← All authors Nikolas Topaloglou Athens University of Economics and Business (from arXiv:1810.10800, 2018) · ORCID · OpenAlex
30 papers in scope · 29 published · 2 on the econ.EM arXiv · 751 citations · h-index 14 (over the papers listed here)
Papers (3 of 30)
Behavioral personae, narrow framing, and stochastic dominance in the cryptocurrency market
published 2026 · Annals of Operations Research
Asset classes and portfolio diversification: evidence from a stochastic spanning approach
published 2025 · Annals of Operations Research · 2 citations · first circulated 2020
Revisiting Markowitz stochastic dominance in international markets
published 2025 · European Journal of Finance · 1 citations
with Argyro Kofina, Ioannis Psaradellis
Do green bonds provide diversification benefits? The need for tax incentives
published 2025 · Annals of Operations Research · 4 citations
with Ellie Papavassiliou, Stavros A. Zenios
Block empirical likelihood inference for stochastic bounding: large deviations asymptotics under m-dependence
published 2024 · Journal of the Korean Statistical Society
GDP-linked bonds as a new asset class
published 2024 · Quantitative Finance · first circulated 2020
with Ellie Papavassiliou, Stavros A. Zenios
working paper 2024 · arXiv · 1 citations
Stochastic dominance spanning and augmenting the human development index with institutional quality
published 2022 · Annals of Operations Research · 7 citations
Diversification benefits in the cryptocurrency market under mild explosivity
published 2021 · European Journal of Operational Research · 32 citations
Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests
published 2021 · Journal of Business and Economic Statistics · 6 citations
Stochastic dominance tests
published 2020 · Journal of Economic Dynamics and Control · 3 citations
with Mike Tsionas
published 2020 · Management Science · 1 citations
On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty
published 2019 · European Journal of Operational Research · 19 citations
Integrated dynamic models for hedging international portfolio risks
published 2019 · European Journal of Operational Research · 14 citations · first circulated 2017
with Hercules Vladimirou, Stavros A. Zenios
published 2018 · Journal of Econometrics · 7 citations
Stochastic Spanning
published 2017 · Journal of Business and Economic Statistics · 22 citations
Optimal privatization portfolios in the presence of arbitrary risk aversion
published 2017 · European Journal of Operational Research · 2 citations
with George Christodoulakis, Abdulkadir Mohamed
Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance
published 2017 · Economics Letters · 26 citations
Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation
published 2017 · Journal of International Financial Markets Institutions and Money · 18 citations
with Konstantinos Tolikas
Diversification benefits of commodities: A stochastic dominance efficiency approach
published 2017 · Journal of Empirical Finance · 67 citations · first circulated 2015
with Charoula Daskalaki, George Skiadopoulos
Testing for prospect and Markowitz stochastic dominance efficiency
published 2017 · Journal of Econometrics · 18 citations
System stress testing of bank liquidity risk
published 2017 · Journal of International Money and Finance · 11 citations
Minimizing bank liquidity risk: evidence from the Lehman crisis
published 2014 · Eurasian Economic Review · 2 citations
A new country risk index for emerging markets: A stochastic dominance approach
published 2012 · Journal of Empirical Finance · 41 citations
Measuring human development: a stochastic dominance approach
published 2012 · Journal of Economic Growth · 50 citations
Optimizing international portfolios with options and forwards
published 2011 · Journal of Banking & Finance · 41 citations · first circulated 2004
with Hercules Vladimirou, Stavros A. Zenios
Testing for Stochastic Dominance Efficiency
published 2009 · Journal of Business and Economic Statistics · 100 citations · first circulated 2005
Pricing options on scenario trees
published 2007 · Journal of Banking & Finance · 25 citations
with Hercules Vladimirou, Stavros A. Zenios
A dynamic stochastic programming model for international portfolio management
published 2006 · European Journal of Operational Research · 112 citations
with Hercules Vladimirou, Stavros A. Zenios
CVaR models with selective hedging for international asset allocation
published 2002 · Journal of Banking & Finance · 119 citations
with Hercules Vladimirou, Stavros A. Zenios
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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