Loading...

← Back to Leaderboard

Nikolas Topaloglou

Institution: Athens University of Economics

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2002

Most Recent: 2020

RePEc ID: pto470 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 1.01 1.35 0.00 2.35 61%
Last 10 Years 0.00 5.38 3.03 0.67 9.08 86%
All Time 0.00 6.73 5.05 0.87 12.65 88%

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 7.23

Publications (15)

Year Article Journal Tier Authors
2024 Spanning Analysis of Stock Market Anomalies Under Prospect Stochastic Dominance Management Science B 3
2022 Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests Journal of Business & Economic Statistics A 4
2021 Stochastic Bounds for Reference Sets in Portfolio Analysis Management Science B 3
2020 Spanning tests for Markowitz stochastic dominance Journal of Econometrics A 3
2020 Stochastic dominance tests Journal of Economic Dynamics and Control B 2
2019 Stochastic Spanning Journal of Business & Economic Statistics A 4
2017 Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance Economics Letters C 3
2017 System stress testing of bank liquidity risk Journal of International Money and Finance B 3
2017 Testing for prospect and Markowitz stochastic dominance efficiency Journal of Econometrics A 2
2017 Diversification benefits of commodities: A stochastic dominance efficiency approach Journal of Empirical Finance C 3
2013 Measuring human development: a stochastic dominance approach Journal of Economic Growth A 3
2012 A new country risk index for emerging markets: A stochastic dominance approach Journal of Empirical Finance C 5
2011 Optimizing international portfolios with options and forwards Journal of Banking & Finance B 3
2008 Pricing options on scenario trees Journal of Banking & Finance B 3
2002 CVaR models with selective hedging for international asset allocation Journal of Banking & Finance B 3