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A hyprid simulation/tree stochastic optimisation model for dynamic asset allocation
Hibiki, Norio - In: Asset and liability management tools, (pp. 269-294). 2003
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002169380
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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/10003291268
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Optimal symmetric no-trade ranges in asset rebalancing strategy with transaction costs : an application to the government pension investment fund in Japan
Hibiki, Norio; Yamamoto, Rei - In: Asia-Pacific journal of risk and insurance : APJRI 8 (2014) 2, pp. 293-327
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010393548
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Optimal currency portfolio with implied return distribution in the mean-variance approach
Hibiki, Yuta; Kiriu, Takuya; Hibiki, Norio - In: Asia Pacific financial markets 31 (2024) 2, pp. 251-283
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014548364
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Asset allocation with forward-looking distribution
Kiriu, Takuya; Hibiki, Norio - In: International journal of portfolio analysis and … 2 (2024) 4, pp. 316-341
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015064371