Similar Search Results

Compact Representations of Multi-Period Stochastic Program Using Simulated Path Model

Hibiki, Norio - In: Journal of the Operations Research Society of Japan : JORSJ 45 (2002) 4, pp. 549

Persistent link: https://ebvufind01.dmz1.zbw.eu/10006721575

Special Issue on Theory, Methodology and Applications in Financial Engineering - Preface

Hibiki, Norio - In: Journal of the Operations Research Society of Japan : JORSJ 45 (2002) 4, pp. 343

Persistent link: https://ebvufind01.dmz1.zbw.eu/10006721594

Multi-Period Stochastic Programming Models Using Simulated Paths for Strategic Asset Allocation

Hibiki, Norio - In: Journal of the Operations Research Society of Japan : JORSJ 44 (2001) 2, pp. 193

Persistent link: https://ebvufind01.dmz1.zbw.eu/10006725446

Evaluation Techniques with a Modified Cross-Efficiency in DEA

Hibiki, Norio - In: Journal of the Operations Research Society of Japan : JORSJ 41 (1998) 2, pp. 245

Persistent link: https://ebvufind01.dmz1.zbw.eu/10006733017

Multi-period stochastic optimization models for dynamic asset allocation

Hibiki, Norio - In: Journal of Banking & Finance 30 (2006) 2, pp. 365-390

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005194395

DEA sensitivity analysis by changing a reference set: regional contribution to Japanese industrial development

Hibiki, Norio; Sueyoshi, Toshiyuki - In: Omega 27 (1999) 2, pp. 139-153

This article presents a new DEA (data envelopment analysis) approach, referred to as 'DCR (DEA cross-reference) efficiency measure'. This DCR approach is extended into a new sensitivity analysis technique referred to as 'DCS (DEA cross-sensitivity)', that examines the stability of DEA efficiency...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005358636

Optimal Execution Strategy with Linear Price Impact Functions

Hibiki, Norio - In: Journal of the Operations Research Society of Japan : JORSJ (2007), pp. 122

Persistent link: https://ebvufind01.dmz1.zbw.eu/10007919373

Mean-Variance Capital Budgeting Model for R&D Project Selection

Hibiki, Norio - In: Journal of the Operations Research Society of Japan : JORSJ (2007), pp. 41-66

Persistent link: https://ebvufind01.dmz1.zbw.eu/10007919377

Multi-Period Optimization Model for a Household, and Optimal Insurance Design

Hibiki, Norio - In: Journal of the Operations Research Society of Japan : JORSJ 50 (2007) 4, pp. 463-487

Persistent link: https://ebvufind01.dmz1.zbw.eu/10007919383

DEA sensitivity analysis by changing a reference set: Regional contribution to Japanese industrial development

Hibiki, Norio; Sueyoshi, Toshiyuki - In: Omega : the international journal of management science 27 (1999) 2, pp. 139-154

Persistent link: https://ebvufind01.dmz1.zbw.eu/10007343497