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Stochastic bounds for reference sets in portfolio analysis

Arvanitis, Stelios; Post, Thierry; Topaloglou, Nikolas - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7737-7754

Persistent link: https://www.econbiz.de/10012815733

GDP-Linked Bonds as a New Asset Class

Topaloglou, Nikolas; Papavassiliou, Ellie; Zenios, … - 2021

We show that GDP-linked bonds can provide diversification benefits to investors. We use a stochastic spanning methodology which makes no assumptions on the distri- butional characteristics of the returns of these novel instruments and test both floaters and linkers. None of these types of...

Persistent link: https://www.econbiz.de/10013312962

Stochastic dominance tests

Topaloglou, Nikolas; Tsionas, Efthymios G. - In: Journal of economic dynamics & control 112 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012502317

Integrated dynamic models for hedging international portfolio risks

Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: European journal of operational research : EJOR 285 (2020) 1, pp. 48-65

Persistent link: https://www.econbiz.de/10012239474

Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance

Pinar, Mehmet; Stengos, Thanasis; Topaloglou, Nikolas - In: Economics letters 161 (2017), pp. 38-42

Persistent link: https://www.econbiz.de/10011903858

Diversification, integration and cryptocurrency market

Anyfantaki, Sofia; Arvanitis, Stelios; Topaloglou, Nikolas - 2018

Persistent link: https://www.econbiz.de/10011855663

Stochastic spanning

Arvanitis, Stelios; Hallam, Mark; Post, Thierry; … - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 573-585

Persistent link: https://www.econbiz.de/10012178998

On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty

Pinar, Mehmet; Stengos, Thanasēs; Topaloglou, Nikolas - In: European journal of operational research : EJOR 281 (2020) 2, pp. 415-427

Persistent link: https://www.econbiz.de/10012153687

System stress testing of bank liquidity risk

Pagratis, Spyros; Topaloglou, Nikolas; Tsionas, Efthymios G. - In: Journal of international money and finance 73 (2017), pp. 22-40

Persistent link: https://www.econbiz.de/10011787700

Optimal privatization portfolios in the presence of arbitrary risk aversion

Christodoulakis, George A.; Mohamed, Abdulkadir; … - In: European journal of operational research : EJOR 265 (2018) 3, pp. 1172-1191

Persistent link: https://www.econbiz.de/10011778940

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