Norio Hibiki – 研究成果 — Keio University

Scopus著者プロファイル

ウェブサイトhttps://k-ris.keio.ac.jp/html/100011498_ja.html

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年別の研究成果

Pureに変更を加えた場合、すぐここに表示されます。

9 Article
1 Review article

10 件

2020
Asset allocation with asset-class-based and factor-based risk parity approaches
Kato, H. & Hibiki, N., 2020 10月, In: Journal of the Operations Research Society of Japan. 63, 4, p. 93-113 21 p.
研究成果: Article › 査読

Open Access
2019
Dynamic optimal execution models with transient market impact and downside risk
Ono, Y., Hibiki, N. & Sakurai, Y., 2019 1月 1, In: Journal of Japan Industrial Management Association. 70, 2 E, p. 105-114 10 p.
研究成果: Article › 査読
Estimating forward looking distribution with the ross recovery theorem
Kiriu, T. & Hibiki, N., 2019, In: Journal of the Operations Research Society of Japan. 62, 2, p. 83-107 25 p.
研究成果: Article › 査読

Open Access
2 被引用数 (Scopus)
2017
Optimal multiple pairs trading strategy using derivative free optimization under actual investment management conditions
Yamamoto, R. & Hibiki, N., 2017 7月, In: Journal of the Operations Research Society of Japan. 60, 3, p. 244-261 18 p.
研究成果: Article › 査読

Open Access
2015
Multi-period stochastic programming model for state-dependent asset allocation with CVaR
Hirano, S. & Hibiki, N., 2015, In: Journal of the Operations Research Society of Japan. 58, 4, p. 307-329 23 p.
研究成果: Article › 査読

Open Access
1 被引用数 (Scopus)
2007
Multi-period optimization model for a household, and optimal insurance design
Hibiki, N., 2007 12月, In: Journal of the Operations Research Society of Japan. 50, 4, p. 463-487 25 p.
研究成果: Article › 査読

Open Access
2006
Multi-period stochastic optimization models for dynamic asset allocation
Hibiki, N., 2006 2月, In: Journal of Banking and Finance. 30, 2, p. 365-390 26 p.
研究成果: Article › 査読
43 被引用数 (Scopus)
2002
Compact representations of multi-period stochastic program using simulated path model
Hibiki, N., 2002 12月 1, In: Journal of the Operations Research Society of Japan. 45, 4, p. 547-549 3 p.
研究成果: Article › 査読
1999
DEA sensitivity analysis by changing a reference set: Regional contribution to Japanese industrial development
Hibiki, N. & Sueyoshi, T., 1999 4月, In: Omega. 27, 2, p. 139-153 15 p.
研究成果: Article › 査読
34 被引用数 (Scopus)
1998
Evaluation techniques with a modified cross-efficiency in DEA
Hibiki, N., 1998 6月, In: Journal of the Operations Research Society of Japan. 41, 2, p. 244-245 2 p.
研究成果: Review article › 査読

Open Access
1 被引用数 (Scopus)