Nikolas Topaloglou : Citation Profile


Are you Nikolas Topaloglou?

Athens University of Economics and Business (AUEB) (80% share)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (20% share)

10

H index

11

i10 index

270

Citations

RESEARCH PRODUCTION:

20

Articles

15

Papers

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 15
   Journals where Nikolas Topaloglou has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 21 (7.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pto470
   Updated: 2024-01-16    RAS profile: 2020-11-03    
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Relations with other researchers


Works with:

Scaillet, Olivier (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nikolas Topaloglou.

Is cited by:

Pinar, Mehmet (38)

Stengos, Thanasis (30)

Agliardi, Elettra (13)

agliardi, elettra (13)

Yin, Libo (10)

Mehdi, Tahsin (8)

Agliardi, Elettra (6)

Fonseca, Raquel (5)

Yazgan, Ege (5)

Bernardo, Giovanni (5)

Walther, Thomas (4)

Cites to:

French, Kenneth (18)

Davidson, Russell (18)

LINTON, OLIVER (17)

Duclos, Jean-Yves (17)

Whang, Yoon-Jae (17)

Fama, Eugene (15)

Scaillet, Olivier (13)

Zenios, Stavros (13)

Kuosmanen, Timo (12)

Maasoumi, Esfandiar (11)

Donald, Stephen (9)

Main data


Where Nikolas Topaloglou has published?


Journals with more than one article published# docs
European Journal of Operational Research4
Journal of Banking & Finance3
Journal of Empirical Finance2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Computing in Economics and Finance 2006 / Society for Computational Economics2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
Papers / arXiv.org2
Working Papers / Athens University Of Economics and Business, Department of Economics2

Recent works citing Nikolas Topaloglou (2024 and 2023)


YearTitle of citing document
2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Incomplete risk-preference information in portfolio decision analysis. (2023). Argyris, Nikolaos ; Kallio, Markku ; Liesio, Juuso. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1084-1098.

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2023Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329.

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2023Does green improve portfolio optimisation?. (2023). Moussa, Faten ; Boubaker, Sabri ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003298.

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2023A new stochastic dominance criterion for dependent random variables with applications. (2023). Martinez-Riquelme, Carolina ; Belzunce, Felix. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:165-176.

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2023Robust reward-risk performance measures with weakly second-order stochastic dominance constraints. (2023). Kouaissah, Noureddine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:53-62.

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2023The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data. (2023). Canepa, Alessandra ; Fontana, Magda ; Chersoni, Giulia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:1-14.

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2023A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50.

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2023Let the data speak about the cut-off values for multidimensional index: Classification of human development index with machine learning. (2023). Yu, Xiaohua ; Feil, Jan-Henning ; Wang, Hanjie. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pa:s0038012123000162.

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2023Diversification benefits of precious metal markets. (2023). Goutte, Stéphane ; Nguyen, Duc Khuong ; Dinh, Theu ; Topaloglou, Nikolas. In: Working Papers. RePEc:hal:wpaper:halshs-04057273.

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2023Quantile Tool Box Measures for Empirical Analysis and for Testing Distributional Comparisons in Direct Distribution-Free Fashion. (2023). Beach, Charles. In: Working Paper. RePEc:qed:wpaper:1508.

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2023Multidimensional poverty vulnerability in rural China. (2023). Wang, Ermei ; Xiao, Pan ; Tang, Liwei ; Su, Jing. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02258-w.

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2023Intelligent option portfolio model with perspective of shadow price and risk-free profit. (2023). Ma, Jieao ; Xu, Fengmin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00488-0.

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2023The Role of Environmental and Financial Motivations in the Adoption of EnergySaving Technologies: Evidence from European Union Data.. (2023). Canepa, Alessandra ; Fontana, Magda ; Chersoni, Giulia. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202309.

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Works by Nikolas Topaloglou:


YearTitleTypeCited
2015Stochastic Spanning In: Working Papers.
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paper10
2019Stochastic Spanning.(2019) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 10
article
2015Consistent tests for risk seeking behavior: A stochastic dominance approach In: Working Papers.
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paper0
2018Spanning Tests for Markowitz Stochastic Dominance In: Papers.
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paper2
2018Spanning Tests for Markowitz Stochastic Dominance.(2018) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 2
paper
2020Spanning tests for Markowitz stochastic dominance.(2020) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 2
article
2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance In: Papers.
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paper0
2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance.(2020) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 0
paper
2010Testing for Stochastic Dominance Efficiency In: Journal of Business & Economic Statistics.
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article46
2005Testing for Stochastic Dominance Efficiency.(2005) In: FAME Research Paper Series.
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This paper has nother version. Agregated cites: 46
paper
2006Testing foe Stochastic Dominance Efficiency.(2006) In: Computing in Economics and Finance 2006.
[Citation analysis]
This paper has nother version. Agregated cites: 46
paper
2018Diversification, integration and cryptocurrency market In: Working Papers.
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paper9
2020Stochastic dominance tests In: Journal of Economic Dynamics and Control.
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article1
2017Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance In: Economics Letters.
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article13
2017Testing for prospect and Markowitz stochastic dominance efficiency In: Journal of Econometrics.
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article8
2008A dynamic stochastic programming model for international portfolio management In: European Journal of Operational Research.
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article27
2018Optimal privatization portfolios in the presence of arbitrary risk aversion In: European Journal of Operational Research.
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article1
2020On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty In: European Journal of Operational Research.
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article10
2020Integrated dynamic models for hedging international portfolio risks In: European Journal of Operational Research.
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article4
2012A new country risk index for emerging markets: A stochastic dominance approach In: Journal of Empirical Finance.
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article19
2017Diversification benefits of commodities: A stochastic dominance efficiency approach In: Journal of Empirical Finance.
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article26
2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 26
paper
2017Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation In: Journal of International Financial Markets, Institutions and Money.
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article3
2002CVaR models with selective hedging for international asset allocation In: Journal of Banking & Finance.
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article30
2008Pricing options on scenario trees In: Journal of Banking & Finance.
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article12
2011Optimizing international portfolios with options and forwards In: Journal of Banking & Finance.
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article12
2017System stress testing of bank liquidity risk In: Journal of International Money and Finance.
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article3
2012Measuring human development: a stochastic dominance approach In: Working Papers.
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paper31
2013Measuring human development: a stochastic dominance approach.(2013) In: Journal of Economic Growth.
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This paper has nother version. Agregated cites: 31
article
2012Measuring Human Development: A Stochastic Dominance Approach.(2012) In: Working Paper series.
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This paper has nother version. Agregated cites: 31
paper
2020Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach In: MPRA Paper.
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paper0
2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach In: Working Papers.
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paper1
2006A Stochastic Programming Framework for International PortfolioManagement In: Computing in Economics and Finance 2006.
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paper1
2015Minimizing bank liquidity risk: evidence from the Lehman crisis In: Eurasian Business Review.
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article1
2020Spatial (in)justice and place-based strategies in innovation ecosystems: the case of the Alexander Innovation Zone in Thessaloniki In: Bulletin of Geography. Socio-economic Series.
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article0

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