Institution: Athens University of Economics
Primary Field: Finance (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 2.18 | 1.68 | 0.00 | 6.37 |
| All Time | 0.00 | 2.85 | 3.69 | 0.00 | 9.72 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 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 |
| 2013 | Measuring human development: a stochastic dominance approach | Journal of Economic Growth | A | 3 |
| 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 |