CVaR models with selective hedging for international asset allocation N Topaloglou, H Vladimirou, SA Zenios Journal of Banking & Finance 26 (7), 1535-1561, 2002 | 191 | 2002 |
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 | 152 | 2008 |
Testing for stochastic dominance efficiency O Scaillet, N Topaloglou Journal of Business & Economic Statistics 28 (1), 169-180, 2010 | 111 | 2010 |
Diversification benefits of commodities: A stochastic dominance efficiency approach C Daskalaki, G Skiadopoulos, N Topaloglou Journal of Empirical Finance 44, 250-269, 2017 | 75 | 2017 |
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 | 54 | 2012 |
Optimizing international portfolios with options and forwards N Topaloglou, H Vladimirou, SA Zenios Journal of Banking & Finance 35 (12), 3188-3201, 2011 | 53 | 2011 |
Measuring human development: A stochastic dominance approach M Pinar, T Stengos, N Topaloglou Journal of Economic Growth 18, 69-108, 2013 | 48 | 2013 |
Diversification, integration and cryptocurrency market S Anyfantaki, S Arvanitis, N Topaloglou Bank of Greece Working Paper, 2018 | 46 | 2018 |
Stochastic spanning S Arvanitis, M Hallam, T Post, N Topaloglou Journal of Business & Economic Statistics 37 (4), 573-585, 2019 | 34 | 2019 |
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 | 33 | 2017 |
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 | 31 | 2017 |
Stochastic bounds for reference sets in portfolio analysis S Arvanitis, T Post, N Topaloglou Management Science 67 (12), 7737-7754, 2021 | 28 | 2021 |
Diversification benefits in the cryptocurrency market under mild explosivity S Anyfantaki, S Arvanitis, N Topaloglou European Journal of Operational Research 295 (1), 378-393, 2021 | 28 | 2021 |
System stress testing of bank liquidity risk S Pagratis, N Topaloglou, M Tsionas Journal of International Money and Finance 73, 22-40, 2017 | 26 | 2017 |
Pricing options on scenario trees N Topaloglou, H Vladimirou, SA Zenios Journal of Banking & Finance 32 (2), 283-298, 2008 | 26 | 2008 |
Testing for prospect and Markowitz stochastic dominance efficiency S Arvanitis, N Topaloglou Journal of Econometrics 198 (2), 253-270, 2017 | 20 | 2017 |
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 | 19 | 2020 |
Integrated dynamic models for hedging international portfolio risks N Topaloglou, H Vladimirou, SA Zenios European Journal of Operational Research 285 (1), 48-65, 2020 | 14 | 2020 |
Controlling currency risk with options or forwards N Topaloglou, H Vladimirou, SA Zenios Handbook of Financial Engineering, 245-278, 2008 | 13 | 2008 |
Spanning tests for Markowitz stochastic dominance S Arvanitis, O Scaillet, N Topaloglou Journal of Econometrics 217 (2), 291-311, 2020 | 12 | 2020 |