An investment Strategy for Defined Benefit Plans。 |
| 20. | O’Brian, T.(1986)。A Stochastic-Dynamic Approach to Pension Funding。 |
| 21. | O’Brian, T.(1987)。A Two-Parameter Family of Pension Contribution Functions and Stochastic Optimization。 |
| 22. | Payne, Beatrix(2000)。Foreign Stock Weightings to Increase in Many Nations。 |
| 23. | Peskin, Michael W.(1997)。Asset Allocation and Funding Policy for Corporate-Sponsored Defined-Benefit Pension Plans。 |
| 24. | Shapiro, A.F.(1985)。Contributions to the Evolution of Pension Cost Analysis。 |