Hibiki Norio

Norio Hibiki

Information about the author Norio Hibiki will soon be added to the site.
Found 7 papers in total
Mean-variance capital budgeting model for R&D project selection
Mean-variance capital budgeting model for R&D project selection
2007
This paper discusses optimal selection of R&D projects under uncertainty. The...
Multi-period optimization model for a household, and optimal insurance design
Multi-period optimization model for a household, and optimal insurance design
2007
We discuss an optimization model to obtain an optimal investment and insurance...
Optimal execution strategy with linear price impact functions
Optimal execution strategy with linear price impact functions
2007
When fund managers or traders in the financial institutions trade a large volume of a...
Compact representations of multi-period stochastic program using simulated path model
Compact representations of multi-period stochastic program using simulated path model
2002
Simulated path model was proposed by Hibiki in order to solve a multi-period...
Data envelopment analysis sensitivity analysis by changing a reference set: Regional contribution to Japanese industrial development
Data envelopment analysis sensitivity analysis by changing a reference set: Regional contribution to Japanese industrial development
1999
This article presents a new DEA (data envelopment analysis) approach, referred to as...
Evaluation technique with a modified cross-efficiency in Data Envelopment Analysis
Evaluation technique with a modified cross-efficiency in Data Envelopment Analysis
1998
The cross-efficiency measure in DEA can be used as another way of addressing the issue...
Goal programming model approach for risk management on banking based on asset liability management (ALM)
Goal programming model approach for risk management on banking based on asset liability management (ALM)
1992
The recent financial deregulation and internationalization have caused a great deal of...
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