Hibiki, Norio
ヒビキ ノリオ
Hibiki, Norio
Faculty of Science and Technology Department of Industrial and Systems Engineering/ProfessorBasic Information
Specialty
Financial Engineering, Risk Management, Portfolio optimization, Asset Allocation, Asset and Liability Management
Related Links
Researcher Number
30245609
Paper Review Qualification
Thesis Guide Qualification in the Graduate School of Science and Technology : Master/Doctor
Biography
Research experience
2009.04 - 2011.03
兼慶應義塾大学理工学部, 学習指導副主任
2009.04
慶應義塾大学理工学部 教授
2017.04 - 2021.03
兼慶應義塾大学理工学部, 管理工学科主任
Research
Reseach 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.
Social Activities