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Nikolas Topaloglou
Nikolas Topaloglou
在 aueb.gr 的电子邮件经过验证
标题
引用次数
引用次数
年份
CVaR models with selective hedging for international asset allocation
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 26 (7), 1535-1561, 2002
1912002
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
1522008
Testing for stochastic dominance efficiency
O Scaillet, N Topaloglou
Journal of Business & Economic Statistics 28 (1), 169-180, 2010
1112010
Diversification benefits of commodities: A stochastic dominance efficiency approach
C Daskalaki, G Skiadopoulos, N Topaloglou
Journal of Empirical Finance 44, 250-269, 2017
752017
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
542012
Optimizing international portfolios with options and forwards
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 35 (12), 3188-3201, 2011
532011
Measuring human development: A stochastic dominance approach
M Pinar, T Stengos, N Topaloglou
Journal of Economic Growth 18, 69-108, 2013
482013
Diversification, integration and cryptocurrency market
S Anyfantaki, S Arvanitis, N Topaloglou
Bank of Greece Working Paper, 2018
462018
Stochastic spanning
S Arvanitis, M Hallam, T Post, N Topaloglou
Journal of Business & Economic Statistics 37 (4), 573-585, 2019
342019
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
332017
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
312017
Stochastic bounds for reference sets in portfolio analysis
S Arvanitis, T Post, N Topaloglou
Management Science 67 (12), 7737-7754, 2021
282021
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
282021
System stress testing of bank liquidity risk
S Pagratis, N Topaloglou, M Tsionas
Journal of International Money and Finance 73, 22-40, 2017
262017
Pricing options on scenario trees
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 32 (2), 283-298, 2008
262008
Testing for prospect and Markowitz stochastic dominance efficiency
S Arvanitis, N Topaloglou
Journal of Econometrics 198 (2), 253-270, 2017
202017
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
192020
Integrated dynamic models for hedging international portfolio risks
N Topaloglou, H Vladimirou, SA Zenios
European Journal of Operational Research 285 (1), 48-65, 2020
142020
Controlling currency risk with options or forwards
N Topaloglou, H Vladimirou, SA Zenios
Handbook of Financial Engineering, 245-278, 2008
132008
Spanning tests for Markowitz stochastic dominance
S Arvanitis, O Scaillet, N Topaloglou
Journal of Econometrics 217 (2), 291-311, 2020
122020
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