慶應義塾大学理工学部管理工学科 | Department of Administration Engineering Faculty of Science and Technology, Keio
University
慶應義塾大学大学院理工学研究科 | Graduate School of Science and Technology, Keio University
Y. Hibiki, T. Kiriu and N. Hibiki: Optimal asset allocation with risk-adjusted implied return distribution based on the recovery theorem , Proceedings
of the 20th Asia Pacific Industrial Engineering & Management Systems Conference, 2019, Kanazawa.
T. Yamamoto and N. Hibiki: Time-series analysis of truncated realized volatility , Proceedings
of the 20th Asia Pacific Industrial Engineering & Management Systems Conference, 2019, Kanazawa.
S. Sakurai and N. Hibiki: A Study on Optimal Limit Order Strategy using Multi-Period Stochastic Programming considering Nonexecution Risk , Proceedings
of the 19th Asia Pacific Industrial Engineering & Management Systems Conference, 2018, HongKong.
Y. Ono and N.Hibiki: An Optimal Execution Model with S-shaped Temporary and Transient Market Impacts, Proceedings
of the 19th Asia Pacific Industrial Engineering & Management Systems Conference, 2018, HongKong.
T. Okada and N.Hibiki: Estimation Decay Kernel of Transient Market Impact Using Multi-Dimentional Hawkes Process, Proceedings of
the 19th Asia Pacific Industrial Engineering & Management Systems Conference, 2018, HongKong.
H. Kato and N.hibiki: Asset Allocation with Factor-based Risk Parity Strategy, Proceedings of
the 19th Asia Pacific Industrial Engineering & Management Systems Conference, 2018, HongKong.
N. Ito and N. Hibiki : Generating The Dynamic Life Tables Modified By Subjective Indices For Retirement Planning, Proceedings
of the 18th Asia Pacific Industrial Engineering & Management Systems Conference, 2017, Yogyakarta.
M. Ito, T.Kiriu and N. Hibiki : Estimating Forward Looking Return Distribution With Generalized Recovery Theorem, Proceedings
of the 18th Asia Pacific Industrial Engineering & Management Systems Conference, 2017, Yogyakarta.
H. Kato and N. Hibiki : Asset Allocation Model With Tail Risk Parity, Proceedings
of the 18th Asia Pacific Industrial Engineering & Management Systems Conference, 2017, Yogyakarta.
M. Shibahara and N. Hibiki : Multi-Period Optimization Model For Retirement Planning With Private Pension And Life Insurance,
Proceedings of the 18th Asia Pacific Industrial Engineering & Management Systems Conference,
2017, Yogyakarta.
Y. Ono, N. Hibiki and Y. Sakurai : Dynamic Optimal Execution Models With Transient Market Impact And Downside Risk, Proceedings
of the 18th Asia Pacific Industrial Engineering & Management Systems Conference, 2017, Yogyakarta.
K. Ogi, Y. Utsumi and N. Hibiki : Credit Scoring Model for Business Start-ups, Proceedings of the 17th Asia Pacific Industrial
Engineering & Management Systems Conference, 2016, Taipei.
T. Kiriu and N. Hibiki : Estimating Forward Looking Distribution with the Ross Recovery Theorem, Proceedings of the 16th
Asia Pacific Industrial Engineering & Management Systems Conference, 2015, Ho Chi Minh City.
J. Iwakuma and N. Hibiki : A Model for Managing Interest Rate Risk in the Banking Book: A comparison between a modified earnings-based
approach and economic value approach, Proceedings of the 16th Asia Pacific Industrial Engineering
& Management Systems Conference, 2015, Ho Chi Minh City.
K. Ogi, M. Toshiro and N. Hibiki : Effect of Firm Age in Expected Loss Estimation for Small Sized Firms, Proceedings of the
16th Asia Pacific Industrial Engineering & Management Systems Conference, 2015, Ho Chi Minh City.
N. Hibiki and W. Oya, Multi-Period Optimization Model for Retirement Planning, World Risk and Insurance Economics Congress
2015, Munich.
M. Kawaguchi and N. Hibiki, Multi-Period Investment Policy for Corporate Pension Fund with Sponsoring Company, 28th European
Conference on Operational Research, 2015, Glasgow.
K. Ogi, M. Toshiro and N. Hibiki, Effect of Firm Age in Credit Scoring Model for Small Sized Firms, Proceedings of the 15th
Asia Pacific Industrial Engineering & Management Systems Conference, 2014, Jeju, Korea.
M. Kawaguchi and N. Hibiki, Multi-Period Investment Policy for Corporate Pension Fund with Sponsoring Company, The 18th Annual
Conference of The Asia-Pacific Risk and Insurance Association, 2014, Moscow.
N. Hibiki and S. Hirano, Multi-period Stochastic Programming Model for State-Dependent Asset Allocation with CVaR, IFORS
2014, Barcelona.
M. Kawaguchi and N. Hibiki : Dynamic Asset and Liability Management Models for Pension Systems - The Comparison between Multi-period
Stochastic Programming Model and Stochastic Control Model -, The 13th Annual Conference of The
Asia-Pacific Risk and Insurance Association, 2009, Beijing.