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)

9

H index

9

i10 index

243

Citations

RESEARCH PRODUCTION:

20

Articles

15

Papers

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 13
   Journals where Nikolas Topaloglou has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 21 (7.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pto470
   Updated: 2022-11-19    RAS profile: 2020-11-03    
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Relations with other researchers


Works with:

Scaillet, Olivier (5)

Stengos, Thanasis (2)

Pinar, Mehmet (2)

Tsionas, Mike (2)

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 (32)

Stengos, Thanasis (30)

agliardi, elettra (13)

Agliardi, Elettra (13)

Yin, Libo (10)

Mehdi, Tahsin (8)

Agliardi, Elettra (6)

Bernardo, Giovanni (5)

Yazgan, Ege (5)

Fonseca, Raquel (5)

Zenios, Stavros (4)

Cites to:

Davidson, Russell (18)

Duclos, Jean-Yves (17)

LINTON, OLIVER (17)

Whang, Yoon-Jae (17)

Fama, Eugene (13)

Zenios, Stavros (13)

French, Kenneth (13)

Scaillet, Olivier (12)

Maasoumi, Esfandiar (11)

Kuosmanen, Timo (11)

Barrett, Garry (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
Working Papers / Athens University Of Economics and Business, Department of Economics2
Papers / arXiv.org2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Nikolas Topaloglou (2022 and 2021)


YearTitle of citing document
2021Stock Market Reaction towards Terrorism: An Evidence Based on Seasonal Variation in Pakistan. (2021). Akhtar, Masud ; Saad, Muhammad ; Hussain, Rana Yassir ; Mirza, Hammad Hassan ; Abbas, Jauhar. In: Journal of Economic Impact. RePEc:adx:journl:v:3:y:2021:i:3:p:167-177.

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2021Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks. (2021). Mulvey, John M ; Uysal, Sinem A ; Li, Xiaoyue. In: Papers. RePEc:arx:papers:2103.10813.

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2022Multi?period portfolio selection with investor views based on scenario tree. (2022). Wang, Shouyang ; Fang, Yong ; Bai, Lin ; Zhao, Daping. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:418:y:2022:i:c:s0096300321008961.

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2021Sample average approximation of CVaR-based hedging problem with a deep-learning solution. (2021). Bao, Ying ; Zhao, Yanlong ; Li, Shuang ; Peng, Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302102.

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2021Diversification benefits in the cryptocurrency market under mild explosivity. (2021). Arvanitis, Stelios ; Anyfantaki, Sofia ; Topaloglou, Nikolas. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:1:p:378-393.

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2022Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks. (2022). Mulvey, John M ; Uysal, Sinem A ; Li, Xiaoyue. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:3:p:1158-1176.

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2022Transparent structured products for retail investors. (2022). Aspara, Jaakko ; Hardoroudi, Nasim Dehghan ; Halme, Merja ; Kallio, Markku. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:2:p:752-767.

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2022Robust international portfolio optimization with worst?case mean?CVaR. (2022). Luan, Fei ; Zhang, Weiguo ; Liu, Yongjun. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:2:p:877-890.

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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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2022The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204.

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2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

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2022Realizing correlations across asset classes. (2022). Elst, Harry Vander ; Olesen, Kasper V ; Lunde, Asger ; Gronborg, Niels S. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000222.

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2022Dynamic optimization for multi-goals wealth management. (2022). Srivastav, Deep ; Radhakrishnan, Anand ; Ostrov, Daniel ; Das, Sanjiv R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621001515.

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2022A stochastic programming model for dynamic portfolio management with financial derivatives. (2022). Varun, Vivek ; Consigli, Giorgio ; Barro, Diana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622000450.

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2022Safe-haven properties of soft commodities during times of Covid-19. (2022). Samitas, Aristeidis ; Syriopoulos, Konstantinos ; Khalid, Ali Awais ; Rubbaniy, Ghulame. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000568.

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2021Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources. (2021). Liu, Wenbin ; Wang, Rui ; Xiao, Helu ; Gao, Meng ; Zhou, Zhongbao. In: Omega. RePEc:eee:jomega:v:104:y:2021:i:c:s0305048321000888.

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2021Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Qureshi, Fiza ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830.

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2021How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period. (2021). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004212.

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2022Credit Default Swaps. (2022). Bomfim, Antulio. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-23.

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2021How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. (2021). Arnaut-Berilo, Almira ; Omanovic, Adna ; Zaimovic, Azra. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:551-:d:679488.

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2021Different Measures of Country Risk: An Application to European Countries. (2021). Ivaldi, Enrico ; Ciacci, Andrea ; Bonatti, Guido. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:19-:d:474295.

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2021The Gouy-Stodola Theorem—From Irreversibility to Sustainability—The Thermodynamic Human Development Index. (2021). Grisolia, Giulia ; Lucia, Umberto. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:7:p:3995-:d:529619.

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2022Multi-Criteria Analysis and Sustainable Accounting. Defining Indices of Sustainability under Choquet’s Integral. (2022). Sica, Francesco ; Guarini, Maria Rosaria ; Tajani, Francesco ; Anelli, Debora ; Ranieri, Rossana. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:5:p:2782-:d:759754.

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2021Measuring the presence of organized crime across Italian provinces: a sensitivity analysis. (2021). Stengos, Thanasis ; Pinar, Mehmet ; Bernardo, Giovanni ; Brunetti, Irene. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:51:y:2021:i:1:d:10.1007_s10657-020-09676-0.

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2022Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis. (2022). Tang, Ying ; Feng, Chen ; Li, Zhiyong. In: Annals of Operations Research. RePEc:spr:annopr:v:315:y:2022:i:1:d:10.1007_s10479-022-04597-4.

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2022Stochastic dominance spanning and augmenting the human development index with institutional quality. (2022). Stengos, Thanasis ; Topaloglou, Nikolas ; Pinar, Mehmet. In: Annals of Operations Research. RePEc:spr:annopr:v:315:y:2022:i:1:d:10.1007_s10479-022-04656-w.

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2021Stochastic dominance efficient sets and stochastic spanning. (2021). Arvanitis, Stelios. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-021-00325-y.

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2022A thermoeconomic indicator for the sustainable development with social considerations. (2022). Grisolia, Giulia ; Fino, Debora ; Lucia, Umberto. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:24:y:2022:i:2:d:10.1007_s10668-021-01518-6.

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2021Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during the pre-COVID-19 and COVID-19 periods. (2021). Neslihanoglu, Serdar. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00247-z.

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2021Investigating seasonality, policy intervention and forecasting in the Indian gold futures market: a comparison based on modeling non-constant variance using two different methods. (2021). Anuradha, N ; Nargunam, Rupel . In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00283-9.

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2022Multi-stage portfolio selection problem with dynamic stochastic dominance constraints. (2022). Ji, Bingbing ; Liu, Jia ; Chen, Zhiping ; Mei, YU. In: Journal of Global Optimization. RePEc:spr:jglopt:v:83:y:2022:i:3:d:10.1007_s10898-021-01113-z.

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2021The Topography and Sources of Multidimensional Poverty in Turkey. (2021). Karahasan, Burhan ; Bilgel, Firat. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:154:y:2021:i:2:d:10.1007_s11205-020-02557-8.

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2021A VEA Benefit-of-the-Doubt Model for the HDI. (2021). Ravanos, Panagiotis ; Karagiannis, Giannis. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:155:y:2021:i:1:d:10.1007_s11205-020-02589-0.

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2022Choquet-Integral Aggregation Method to Aggregate Social Indicators to Account for Interactions: An Application to the Human Development Index. (2022). Pinar, Mehmet. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:159:y:2022:i:1:d:10.1007_s11205-021-02726-3.

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2021New evidence on commodity stocks. (2021). Daskalaki, Charoula. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:811-874.

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2021Time?varying dynamics of expected shortfall in commodity futures markets. (2021). Auer, Benjamin R ; Mehlitz, Julia S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:895-925.

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Works by Nikolas Topaloglou:


YearTitleTypeCited
2015Stochastic Spanning In: Working Papers.
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2019Stochastic Spanning.(2019) In: Journal of Business & Economic Statistics.
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2015Consistent tests for risk seeking behavior: A stochastic dominance approach In: Working Papers.
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2018Spanning Tests for Markowitz Stochastic Dominance In: Papers.
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paper1
2018Spanning Tests for Markowitz Stochastic Dominance.(2018) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 1
paper
2020Spanning tests for Markowitz stochastic dominance.(2020) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 1
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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 another version. Agregated cites: 0
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2010Testing for Stochastic Dominance Efficiency In: Journal of Business & Economic Statistics.
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article38
2005Testing for Stochastic Dominance Efficiency.(2005) In: FAME Research Paper Series.
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This paper has another version. Agregated cites: 38
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2006Testing foe Stochastic Dominance Efficiency.(2006) In: Computing in Economics and Finance 2006.
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2018Diversification, integration and cryptocurrency market In: Working Papers.
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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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article12
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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2020Integrated dynamic models for hedging international portfolio risks In: European Journal of Operational Research.
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article3
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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article21
2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 21
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2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach.(2016) In: Working Papers.
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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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2002CVaR models with selective hedging for international asset allocation In: Journal of Banking & Finance.
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article29
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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article11
2017System stress testing of bank liquidity risk In: Journal of International Money and Finance.
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article2
2012Measuring human development: a stochastic dominance approach In: Working Papers.
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2013Measuring human development: a stochastic dominance approach.(2013) In: Journal of Economic Growth.
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This paper has another version. Agregated cites: 30
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2012Measuring Human Development: A Stochastic Dominance Approach.(2012) In: Working Paper series.
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This paper has another version. Agregated cites: 30
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2020Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach In: MPRA Paper.
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2006A Stochastic Programming Framework for International PortfolioManagement In: Computing in Economics and Finance 2006.
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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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