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)

6

H index

6

i10 index

136

Citations

RESEARCH PRODUCTION:

14

Articles

10

Papers

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 8
   Journals where Nikolas Topaloglou has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 14 (9.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pto470
   Updated: 2020-02-08    RAS profile: 2019-02-14    
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Relations with other researchers


Works with:

Skiadopoulos, George (3)

Daskalaki, Charoula (3)

Scaillet, Olivier (2)

Stengos, Thanasis (2)

Pinar, Mehmet (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 (23)

Stengos, Thanasis (18)

agliardi, elettra (13)

Yin, Libo (6)

Agliardi, Elettra (6)

Yazgan, Ege (5)

Fonseca, Raquel (5)

Mehdi, Tahsin (4)

Athanasoglou, Stergios (3)

Zenios, Stavros (3)

Aboura, Sofiane (2)

Cites to:

Fama, Eugene (10)

French, Kenneth (9)

Whang, Yoon-Jae (9)

LINTON, OLIVER (9)

Scaillet, Olivier (7)

Davidson, Russell (7)

Zenios, Stavros (7)

Rochet, Jean (6)

Maasoumi, Esfandiar (6)

Reinhart, Carmen (6)

Kuosmanen, Timo (5)

Main data


Where Nikolas Topaloglou has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
European Journal of Operational Research2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing Nikolas Topaloglou (2018 and 2017)


YearTitle of citing document
2017Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based Scenarios. (2017). Parkes, Andrew J ; Chatsanga, Nonthachote . In: Papers. RePEc:arx:papers:1704.01174.

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2017Model for Constructing an Options Portfolio with a Certain Payoff Function. (2017). Semenov, Mikhail E ; Fatyanova, Margarita E. In: Papers. RePEc:arx:papers:1707.02087.

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2018Multidimensional Inequality Across Three Developed Countries. (2018). Rohde, Nicholas ; Guest, Ross. In: Review of Income and Wealth. RePEc:bla:revinw:v:64:y:2018:i:3:p:576-591.

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2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sang Hoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

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2018Portfolio optimization based on stochastic dominance and empirical likelihood. (2018). Post, Thierry ; Arvanitis, Stelios ; Karabati, Seluk. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:167-186.

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2017Higher-degree stochastic dominance optimality and efficiency. (2017). Fang, YI ; Post, Thierry. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:984-993.

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2018Second-order stochastic dominance constrained portfolio optimization: Theory and computational tests. (2018). Kallio, Markku ; Hardoroudi, Nasim Dehghan. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:2:p:675-685.

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2019The role of bitcoin in well diversified portfolios: A comparative global study. (2019). Moro, Andrea ; Kajtazi, Anton. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:143-157.

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2019A study of first generation commodity indices: Indices based on financial diversification. (2019). Six, Pierre ; Ahn, Jung-Hyun . In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:194-200.

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2019Robust optimization of forecast combinations. (2019). Karabati, Seluk ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:910-926.

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2019Option-Based performance participation. (2019). BERTRAND, Philippe ; Zagst, Rudi ; Kraus, Julia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:44-61.

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2019Risk appetite and the prices of precious metals. (2019). Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:136-153.

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2018Trade credit model with customer balking and asymmetric market information. (2018). Zhang, Baofeng ; Liang, Liang ; Wu, Desheng Dash. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:110:y:2018:i:c:p:31-46.

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2018Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility. (2018). Naifar, Nader. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:72-:d:163414.

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2019Macro Asset Allocation with Social Impact Investments. (2019). Marinelli, Nicoletta ; Giacomini, Emanuela ; Cerqueti, Roy ; Biasin, Massimo ; Riccetti, Luca ; Quaranta, Anna Grazia. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3140-:d:237010.

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2018Is Commodity Index Investing Profitable?. (2018). Prokopczuk, Marcel ; Fethke, Tobias. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-635.

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2019Spillovers entre el S&Poor500 y los principales EMBIG latinoamericanos. (2019). Rios, Cesar Gurrola ; Benavides, Domingo Rodriguez ; Lopez-Herrera, Francisco. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:pnea:p:527-540.

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2017Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood. (2017). Potì, Valerio ; Post, Thierry ; Poti, Valerio. In: Management Science. RePEc:inm:ormnsc:v:63:y:2017:i:1:p:153-165.

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2018Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8.

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2018Corporate hedging: an answer to the “how” question. (2018). Blomvall, Jorgen ; Ekblom, Jonas. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2645-6.

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2019Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns. (2019). Poggi, Marcus ; Silva, Thuener ; Vallado, Davi. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2991-z.

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2019Can commodities dominate stock and bond portfolios?. (2019). Westgaard, Sjur ; Pichler, Alois ; Sonsteng, Tom Erik ; Frydenberg, Stein . In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2996-7.

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2019Stochastic Dominance Approach to Measuring Child Development. (2019). Mehdi, Tahsin. In: Child Indicators Research. RePEc:spr:chinre:v:12:y:2019:i:5:d:10.1007_s12187-018-9597-5.

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2018Quantile forecast combination using stochastic dominance. (2018). Stengos, Thanasis ; Pinar, Mehmet ; Yazgan, Ege M. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1343-1.

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2018A Multicriteria Approach to the Human Development Index Classification. (2018). Carvalhal, Raquel Loureno ; Costa, Helder Gomes ; Pereira, Valdecy. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:136:y:2018:i:2:d:10.1007_s11205-017-1556-x.

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2019Multidimensional Well-Being and Inequality Across the European Regions with Alternative Interactions Between the Well-Being Dimensions. (2019). Pinar, Mehmet. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:144:y:2019:i:1:d:10.1007_s11205-018-2047-4.

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2018Transport infrastructure equities in mixed-asset portfolios: estimating risk with a Garch-Copula CVaR model. (2018). Chakkalakal, Louis ; Li, Wenwei ; Hommel, Ulrich. In: Journal of Property Research. RePEc:taf:jpropr:v:35:y:2018:i:2:p:117-138.

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2018Technology Classification for the Purposes of Futures Studies. (2018). Tochilina, Elena ; Lavrynenko, Alina ; Meissner, Dirk ; Kuzminov, Ilya. In: HSE Working papers. RePEc:hig:wpaper:78sti2018.

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Works by Nikolas Topaloglou:


YearTitleTypeCited
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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2010Testing for Stochastic Dominance Efficiency In: Journal of Business & Economic Statistics.
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article29
2005Testing for Stochastic Dominance Efficiency.(2005) In: FAME Research Paper Series.
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This paper has another version. Agregated cites: 29
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2006Testing foe Stochastic Dominance Efficiency.(2006) In: Computing in Economics and Finance 2006.
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This paper has another version. Agregated cites: 29
paper
2018Diversification, integration and cryptocurrency market In: Working Papers.
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paper2
2017Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance In: Economics Letters.
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article2
2017Testing for prospect and Markowitz stochastic dominance efficiency In: Journal of Econometrics.
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article2
2008A dynamic stochastic programming model for international portfolio management In: European Journal of Operational Research.
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article18
2018Optimal privatization portfolios in the presence of arbitrary risk aversion In: European Journal of Operational Research.
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2012A new country risk index for emerging markets: A stochastic dominance approach In: Journal of Empirical Finance.
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article15
2017Diversification benefits of commodities: A stochastic dominance efficiency approach In: Journal of Empirical Finance.
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article6
2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 6
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2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 6
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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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2008Pricing options on scenario trees In: Journal of Banking & Finance.
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2011Optimizing international portfolios with options and forwards In: Journal of Banking & Finance.
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2017System stress testing of bank liquidity risk In: Journal of International Money and Finance.
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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: 22
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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: 22
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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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