Details about Nikolas Topaloglou

Access statistics for papers by Nikolas Topaloglou.

Last updated 2020-11-03. Update your information in the RePEc Author Service.

Short-id: pto470

Working Papers

2020

1. Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach
   MPRA Paper, University Library of Munich, Germany View citations (1)
2. Spanning analysis of stock market anomalies under Prospect Stochastic Dominance
   Papers, arXiv.org
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2020)

2018

3. Diversification, integration and cryptocurrency market
   Working Papers, Bank of Greece View citations (11)
4. Spanning Tests for Markowitz Stochastic Dominance
   Papers, arXiv.org View citations (1)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018) View citations (1)
   See also Journal Article Spanning tests for Markowitz stochastic dominance, Journal of Econometrics, Elsevier (2020) View citations (1) (2020)

2016

5. Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach
   Working Papers, Queen Mary University of London, School of Economics and Finance
   See also Journal Article Diversification benefits of commodities: A stochastic dominance efficiency approach, Journal of Empirical Finance, Elsevier (2017) View citations (31) (2017)

2015

6. Consistent tests for risk seeking behavior: A stochastic dominance approach
   Working Papers, Athens University Of Economics and Business, Department of Economics
7. Stochastic Spanning
   Working Papers, Athens University Of Economics and Business, Department of Economics View citations (9)
   See also Journal Article Stochastic Spanning, Journal of Business & Economic Statistics, Taylor & Francis Journals (2019) View citations (6) (2019)

2012

8. Measuring Human Development: A Stochastic Dominance Approach
   Working Paper series, Rimini Centre for Economic Analysis View citations (2)
   Also in Working Papers, University of Guelph, Department of Economics and Finance (2012) View citations (3)
   See also Journal Article Measuring human development: a stochastic dominance approach, Journal of Economic Growth, Springer (2013) View citations (32) (2013)

2006

9. A Stochastic Programming Framework for International PortfolioManagement
   Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)
10. 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) View citations (10)
    See also Journal Article Testing for Stochastic Dominance Efficiency, Journal of Business & Economic Statistics, American Statistical Association (2010) View citations (54) (2010)

Journal Articles

2020

1. Integrated dynamic models for hedging international portfolio risks
   European Journal of Operational Research, 2020, 285, (1), 48-65 View citations (6)
2. On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty
   European Journal of Operational Research, 2020, 281, (2), 415-427 View citations (12)
3. Spanning tests for Markowitz stochastic dominance
   Journal of Econometrics, 2020, 217, (2), 291-311 View citations (1)
   See also Working Paper Spanning Tests for Markowitz Stochastic Dominance, Papers (2018) View citations (1) (2018)
4. Spatial (in)justice and place-based strategies in innovation ecosystems: the case of the Alexander Innovation Zone in Thessaloniki
   Bulletin of Geography. Socio-economic Series, 2020, 49, (49), 81-92
5. Stochastic dominance tests
   Journal of Economic Dynamics and Control, 2020, 112, (C) View citations (1)

2019

6. Stochastic Spanning
   Journal of Business & Economic Statistics, 2019, 37, (4), 573-585 View citations (6)
   See also Working Paper Stochastic Spanning, Working Papers (2015) View citations (9) (2015)

2018

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

2017

8. Diversification benefits of commodities: A stochastic dominance efficiency approach
   Journal of Empirical Finance, 2017, 44, (C), 250-269 View citations (31)
   See also Working Paper Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach, Working Papers (2016) (2016)
9. 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 View citations (4)
10. System stress testing of bank liquidity risk
    Journal of International Money and Finance, 2017, 73, (PA), 22-40 View citations (3)
11. Testing for prospect and Markowitz stochastic dominance efficiency
    Journal of Econometrics, 2017, 198, (2), 253-270 View citations (13)
12. Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance
    Economics Letters, 2017, 161, (C), 38-42 View citations (14)

2015

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

2013

14. Measuring human development: a stochastic dominance approach
    Journal of Economic Growth, 2013, 18, (1), 69-108 View citations (32)
    See also Working Paper Measuring Human Development: A Stochastic Dominance Approach, Working Paper series (2012) View citations (2) (2012)

2012

15. A new country risk index for emerging markets: A stochastic dominance approach
    Journal of Empirical Finance, 2012, 19, (5), 741-761 View citations (20)

2011

16. Optimizing international portfolios with options and forwards
    Journal of Banking & Finance, 2011, 35, (12), 3188-3201 View citations (13)

2010

17. Testing for Stochastic Dominance Efficiency
    Journal of Business & Economic Statistics, 2010, 28, (1), 169-180 View citations (54)
    See also Working Paper Testing foe Stochastic Dominance Efficiency, Computing in Economics and Finance 2006 (2006) (2006)

2008

18. A dynamic stochastic programming model for international portfolio management
    European Journal of Operational Research, 2008, 185, (3), 1501-1524 View citations (29)
19. Pricing options on scenario trees
    Journal of Banking & Finance, 2008, 32, (2), 283-298 View citations (14)

2002

20. CVaR models with selective hedging for international asset allocation
    Journal of Banking & Finance, 2002, 26, (7), 1535-1561 View citations (36)