Nikolas Topaloglou

Athens University of Economics and Business

Assistant Professor of Finance

76, Patision street

Athens, GR10434

Greece

SCHOLARLY PAPERS

10

DOWNLOADS

712

SSRN CITATIONS

9

CROSSREF CITATIONS

1

Scholarly Papers (10)

Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach

Number of pages: 58 Posted: 02 Nov 2015 Last Revised: 22 Jul 2017
Charoula Daskalaki, George S. Skiadopoulos and Nikolas Topaloglou
University of Crete, Department of Economics, Queen Mary, University of London, School of Economics and Finance and Athens University of Economics and Business
Downloads 165 (215,573)
Citation 4

Abstract:

Loading...

Alternative asset class, Commodity indices, Portfolio choice, Stochastic dominance

Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach

Journal of Empirical Finance, Vol. 44, 2017
Posted: 22 Jan 2018
Charoula Daskalaki, George S. Skiadopoulos and Nikolas Topaloglou
University of Crete, Department of Economics, Queen Mary, University of London, School of Economics and Finance and Athens University of Economics and Business

Abstract:

Loading...

Alternative Investments, Commodity Indices, Market Integration, Portfolio Choice, Stochastic Dominance

2.

Stochastic Bounds for Reference Sets in Portfolio Analysis

Number of pages: 50 Posted: 31 May 2018 Last Revised: 27 Mar 2020
Stelios Arvanitis, Thierry Post and Nikolas Topaloglou
Athens University of Economics and Business, Graduate School of Business of Nazarbayev University and Athens University of Economics and Business
Downloads 135 (253,931)
Citation 1

Abstract:

Loading...

Portfolio Analysis, Stochastic Dominance, Subsampling, Linear Programming, Enhanced Benchmarking

3.

Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach

Number of pages: 55 Posted: 05 Nov 2020 Last Revised: 30 Dec 2020
Duc Khuong Nguyen, Nikolas Topaloglou and Thomas Walther
IPAG Business School, Athens University of Economics and Business and Utrecht University - School of Economics
Downloads 81 (358,626)

Abstract:

Loading...

Stochastic Dominance, Stochastic Spanning, Commodities, FX, Real Estate, Diversification

4.

Spanning Tests for Markowitz Stochastic Dominance

Swiss Finance Institute Research Paper No. 18-08
Number of pages: 52 Posted: 02 Feb 2018
Stelios Arvanitis, O. Scaillet and Nikolas Topaloglou
Athens University of Economics and Business - Department of Economics, University of Geneva GSEM and GFRI and Athens University of Economics and Business
Downloads 81 (358,626)
Citation 3

Abstract:

Loading...

Saddle-Type Point, Markowitz Stochastic Dominance, Spanning Test, Linear and Mixed integer programming, reverse S-shaped utility

5.

Integrated Dynamic Models for Hedging International Portfolio Risks

Number of pages: 37 Posted: 18 Mar 2018
Nikolas Topaloglou, Hercules Vladimirou and Stavros A. Zenios
Athens University of Economics and Business, University of Cyprus and University of Cyprus
Downloads 71 (386,540)

Abstract:

Loading...

Stochastic Programming, International Portfolios, Currency Hedging, Selective Hedging, Eurozone Crisis, Options Pricing

6.

Are Stock-Market Anomalies Anomalous After All?

Number of pages: 89 Posted: 19 Feb 2021 Last Revised: 21 Feb 2021
Athens University of Economics and Business - Department of Accounting and Finance, University of Missouri, Columbia and Athens University of Economics and Business
Downloads 68 (395,606)

Abstract:

Loading...

Stochastic dominance, stochastic spanning, mean-variance spanning market anomalies.

7.

Spanning analysis of stock market anomalies under Prospect Stochastic Dominance

Swiss Finance Institute Research Paper No. 20-18
Number of pages: 47 Posted: 09 Apr 2020 Last Revised: 03 Nov 2020
Stelios Arvanitis, O. Scaillet and Nikolas Topaloglou
Athens University of Economics and Business - Department of Economics, University of Geneva GSEM and GFRI and Athens University of Economics and Business
Downloads 47 (470,409)
Citation 1

Abstract:

Loading...

Nonparametric test, prospect stochastic dominance efficiency, prospect spanning, market anomaly, Linear Programming.

8.

GDP-Linked Bonds as a New Asset Class

Number of pages: 40 Posted: 22 Jun 2020
Ellie Papavassiliou, Nikolas Topaloglou and Stavros A. Zenios
Athens University of Economics and Business - Department of International and European Economic Studies, Athens University of Economics and Business and University of Cyprus
Downloads 43 (487,461)

Abstract:

Loading...

Stochastic Spanning, Contingent Debt, Risk Premium, Diversification

9.

Technical Appendix of: Stochastic Bounds for Benchmark Sets in Portfolio Analysis

Number of pages: 25 Posted: 23 Jul 2019 Last Revised: 02 Jun 2020
Stelios Arvanitis, Thierry Post and Nikolas Topaloglou
Athens University of Economics and Business, Graduate School of Business of Nazarbayev University and Athens University of Economics and Business
Downloads 16 (641,287)
Citation 1

Abstract:

Loading...

Portfolio Analysis, Stochastic Dominance, Subsampling, Linear Programming

10.

Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests

Number of pages: 38 Posted: 18 Feb 2021
Sofia Anyfantaki, Esfandiar Maasoumi, Jue Ren and Nikolas Topaloglou
Bank of Greece, Emory University, Texas Christian University - M.J. Neeley School of Business and Athens University of Economics and Business
Downloads 5 (723,381)

Abstract:

Loading...

Stochastic dominance; Uniform inefficiency; Contact set; Gaussian process; Block bootstrap; Mutual funds; Optimal portfolio; tests; asset portfolios