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
1682002
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
1222008
Testing for stochastic dominance efficiency
O Scaillet, N Topaloglou
Journal of Business & Economic Statistics 28 (1), 169-180, 2010
862010
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
402012
Optimizing international portfolios with options and forwards
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 35 (12), 3188-3201, 2011
352011
Measuring human development: a stochastic dominance approach
M Pinar, T Stengos, N Topaloglou
Journal of Economic Growth 18 (1), 69-108, 2013
342013
Pricing options on scenario trees
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 32 (2), 283-298, 2008
252008
Diversification benefits of commodities: A stochastic dominance efficiency approach
C Daskalaki, G Skiadopoulos, N Topaloglou
Journal of Empirical Finance 44, 250-269, 2017
182017
Controlling currency risk with options or forwards
N Topaloglou, H Vladimirou, SA Zenios
Handbook of Financial Engineering, 245-278, 2008
142008
Stochastic spanning
S Arvanitis, M Hallam, T Post, N Topaloglou
Journal of Business & Economic Statistics 37 (4), 573-585, 2019
132019
Diversification, integration and cryptocurrency market
S Anyfantaki, N Topaloglou
Integration and Cryptocurrency Market (March 29, 2018), 2018
132018
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
112017
Green bonds as an instrument to finance low carbon transition
ES Sartzetakis
Economic Change and Restructuring, 1-25, 2020
102020
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
102017
A stochastic programming framework for international portfolio management
N Topaloglou
Unpublished doctoral dissertation). University of Cyprus, Greece, 2004
102004
Minimizing bank liquidity risk: evidence from the Lehman crisis
N Topaloglou
Eurasian Business Review 5 (1), 23-44, 2015
92015
Testing for prospect and Markowitz stochastic dominance efficiency
S Arvanitis, N Topaloglou
Journal of Econometrics 198 (2), 253-270, 2017
8*2017
System stress testing of bank liquidity risk
S Pagratis, N Topaloglou, M Tsionas
Journal of International Money and Finance 73, 22-40, 2017
72017
Testing for stochastic dominance efficiency
O Scaillet, N Topaloglou
62005
Risk management for international investment portfolios using forward contracts and options
N Topaloglou, H Vladimirou, SA Zenios
Hermes European Center of Excellence on Computational Finance and Economics …, 2004
62004
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Articles 1–20