Nikolas Topaloglou

Athens University of Economics and Business

Assistant Professor of Finance

76, Patision street

Athens, GR10434

Greece

SCHOLARLY PAPERS

14

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1,909

SSRN CITATIONS
Rank 40,808

SSRN RANKINGS

Top 40,808

in Total Papers Citations

21

CROSSREF CITATIONS

3

Scholarly Papers (14)

1.

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 283 (204,596)

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

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 231 (250,220)
Citation 1

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

Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach

Number of pages: 58 Posted: 02 Nov 2015 Last Revised: 22 Jul 2017
University of Crete, Department of Economics, University of Piraeus, Department of Banking and Financial ManagementQueen Mary, University of London, School of Economics and Finance and Athens University of Economics and Business
Downloads 229 (251,320)
Citation 10

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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
University of Crete, Department of Economics, University of Piraeus, Department of Banking and Financial ManagementQueen Mary, University of London, School of Economics and Finance and Athens University of Economics and Business

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

4.

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 216 (266,693)

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

5.

Diversification, Integration and Cryptocurrency Market

Bank of Greece Working Paper No. 244
Number of pages: 33 Posted: 23 Aug 2022
Sofia Anyfantaki, Stelios Arvanitis and Nikolas Topaloglou
Bank of Greece, Athens University of Economics and Business and Athens University of Economics and Business
Downloads 215 (267,864)
Citation 12

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Cryptocurrencies, Portfolio choice, Second Order Stochastic dominance, Stochastic Spanning, Diversification, Market Integration, Market Segmentation

6.

Spanning analysis of stock market anomalies under Prospect Stochastic Dominance

Swiss Finance Institute Research Paper No. 20-18
Number of pages: 131 Posted: 09 Apr 2020 Last Revised: 06 Feb 2023
Stelios Arvanitis, O. Scaillet and Nikolas Topaloglou
Athens University of Economics and Business - Department of Economics, Swiss Finance Institute - University of Geneva and Athens University of Economics and Business
Downloads 140 (388,532)
Citation 1

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

GDP-Linked Bonds as a New Asset Class

Number of pages: 40 Posted: 22 Jun 2020 Last Revised: 08 Nov 2022
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 Durham University Business School
Downloads 93 (528,297)

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Stochastic Spanning, Contingent Debt, Risk Premium, Diversification

GDP-Linked Bonds as a New Asset Class

Number of pages: 48 Posted: 29 Nov 2021
Nikolas Topaloglou, Ellie Papavassiliou and Stavros A. Zenios
Athens University of Economics and Business, Athens University of Economics and Business - Department of International and European Economic Studies and Durham University Business School
Downloads 43 (794,213)

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stochastic spanning, contingent debt, risk premium, diversification

8.

Integrated Dynamic Models for Hedging International Portfolio Risks

Number of pages: 42 Posted: 18 Mar 2018 Last Revised: 08 Sep 2022
Nikolas Topaloglou, Hercules Vladimirou and Stavros A. Zenios
Athens University of Economics and Business, University of Cyprus and Durham University Business School
Downloads 121 (434,803)
Citation 1

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

9.

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, Swiss Finance Institute - University of Geneva and Athens University of Economics and Business
Downloads 116 (448,668)
Citation 5

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

10.

Diversification Benefits of Precious Metal Markets: A Stochastic Spanning Approach

Number of pages: 33 Posted: 18 Apr 2023
Theu Dinh, Stephane Goutte, Duc Khuong Nguyen and Nikolas Topaloglou
University of Paris-Saclay, University Paris-Saclay, UMI Source, UVSQ, IPAG Business School and Athens University of Economics and Business
Downloads 81 (570,206)

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Precious metals; Stochastic spanning; Optimal portfolio; Diversification benefits; Stochastic dominance

11.

Sparse Spanning Portfolios and Under-Diversification With Second-Order Stochastic Dominance

Swiss Finance Institute Research Paper No. 24-08
Number of pages: 60 Posted: 01 Feb 2024 Last Revised: 06 Feb 2024
Stelios Arvanitis, O. Scaillet and Nikolas Topaloglou
Athens University of Economics and Business - Department of Economics, Swiss Finance Institute - University of Geneva and Athens University of Economics and Business
Downloads 49 (734,309)

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Nonparametric estimation, stochastic dominance, spanning, under-diversification, greedy algorithm, Linear Programming

12.

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 48 (740,752)

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

13.

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 41 (788,977)
Citation 1

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Portfolio Analysis, Stochastic Dominance, Subsampling, Linear Programming

14.

Multi-Objective Frequentistic Model Averaging with an Application to Economic Growth

Number of pages: 35 Posted: 03 May 2024
Athens University of Economics and Business - Department of Economics, Universidad de Sevilla, University of Guelph - Department of Economics and Athens University of Economics and Business
Downloads 3 (1,141,838)

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frequentistic model averaging, Jacknife MA, Mallows MA, multi-objective optimization, stochastic dominance