Nikolas Topaloglou

Athens University of Economics and Business

Assistant Professor of Finance

76, Patision street

Athens, GR10434

Greece

  • Athens University of Economics and Business

SCHOLARLY PAPERS

12

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19

CROSSREF CITATIONS

3

Scholarly Papers (12)

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1.

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 192 (251,304)
Citation 5

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

2.

Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach

Downloads 192 (251,304)

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, George S. Skiadopoulos and Nikolas Topaloglou
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 192 (251,014)
Citation 8

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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
Charoula Daskalaki, George S. Skiadopoulos, George S. Skiadopoulos and Nikolas Topaloglou
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

3.

Are Stock-Market Anomalies Anomalous After All?

Number of pages: 89 Posted: 19 Feb 2021 Last Revised: 21 Feb 2021
George Chalamandaris, Kuntara Pukthuanthong and Nikolas Topaloglou
Athens University of Economics and Business - Department of Accounting and Finance, University of Missouri, Columbia and Athens University of Economics and Business
Downloads 187 (257,310)

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

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 155 (302,278)

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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 124 (360,034)
Citation 8

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

6.

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 103 (411,154)
Citation 4

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

7.

GDP-Linked Bonds as a New Asset Class

Downloads 100 (419,759)

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 University of Cyprus
Downloads 75 (506,597)

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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 University of Cyprus
Downloads 25 (797,325)

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stochastic spanning, contingent debt, risk premium, diversification

8.

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 99 (422,632)
Citation 1

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

9.

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 University of Cyprus
Downloads 96 (431,202)

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

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 43 (650,707)

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

11.

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 34 (707,087)
Citation 1

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Portfolio Analysis, Stochastic Dominance, Subsampling, 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 30 (735,106)

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