Nikolas Topaloglou
Nikolas Topaloglou
Verified email at aueb.gr
Title
Cited by
Cited by
Year
CVaR models with selective hedging for international asset allocation
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 26 (7), 1535-1561, 2002
1782002
A dynamic stochastic programming model for international portfolio management
N Topaloglou, H Vladimirou, SA Zenios
European Journal of Operational Research 185 (3), 1501-1524, 2008
1332008
Testing for stochastic dominance efficiency
O Scaillet, N Topaloglou
Journal of Business & Economic Statistics 28 (1), 169-180, 2010
952010
Optimizing international portfolios with options and forwards
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 35 (12), 3188-3201, 2011
422011
Measuring human development: a stochastic dominance approach
M Pinar, T Stengos, N Topaloglou
Journal of Economic Growth 18 (1), 69-108, 2013
412013
A new country risk index for emerging markets: A stochastic dominance approach
E Agliardi, R Agliardi, M Pinar, T Stengos, N Topaloglou
Journal of empirical finance 19 (5), 741-761, 2012
412012
Diversification benefits of commodities: A stochastic dominance efficiency approach
C Daskalaki, G Skiadopoulos, N Topaloglou
Journal of Empirical Finance 44, 250-269, 2017
372017
Pricing options on scenario trees
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 32 (2), 283-298, 2008
262008
Diversification, integration and cryptocurrency market
S Anyfantaki, N Topaloglou
Integration and Cryptocurrency Market (March 29, 2018), 2018
222018
Stochastic spanning
S Arvanitis, M Hallam, T Post, N Topaloglou
Journal of Business & Economic Statistics 37 (4), 573-585, 2019
212019
Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance
M Pinar, T Stengos, N Topaloglou
Economics Letters 161, 38-42, 2017
212017
Is default risk priced equally fast in the credit default swap and the stock markets? An empirical investigation
K Tolikas, N Topaloglou
Journal of International Financial Markets, Institutions and Money 51, 39-57, 2017
182017
Testing for prospect and Markowitz stochastic dominance efficiency
S Arvanitis, N Topaloglou
Journal of Econometrics 198 (2), 253-270, 2017
152017
System stress testing of bank liquidity risk
S Pagratis, N Topaloglou, M Tsionas
Journal of International Money and Finance 73, 22-40, 2017
132017
Controlling currency risk with options or forwards
N Topaloglou, H Vladimirou, SA Zenios
Handbook of Financial Engineering, 245-278, 2008
132008
A stochastic programming framework for international portfolio management
N Topaloglou
Unpublished doctoral dissertation). University of Cyprus, Greece, 2004
122004
Minimizing bank liquidity risk: evidence from the Lehman crisis
N Topaloglou
Eurasian Business Review 5 (1), 23-44, 2015
92015
On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty
M Pinar, T Stengos, N Topaloglou
European Journal of Operational Research 281 (2), 415-427, 2020
72020
Stochastic bounds for reference sets in portfolio analysis
S Arvanitis, T Post, N Topaloglou
Management Science, 2021
6*2021
Spanning tests for Markowitz stochastic dominance
S Arvanitis, O Scaillet, N Topaloglou
Journal of Econometrics 217 (2), 291-311, 2020
62020
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