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CVaR models with selective hed...
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Stochastic process
Theorie
73
Theory
73
Portfolio selection
61
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61
Stochastischer Prozess
37
Public debt
34
Öffentliche Schulden
34
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37
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Topaloglou, Nikolas
27
Zenios, Stauros Andrea
11
Arvanitis, Stelios
9
Consiglio, Andrea
7
Scaillet, Olivier
7
Daskalaki, Charoula
4
Pinar, Mehmet
4
Post, Thierry
4
Stengos, Thanasēs
3
Carollo, Angelo
2
Skiadopoulos, George
2
Skiadopoulos, George S.
2
Tsionas, Efthymios G.
2
Vladimirou, Hercules
2
Agliardi, Elettra
1
Agliardi, Rosella
1
Athanasopoulou, Marialena
1
Bertocchi, Marida
1
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1
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1
Dinh, Theu
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of economic dynamics & control
3
Research paper series / Swiss Finance Institute
3
European journal of operational research : EJOR
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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2
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2
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
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1
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1
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1
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1
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ECONIS (ZBW)
37
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1
Pricing options on scenario trees
Topaloglou, Nikolas
;
Vladimirou, Hercules
;
Zenios, …
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 283-298
Persistent link: https://www.econbiz.de/10003647220
Saved in:
2
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
Saved in:
3
Testing for stochastic dominance efficiency
Scaillet, Olivier
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120505
Saved in:
4
Testing for stochastic dominance efficiency
Scaillet, Olivier
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003078845
Saved in:
5
Spanning analysis of stock market anomalies under prospect stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
70
(
2024
)
9
,
pp. 6002-6025
Persistent link: https://www.econbiz.de/10015137989
Saved in:
6
Measuring human development : a stochastic dominance approach
Pinar, Mehmet
;
Stengos, Thanasēs
;
Topaloglou, Nikolas
-
2012
Persistent link: https://www.econbiz.de/10009571564
Saved in:
7
Testing for stochastic dominance efficiency
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 169-180
Persistent link: https://www.econbiz.de/10003992828
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Measuring human development: a stochastic dominance approach
Pinar, Mehmet
;
Stengos, Thanasēs
;
Topaloglou, Nikolas
- In:
Journal of economic growth
18
(
2013
)
1
,
pp. 69-108
Persistent link: https://www.econbiz.de/10009732439
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