1

System stress testing of bank liquidity risk

Pagratis, Spyros, Topaloglou, Nikolas, Tsionas, Mike
Journal:
Journal of International Money and Finance
Année:
2017
Langue:
english
Fichier:
PDF, 1.75 MB
english, 2017
2

Pricing options on scenario trees

Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios
Journal:
Journal of Banking & Finance
Année:
2008
Langue:
english
Fichier:
PDF, 262 KB
english, 2008
4

Optimizing international portfolios with options and forwards

Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios
Journal:
Journal of Banking & Finance
Année:
2011
Langue:
english
Fichier:
PDF, 1.11 MB
english, 2011
6

Testing for Stochastic Dominance Efficiency

Scaillet, Olivier, Topaloglou, Nikolas
Journal:
Journal of Business and Economic Statistics
Année:
2010
Langue:
english
Fichier:
PDF, 285 KB
english, 2010
10

Measuring human development: a stochastic dominance approach

Mehmet Pinar, Thanasis Stengos, Nikolas Topaloglou
Journal:
Journal of Economic Growth
Année:
2013
Langue:
english
Fichier:
PDF, 403 KB
english, 2013
12

Minimizing bank liquidity risk: evidence from the Lehman crisis

Topaloglou, Nikolas
Journal:
Eurasian Business Review
Année:
2015
Langue:
english
Fichier:
PDF, 984 KB
english, 2015
13

Testing for prospect and Markowitz stochastic dominance efficiency

Arvanitis, Stelios, Topaloglou, Nikolas
Journal:
Journal of Econometrics
Année:
2017
Langue:
english
Fichier:
PDF, 1.30 MB
english, 2017
16

Stochastic Spanning

Arvanitis, Stelios, Hallam, Mark, Post, Thierry, Topaloglou, Nikolas
Journal:
Journal of Business and Economic Statistics
Année:
2017
Langue:
english
Fichier:
PDF, 772 KB
english, 2017
18

Spanning Tests for Markowitz Stochastic Dominance

Arvanitis, Stelios, Scaillet, O., Topaloglou, Nikolas
Journal:
SSRN Electronic Journal
Année:
2018
Langue:
english
Fichier:
PDF, 664 KB
english, 2018
19

Stochastic Bounds for Portfolio Analysis

Anyfantaki, Sofia, Arvanitis, Stelios, Post, Thierry, Topaloglou, Nikolas
Journal:
SSRN Electronic Journal
Année:
2018
Langue:
english
Fichier:
PDF, 512 KB
english, 2018
21

Stochastic dominance tests

Topaloglou, Nikolas, Tsionas, Mike G.
Journal:
Journal of Economic Dynamics and Control
Année:
2020
Fichier:
PDF, 1006 KB
2020