Keio University

Published papers

Hibiki, Norio

81-100 items (total 105)

Effect of Firm Age in Credit Scoring Model for Small Sized Firms

Author
OGI KENZO, TOSHIRO MASAHIRO, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 15th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2014/10)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

Multi-Period Optimization Model for Retirement Planning

Author
HIBIKI NORIO, OYA WATARU
Publication Title
Magazine name The Third World Risk and Insurance Economics Congress (Publication Date)2015/08)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

Effect of Firm Age in Expected Loss Estimation for Small Sized Firms

Author
OGI KENZO, TOSHIRO MASAHIRO, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 16th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2015/12)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

A Model for Managing Interest Rate Risk in the Banking Book: A comparison between a modified earnings-based approach and economic value approach

Author
IWAKUMA JUNTA, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 16th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2015/12)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

Estimating Forward Looking Distribution with the Ross Recovery Theorem

Author
KIRIU TAKUYA, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 16th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2015/12)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

Simulation Analysis for Evaluating Risk-sharing Pension Plans

Author
HIBIKI NORIO, ONO MASAAKI
Publication Title
Magazine name IPEBLA, IACA, PBSS & IAAHS Joint Conference (St.John's Colloquium 2016) (Publication Date)2016/06)
Role
First Author Corresponding Author
Authorship Category
Joint Work
Publication Category
Research paper (conference, symposium, etc.)
Peer-review Status
Without

Credit Scoring Model for Business Start-ups

Author
OGI KENZO, YUICHI UTSUMI, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 17th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2016/12)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

Generating the dynamic life tables modified by subjective indices for retirement planning

Author
NOZOMI ITO, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 18th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2017/12)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

Estimating Forward Looking Return Distribution with the Generalized Recovery Theorem

Author
MASATAKA ITO, TAKUYA KIRIU, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 18th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2017/12)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

Asset Allocation Model with Tail Risk Parity

Author
HIROTAKA KATO, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 18th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2017/12)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

Multi-period Optimization Model for Retirement Planning with Private Pension and Life Insurance

Author
MASAHIRO SHIBAHARA, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 18th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2017/12)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

Dynamic Optimal Execution Models with Transient Market Impact and Downside risk

Author
YUHEI ONO, YOSHIKI SAKURAI, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 18th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2017/12)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

A Study on Optimal Limit Order Strategy using Multi-Period Stochastic Programming considering Nonexecution Risk

Author
SHUMPEI SAKURAI, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 19th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2018/12)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

Estimation decay kernel of transient market impact using multi-dimensional Hawkes process

Author
TOMOKI OKADA, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 19th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2018/12)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

An Optimal Execution Model with S-shaped Temporary and Transient Market Impacts

Author
YUHEI ONO, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 19th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2018/12)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

Asset Allocation with Factor-based Risk Parity Strategy

Author
HIROTAKA KATO, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 19th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2018/12)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

Time-series analysis of truncated realized volatility

Author
TAKEHIRO YAMAMOTO, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 20th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2019/12)
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

Optimal asset allocation with risk-adjusted implied return distribution based on the recovery theorem

Author
YUTA HIBIKI, TAKUYA KIRIU, HIBIKI NORIO
Publication Title
Magazine name Proceedings of the 20th Asia Pacific Industrial Engineering & Management Systems Conference (Publication Date)2019/12)
Role
Last Author
Authorship Category
Joint Work
Publication Category
Research paper (international conference proceedings)
Peer-review Status
With

126 ルール: 積立投資の複利効果を概算する簡単な計算ルール

Author
枇々木 規雄
Publication Title
Volume 4(Issue 2) (Publication Date)2021/12)
Authorship Category
Single Work
Peer-review Status
Without

追加型DEAシステム

Author
枇々木規雄, 清野敦史, 生田目崇, 鳥本茂
Publication Title
Volume 46(Issue 6) Start Page 307 - End Page 312 (Publication Date)2001/06)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
Without