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)

8

H index

7

i10 index

170

Citations

RESEARCH PRODUCTION:

20

Articles

15

Papers

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 9
   Journals where Nikolas Topaloglou has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 21 (10.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pto470
   Updated: 2021-03-07    RAS profile: 2020-11-03    
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Relations with other researchers


Works with:

Scaillet, Olivier (5)

Skiadopoulos, George (3)

Daskalaki, Charoula (3)

Pinar, Mehmet (2)

Stengos, Thanasis (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 (29)

Stengos, Thanasis (24)

agliardi, elettra (13)

Mehdi, Tahsin (8)

Agliardi, Elettra (6)

Yin, Libo (6)

Yazgan, Ege (5)

Fonseca, Raquel (5)

Zenios, Stavros (3)

Athanasoglou, Stergios (3)

Ogryczak, Wlodzimierz (2)

Cites to:

Davidson, Russell (18)

Duclos, Jean-Yves (17)

LINTON, OLIVER (16)

Whang, Yoon-Jae (16)

French, Kenneth (13)

Fama, Eugene (13)

Zenios, Stavros (12)

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 Econometrics2
Journal of Empirical Finance2

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

Recent works citing Nikolas Topaloglou (2021 and 2020)


YearTitle of citing document
2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

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2020Portfolio diversification based on stochastic dominance under incomplete probability information. (2020). Kuosmanen, Timo ; Xu, Peng ; Liesio, Juuso. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:2:p:755-768.

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2020Theyre back! Post-financialization diversification benefits of commodities. (2020). Manseau, Guillaume ; Gagnon, Marie-Helene ; Power, Gabriel J. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301599.

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2020Factor based commodity investing. (2020). Tessaromatis, Nikolaos ; Sakkas, Athanasios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300741.

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2020Hedging crash risk in optimal portfolio selection. (2020). Cui, Xueting ; Pei, XI ; Zhu, Wei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301710.

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2020A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice. (2020). Nickel, Stefan ; Dunke, Fabian ; Bakker, Hannah. In: Omega. RePEc:eee:jomega:v:96:y:2020:i:c:s0305048318314002.

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2020Hedging the exchange rate risk for international portfolios. (2020). Liu, Yong Jun ; Zhang, Weiguo ; Yu, Xing ; Wang, Chao. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:173:y:2020:i:c:p:85-104.

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2020Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324.

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2020Dynamic return connectedness across global commodity futures markets: Evidence from time and frequency domains. (2020). Chen, Xiaodan ; Li, Xiafei ; Zhang, Zeming ; Wang, Yilin ; Wei, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319326.

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2020On the investment credentials of Bitcoin: A cross-currency perspective. (2020). Bedi, Prateek ; Nashier, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301722.

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2020A new approach based on BWM and MULTIMOORA methods for calculating semi-human development index: An application for provinces of Iran. (2020). Amini, Mohaddeseh ; Alizadeh, Arash ; Omrani, Hashem. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:70:y:2020:i:c:s0038012118300235.

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2020Which Sustainability Dimensions Affect Credit Risk? Evidence from Corporate and Country-Level Measures. (2020). Razak, Lutfi ; Ng, Adam ; Ibrahim, Mansor H. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:316-:d:459538.

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2020To Rank or Not to Rank with Indices? That Is the Question. (2020). Morse, Stephen. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:14:p:5572-:d:383099.

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2020Poor Residents’ Perceptions of the Impacts of Tourism on Poverty Alleviation: From the Perspective of Multidimensional Poverty. (2020). Voda, Mihai ; Chen, Lijun ; Junchen, Li ; Gan, Chang ; Wang, Kai. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7515-:d:412422.

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2020International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming. (2020). Han, Liyan ; Yin, Libo. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-013-9365-z.

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2021Measuring the presence of organized crime across Italian provinces: a sensitivity analysis. (2021). Stengos, Thanasis ; Pinar, Mehmet ; Brunetti, Irene ; Bernardo, Giovanni. 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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2020Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework. (2020). Turovtseva, Anna ; Sakowski, Pawe. In: Working Papers. RePEc:war:wpaper:2020-41.

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2020On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty. (2020). Stengos, Thanasis ; Pinar, Mehmet ; Topaloglou, Nikolas. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:415-427.

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Works by Nikolas Topaloglou:


YearTitleTypeCited
2015Stochastic Spanning In: Working Papers.
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paper2
2019Stochastic Spanning.(2019) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 2
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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paper0
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: 0
paper
2020Spanning tests for Markowitz stochastic dominance.(2020) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 0
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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paper
2010Testing for Stochastic Dominance Efficiency In: Journal of Business & Economic Statistics.
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article33
2005Testing for Stochastic Dominance Efficiency.(2005) In: FAME Research Paper Series.
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This paper has another version. Agregated cites: 33
paper
2006Testing foe Stochastic Dominance Efficiency.(2006) In: Computing in Economics and Finance 2006.
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This paper has another version. Agregated cites: 33
paper
2018Diversification, integration and cryptocurrency market In: Working Papers.
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paper5
2020Stochastic dominance tests In: Journal of Economic Dynamics and Control.
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article0
2017Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance In: Economics Letters.
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article6
2017Testing for prospect and Markowitz stochastic dominance efficiency In: Journal of Econometrics.
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article3
2008A dynamic stochastic programming model for international portfolio management In: European Journal of Operational Research.
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article20
2018Optimal privatization portfolios in the presence of arbitrary risk aversion In: European Journal of Operational Research.
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article0
2020On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty In: European Journal of Operational Research.
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article1
2020Integrated dynamic models for hedging international portfolio risks In: European Journal of Operational Research.
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article0
2012A new country risk index for emerging markets: A stochastic dominance approach In: Journal of Empirical Finance.
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article17
2017Diversification benefits of commodities: A stochastic dominance efficiency approach In: Journal of Empirical Finance.
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article10
2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 10
paper
2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 10
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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article1
2002CVaR models with selective hedging for international asset allocation In: Journal of Banking & Finance.
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article24
2008Pricing options on scenario trees In: Journal of Banking & Finance.
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article11
2011Optimizing international portfolios with options and forwards In: Journal of Banking & Finance.
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article9
2017System stress testing of bank liquidity risk In: Journal of International Money and Finance.
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article1
2012Measuring human development: a stochastic dominance approach In: Working Papers.
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paper25
2013Measuring human development: a stochastic dominance approach.(2013) In: Journal of Economic Growth.
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This paper has another version. Agregated cites: 25
article
2012Measuring Human Development: A Stochastic Dominance Approach.(2012) In: Working Paper series.
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This paper has another version. Agregated cites: 25
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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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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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