Hibiki, Norio
Faculty of Science and Technology Dept. Industrial and Systems Engineering Professor
Graduate School of Science and Technology School of Informatics, Management, and Human Sciences Curriculum of Industrial and Systems Engineering Professor
Research Overview
This laboratory is focused on (1) stochastic programming models for a multi-period portfolio selection problem, (2) optimization models for asset and liability management, (3) household financial planning, (4) statistical analysis for tick-by-tick stock data and optimal execution strategies.
Specialty
Financial Engineering, Risk Management, Portfolio optimization, Asset Allocation, Asset and Liability Management
Thesis Guide Qualification
Thesis Guide Qualification in the Graduate School of Science and Technology
Master/Doctor