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A hyprid simulation/tree stochastic optimisation model for dynamic asset allocation

Hibiki, Norio - In: Asset and liability management tools, (pp. 269-294). 2003

Persistent link: https://www.econbiz.de/10002169380

Optimal symmetric no-trade ranges in asset rebalancing strategy with transaction costs : an application to the government pension investment fund in Japan

Hibiki, Norio; Yamamoto, Rei - In: Asia-Pacific journal of risk and insurance : APJRI 8 (2014) 2, pp. 293-327

Persistent link: https://www.econbiz.de/10010393548

Estimating the recovery rates for unsecured loans to small sized firms

Toshiro, Masahiro; Tasaki, Masao; Hikidera, Yusuke; … - In: Asia-Pacific journal of risk and insurance : APJRI 13 (2019) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10012120655

DEA sensitivity analysis by changing a reference set: regional contribution to Japanese industrial development

Hibiki, Norio; Sueyoshi, Toshiyuki - In: Omega 27 (1999) 2, pp. 139-153

This article presents a new DEA (data envelopment analysis) approach, referred to as 'DCR (DEA cross-reference) efficiency measure'. This DCR approach is extended into a new sensitivity analysis technique referred to as 'DCS (DEA cross-sensitivity)', that examines the stability of DEA efficiency...

Persistent link: https://www.econbiz.de/10005358636

Multi-period stochastic optimization models for dynamic asset allocation

Hibiki, Norio - In: Journal of banking & finance 30 (2006) 2, pp. 365-390

Persistent link: https://www.econbiz.de/10005878637

DEA sensitivity analysis by changing a reference set: Regional contribution to Japanese industrial development

Hibiki, Norio; Sueyoshi, Toshiyuki - In: Omega : the international journal of management science 27 (1999) 2, pp. 139-154

Persistent link: https://www.econbiz.de/10007343497

Optimal currency portfolio with implied return distribution in the mean-variance approach

Hibiki, Yuta; Kiriu, Takuya; Hibiki, Norio - In: Asia Pacific financial markets 31 (2024) 2, pp. 251-283

Persistent link: https://www.econbiz.de/10014548364

The impact of macroeconomic announcements on risk, preference, and risk premium

Kiriu, Takuya; Hibiki, Norio - In: International review of economics & finance : IREF 93 (2024) 2, pp. 842-857

Persistent link: https://www.econbiz.de/10014535661

Compact Representations of Multi-Period Stochastic Program Using Simulated Path Model

Hibiki, Norio - In: Journal of the Operations Research Society of Japan : JORSJ 45 (2002) 4, pp. 549

Persistent link: https://www.econbiz.de/10006721575

Special Issue on Theory, Methodology and Applications in Financial Engineering - Preface

Hibiki, Norio - In: Journal of the Operations Research Society of Japan : JORSJ 45 (2002) 4, pp. 343

Persistent link: https://www.econbiz.de/10006721594