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Details about Nikolas Topaloglou

Workplace:Department of International and European Economic Studies, Athens University of Economics and Business (AUEB), (more information at EDIRC)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (IPAG Business School), (more information at EDIRC)

Access statistics for papers by Nikolas Topaloglou.

Last updated 2019-02-14. Update your information in the RePEc Author Service.

Short-id: pto470


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Working Papers

2018

  1. Diversification, integration and cryptocurrency market
    Working Papers, Bank of Greece Downloads
  2. Spanning Tests for Markowitz Stochastic Dominance
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in Papers, arXiv.org (2018) Downloads

2016

  1. Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (1)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2016) Downloads

    See also Journal Article in Journal of Empirical Finance (2017)

2012

  1. Measuring Human Development: A Stochastic Dominance Approach
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (2)
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2012) Downloads View citations (2)

    See also Journal Article in Journal of Economic Growth (2013)

2006

  1. A Stochastic Programming Framework for International PortfolioManagement
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)
  2. Testing foe Stochastic Dominance Efficiency
    Computing in Economics and Finance 2006, Society for Computational Economics
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2005) Downloads View citations (9)

    See also Journal Article in Journal of Business & Economic Statistics (2010)

Journal Articles

2018

  1. Optimal privatization portfolios in the presence of arbitrary risk aversion
    European Journal of Operational Research, 2018, 265, (3), 1172-1191 Downloads

2017

  1. Diversification benefits of commodities: A stochastic dominance efficiency approach
    Journal of Empirical Finance, 2017, 44, (C), 250-269 Downloads View citations (6)
    See also Working Paper (2016)
  2. Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation
    Journal of International Financial Markets, Institutions and Money, 2017, 51, (C), 39-57 Downloads
  3. System stress testing of bank liquidity risk
    Journal of International Money and Finance, 2017, 73, (PA), 22-40 Downloads
  4. Testing for prospect and Markowitz stochastic dominance efficiency
    Journal of Econometrics, 2017, 198, (2), 253-270 Downloads View citations (3)
  5. Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance
    Economics Letters, 2017, 161, (C), 38-42 Downloads View citations (2)

2015

  1. Minimizing bank liquidity risk: evidence from the Lehman crisis
    Eurasian Business Review, 2015, 5, (1), 23-44 Downloads View citations (1)

2013

  1. Measuring human development: a stochastic dominance approach
    Journal of Economic Growth, 2013, 18, (1), 69-108 Downloads View citations (21)
    See also Working Paper (2012)

2012

  1. A new country risk index for emerging markets: A stochastic dominance approach
    Journal of Empirical Finance, 2012, 19, (5), 741-761 Downloads View citations (15)

2011

  1. Optimizing international portfolios with options and forwards
    Journal of Banking & Finance, 2011, 35, (12), 3188-3201 Downloads View citations (5)

2010

  1. Testing for Stochastic Dominance Efficiency
    Journal of Business & Economic Statistics, 2010, 28, (1), 169-180 Downloads View citations (31)
    See also Working Paper (2006)

2008

  1. A dynamic stochastic programming model for international portfolio management
    European Journal of Operational Research, 2008, 185, (3), 1501-1524 Downloads View citations (18)
  2. Pricing options on scenario trees
    Journal of Banking & Finance, 2008, 32, (2), 283-298 Downloads View citations (11)

2002

  1. CVaR models with selective hedging for international asset allocation
    Journal of Banking & Finance, 2002, 26, (7), 1535-1561 Downloads View citations (24)
 
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