Published papers
Hibiki, Norio
41-60 items (total 105)
モンテカルロ・シミュレーションを用いた動的ポートフォリオ最適化モデル
- Author
- 高屋圭介, 枇々木 規雄
- Publication Title
- Magazine name Transactions of the Operations Research Society of Japan Start Page 84 - End Page 101 (Publication Date）2012/12）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
VWAP執行戦略のための日中出来高予測モデルに関する研究
- Author
- KOSATO TAKUYA, HIBIKI NORIO
- Publication Title
- Volume 51(Issue 4) Start Page 77 - End Page 89 (Publication Date）2013/04）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
母体財務への影響を考慮した年金資産運用
- Author
- KAWAGUCHI MUNEKI, HIBIKI NORIO
- Publication Title
- Volume 5(Issue 1) Start Page 21 - End Page 34 (Publication Date）2014/03）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Optimal Symmetric No-trade Ranges in Asset Rebalancing Strategy with Transaction Costs - An application to the Government Pension Investment Fund in Japan -
- Author
- Norio Hibiki and Rei Yamamoto
- Publication Title
- Magazine name Asia-Pacific Journal of Risk and Insurance Volume 8(Issue 2) Start Page 293 - End Page 327 (Publication Date）2014/07）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
取引コストを考慮した最適資産配分問題 －DFO手法を用いた最適乖離許容領域の決定－
- Author
- 枇々木 規雄, 山本 零, 田辺 隆人, 今井 義弥
- Publication Title
- Magazine name Transactions of the Operations Research Society of Japan Start Page 1 - End Page 26 (Publication Date）2014/12）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
複数資産にインプライド分布を用いた最適資産配分モデル
- Author
- 霧生 拓也, 枇々木 規雄
- Publication Title
- Magazine name Transactions of the Operations Research Society of Japan Start Page 112 - End Page 134 (Publication Date）2014/12）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
小企業向け保全別回収率モデルの構築と実証分析
- Author
- KENZO OGI, MASAHIRO TOSHIRO, HIBIKI NORIO
- Publication Title
- Start Page 168 - End Page 201 (Publication Date）2015/03）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
ファンド運営を意識した最適ペアトレード戦略 －DFO手法を用いた問題設計－
- Author
- 山本 零, 枇々木 規雄
- Publication Title
- Start Page 202 - End Page 233 (Publication Date）2015/03）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Multi-period Stochastic Programming Model for State-Dependent Asset Allocation with CVaR
- Author
- Shinya Hirano and Norio Hibiki
- Publication Title
- Magazine name Journal of the Operations Research Society of Japan Volume 58(Issue 4) Start Page 307 - End Page 329 (Publication Date）2015/10）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
銀行勘定の金利リスク管理モデル －修正期間収益アプローチと経済価値アプローチの比較－
- Author
- 岩熊 淳太, 枇々木 規雄
- Publication Title
- (Publication Date）2015/10）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (other academic)
- Peer-review Status
- With
MULTI-PERIOD INVESTMENT POLICY FOR CORPORATE PENSION FUND WITH SPONSORING COMPANY
- Author
- Muneki Kawaguchi and Norio Hibiki
- Publication Title
- Magazine name Transactions of the Operations Research Society of Japan Start Page 1 - End Page 23 (Publication Date）2015/12）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
小企業のEL推計における業歴の有効性
- Author
- KENZO OGI, MASAHIRO TOSHIRO, HIBIKI NORIO
- Publication Title
- Start Page 156 - End Page 175 (Publication Date）2016/03）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
小企業向け信用スコアリングモデルにおける業歴関数の頑健性と経営者の個人資産額との関係性
- Author
- 尾木 研三, 戸城 正浩, 枇々木 規雄
- Publication Title
- Start Page 134 - End Page 159 (Publication Date）2016/12）
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
創業企業の信用リスクモデル
- Author
- 尾木 研三, 内海 裕一, 枇々木 規雄
- Publication Title
- Start Page 133 - End Page 156 (Publication Date）2017/03）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Contingent Capital を用いた銀行のリスク管理に関する研究
- Author
- 岩熊 淳太, 枇々木 規雄
- Publication Title
- Start Page 102 - End Page 132 (Publication Date）2017/03）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Optimal Multiple Pairs Trading Strategy using Derivative Free Optimization under Actual Investment Management Conditions
- Author
- Rei Yamamoto and Norio Hibiki
- Publication Title
- Magazine name Journal of the Operations Research Society of Japan Volume 60(Issue 4) Start Page 244 - End Page 261 (Publication Date）2017/07）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Generalized Recovery Theoremを用いた収益率分布の推定
- Author
- 伊藤 雅剛、霧生 拓也，枇々木 規雄
- Publication Title
- Start Page 76 - End Page 99 (Publication Date）2019/04）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Estimating Forward Looking Distribution with the Ross Recovery Theorem
- Author
- T. Kiriu and N. Hibiki
- Publication Title
- Magazine name Journal of the Operations Research Society of Japan Volume 62(Issue 2) Start Page 83 - End Page 107 (Publication Date）2019/04）
- Role
- Last Author
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
個人企業向けクレジットスコアリングモデルにおける業歴の有効性
- Author
- 尾木研三, 内海裕一, 枇々木規雄
- Publication Title
- Volume 67(Issue 1) Start Page 121 - End Page 149 (Publication Date）2019/06）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Dynamic Optimal Execution Models with Transient Market Impact and Downside risk
- Author
- Y. Ono, N. Hibiki and Y. Sakurai
- Publication Title
- Magazine name Journal of Japan Industrial Management Association Volume 70(Issue 2E) Start Page 105 - End Page 114 (Publication Date）2019/07）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With