10
H index
11
i10 index
284
Citations
Nikolas Topaloglou : Citation Profile
Athens University of Economics and Business (AUEB) (80% share) | RESEARCH PRODUCTION: 20 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2002 - 2020). 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 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 2 |
| Computing in Economics and Finance 2006 / Society for Computational Economics | 2 |
| Working Papers / Athens University Of Economics and Business, Department of Economics | 2 |
| Papers / arXiv.org | 2 |
Recent works citing Nikolas Topaloglou (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Dynamic robust portfolio selection under market distress. (2024). Olmo, Jose ; Jiang, Yifu ; Atwi, Majed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001602. Full description at Econpapers || Download paper |
| 2023 | Corporate 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. Full description at Econpapers || Download paper |
| 2023 | Incomplete 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. Full description at Econpapers || Download paper |
| 2023 | Uncovering 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. Full description at Econpapers || Download paper |
| 2023 | Does 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. Full description at Econpapers || Download paper |
| 2023 | A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526. Full description at Econpapers || Download paper |
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | Sparse and stable international portfolio optimization and currency risk management. (2023). Ulrych, Urban ; Burkhardt, Raphael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s026156062300150x. Full description at Econpapers || Download paper |
| 2023 | Volatility and returns connectedness in cryptocurrency markets: Insights from graph-based methods. (2023). Bezbradica, Marija ; Mai, Tai Tan ; Ngoc, An Pham ; Crane, Martin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:632:y:2023:i:p1:s0378437123009044. Full description at Econpapers || Download paper |
| 2023 | Robust 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | Let 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. Full description at Econpapers || Download paper |
| 2024 | Poverty alleviation schemes for high escaping poverty probability: Contract-only, compensation, and capacity-building. (2024). Chiu, Chun-Hung ; Huang, Shihao ; Xie, Hang. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:181:y:2024:i:c:s1366554523003526. Full description at Econpapers || Download paper |
| 2023 | Diversification benefits of precious metal markets. (2023). Goutte, Stéphane ; Nguyen, Duc Khuong ; Dinh, Theu ; Topaloglou, Nikolas. In: Working Papers. RePEc:hal:wpaper:halshs-04057273. Full description at Econpapers || Download paper |
| 2023 | Quantile 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. Full description at Econpapers || Download paper |
| 2023 | Multidimensional 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. Full description at Econpapers || Download paper |
| 2023 | Intelligent 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2024 | Hedge and safe haven role of commodities for the US and Chinese equity markets. (2024). Naifar, Nader ; Siddique, Asima ; Mujtaba, Ghulam ; Hussain, Syed Jawad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2381-2414. 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 | 10 |
| 2019 | Stochastic Spanning.(2019) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 | 0 |
| 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: 0 | paper | |
| 2010 | Testing for Stochastic Dominance Efficiency In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 47 |
| 2005 | Testing for Stochastic Dominance Efficiency.(2005) In: FAME Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2006 | Testing foe Stochastic Dominance Efficiency.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2018 | Diversification, integration and cryptocurrency market In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 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 | 28 |
| 2018 | Optimal privatization portfolios in the presence of arbitrary risk aversion In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 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 | 12 |
| 2020 | Integrated dynamic models for hedging international portfolio risks In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
| 2012 | A new country risk index for emerging markets: A stochastic dominance approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 20 |
| 2017 | Diversification benefits of commodities: A stochastic dominance efficiency approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 30 |
| 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: 30 | 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 | 3 |
| 2002 | CVaR models with selective hedging for international asset allocation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 33 |
| 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 | 12 |
| 2017 | System stress testing of bank liquidity risk In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
| 2012 | Measuring human development: a stochastic dominance approach In: Working Papers. [Full Text][Citation analysis] | paper | 31 |
| 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: 31 | 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: 31 | paper | |
| 2020 | Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 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 |
| 2015 | Minimizing bank liquidity risk: evidence from the Lehman crisis In: Eurasian Business Review. [Full Text][Citation analysis] | article | 1 |
| 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 | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team