11
H index
11
i10 index
314
Citations
Nikolas Topaloglou : Citation Profile
Athens University of Economics and Business (AUEB) (80% share) | RESEARCH PRODUCTION: 26 Articles 21 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2002 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Nikolas Topaloglou. | Is cited by:
| Cites to:
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Main data
Where Nikolas Topaloglou has published?
| Journals with more than one article published | # docs |
|---|---|
| European Journal of Operational Research | 4 |
| Journal of Banking & Finance | 3 |
| Journal of Econometrics | 2 |
| Journal of Empirical Finance | 2 |
| Journal of Business & Economic Statistics | 2 |
Recent works citing Nikolas Topaloglou (2026 and 2025)
| Year | Title of citing document |
|---|---|
| 2024 | Sizing the bets in a focused portfolio. (2024). Vukcevic, Vuko ; Keser, Robert. In: Papers. RePEc:arx:papers:2402.15588. Full description at Econpapers || Download paper |
| 2025 | Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective. (2025). Xu, Peng. In: Papers. RePEc:arx:papers:2509.22896. Full description at Econpapers || Download paper |
| 2025 | Dynamic spillover analysis between FX and cryptocurrency markets across different market conditions: A quantile VAR approach. (2025). Kim, Young-Sung ; Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001433. Full description at Econpapers || Download paper |
| 2026 | Physical climate risk and banks’ credit risk: Worldwide evidence. (2026). Mansilla-Fernndez, Jos Manuel ; Abinzano, Isabel ; Corredor, Pilar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001901. Full description at Econpapers || Download paper |
| 2025 | Hedging political risk in international portfolios. (2025). Pagliardi, Giovanni ; Lotfi, Somayyeh ; Zenios, Stavros A ; Paparoditis, Efstathios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:629-646. Full description at Econpapers || Download paper |
| 2025 | When EU goes local: An analysis of the alignment between EU and national energy policies and the needs of local energy initiatives. (2025). Sltmo, E ; Liljenfeldt, J ; Gamez, D. H. B., ; Odai, M. In: Energy Policy. RePEc:eee:enepol:v:205:y:2025:i:c:s0301421525001880. Full description at Econpapers || Download paper |
| 2025 | Do structured products improve portfolio performance? A backtesting exercise. (2025). Rockinger, Michael ; Perusset, Florian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001317. Full description at Econpapers || Download paper |
| 2025 | Predicting commodity returns: Time series vs. cross sectional prediction models. (2025). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000194. Full description at Econpapers || Download paper |
| 2025 | True Wealth of Nations: Valuing Resources Beyond GDP as a Framework for Sustainable and Inclusive Economic Policy in the European Union. (2025). Managi, Shunsuke ; HALKOS, GEORGE ; Aslanidis, Panagiotis-Stavros C. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:9:p:257-:d:1742740. Full description at Econpapers || Download paper |
| 2025 | Effects of Civil Wars on the Financial Soundness of Banks: Evidence from Sudan Using Altman’s Models and Stress Testing. (2025). Toumi, Said ; Abuelgasim, Mudathir. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:9:p:476-:d:1733193. Full description at Econpapers || Download paper |
| 2025 | Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China. (2025). Liu, Wenling ; Xu, Fengmin ; Jing, Kui ; Hua, Ziyue. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10677-3. Full description at Econpapers || Download paper |
| 2025 | Multi-Stage International Portfolio Selection with Factor-Based Scenario Tree Generation. (2025). Ji, Bingbing ; Chen, Zhiping ; Mei, YU ; Liu, Jia. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10699-x. Full description at Econpapers || Download paper |
| 2025 | The True Wealth of Greece: An Inclusive Wealth assessment from 1990 to 2020 within the EU Sustainability Agenda. (2025). HALKOS, GEORGE ; Aslanidis, Panagiotis-Stavros. In: MPRA Paper. RePEc:pra:mprapa:125927. Full description at Econpapers || Download paper |
| 2025 | Empirically Implementing a Social Welfare Inference Framework. (2025). Beach, Charles ; Davidson, Russell. In: Working Paper. RePEc:qed:wpaper:1530. Full description at Econpapers || Download paper |
| 2025 | Sparse spanning portfolios and under-diversification with second-order stochastic dominance. (2025). Arvanitis, Stelios. In: Working Paper. RePEc:qed:wpaper:1532. Full description at Econpapers || Download paper |
| 2025 | Norm Constrained Empirical Portfolio Optimization with Stochastic Dominance: Robust Optimization Non-Asymptotics. (2025). Arvanitis, Stelios. In: Working Paper. RePEc:qed:wpaper:1533. Full description at Econpapers || Download paper |
| 2025 | Frequentist Model Averaging with Nash Bargaining: A Stochastic Dominance Approach. (2025). Arvanitis, Stelios. In: Working Paper. RePEc:qed:wpaper:1535. Full description at Econpapers || Download paper |
| 2024 | Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach. (2024). Mba, Jules Clement. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00559-2. Full description at Econpapers || Download paper |
| 2025 | Cross‐Sectoral Crash Risk and Expected Commodity Futures Returns. (2025). Jiang, Ying ; Liu, Xiaoquan ; Lu, Zhenyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1636-1664. Full description at Econpapers || Download paper |
| 2025 | The Determinants of Marginal Convenience Yield in Agricultural Commodity Markets. (2025). Triantafyllou, Athanasios ; Bermpei, Theodora. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:4:p:289-307. Full description at Econpapers || Download paper |
Works by Nikolas Topaloglou:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Stochastic Spanning In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2019 | Stochastic Spanning.(2019) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2015 | Consistent tests for risk seeking behavior: A stochastic dominance approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Spanning Tests for Markowitz Stochastic Dominance In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Spanning Tests for Markowitz Stochastic Dominance.(2018) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | Spanning tests for Markowitz stochastic dominance.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2020 | Spanning analysis of stock market anomalies under Prospect Stochastic Dominance In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Spanning analysis of stock market anomalies under Prospect Stochastic Dominance.(2020) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | Spanning Analysis of Stock Market Anomalies Under Prospect Stochastic Dominance.(2024) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2024 | Sparse spanning portfolios and under-diversification with second-order stochastic dominance In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Sparse spanning portfolios and under-diversification with second-order stochastic dominance.(2024) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | Testing for Stochastic Dominance Efficiency In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 45 |
| 2005 | Testing for Stochastic Dominance Efficiency.(2005) In: FAME Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2006 | Testing foe Stochastic Dominance Efficiency.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2018 | Diversification, integration and cryptocurrency market In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2026 | Natural Hazards and Financial Activity: Evidence from Solar Storms Impact on BTC Mining In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Stochastic dominance tests In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2017 | Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 2017 | Testing for prospect and Markowitz stochastic dominance efficiency In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2008 | A dynamic stochastic programming model for international portfolio management In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 30 |
| 2018 | Optimal privatization portfolios in the presence of arbitrary risk aversion In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 2020 | On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 11 |
| 2020 | Integrated dynamic models for hedging international portfolio risks In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 9 |
| 2012 | A new country risk index for emerging markets: A stochastic dominance approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 22 |
| 2017 | Diversification benefits of commodities: A stochastic dominance efficiency approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 33 |
| 2016 | Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2017 | Is 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. [Full Text][Citation analysis] | article | 5 |
| 2002 | CVaR models with selective hedging for international asset allocation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 36 |
| 2008 | Pricing options on scenario trees In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
| 2011 | Optimizing international portfolios with options and forwards In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2017 | System stress testing of bank liquidity risk In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 2012 | Measuring human development: a stochastic dominance approach In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 2013 | Measuring human development: a stochastic dominance approach.(2013) In: Journal of Economic Growth. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2012 | Measuring Human Development: A Stochastic Dominance Approach.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2024 | Multi-Objective Frequentistic Model Averaging with an Application to Economic Growth In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Diversification benefits of precious metal markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Stochastic Bounds for Reference Sets in Portfolio Analysis In: Management Science. [Full Text][Citation analysis] | article | 6 |
| 2020 | Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | A Stochastic Programming Framework for International PortfolioManagement In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 1 |
| 2022 | Investors’ Behavior in Alternative Asset Classes In: SPOUDAI Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
| 2022 | Stochastic dominance spanning and augmenting the human development index with institutional quality In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
| 2015 | Minimizing bank liquidity risk: evidence from the Lehman crisis In: Eurasian Business Review. [Full Text][Citation analysis] | article | 1 |
| 2008 | Controlling Currency Risk with Options or Forwards In: Springer Optimization and Its Applications. [Citation analysis] | chapter | 0 |
| 2022 | Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2024 | GDP-linked bonds as a new asset class In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Spatial (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. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team