1

System stress testing of bank liquidity risk

Pagratis, Spyros, Topaloglou, Nikolas, Tsionas, Mike
Journal:
Journal of International Money and Finance
Year:
2017
Language:
english
File:
PDF, 1.75 MB
english, 2017
2

Pricing options on scenario trees

Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios
Journal:
Journal of Banking & Finance
Year:
2008
Language:
english
File:
PDF, 262 KB
english, 2008
9

Testing for Stochastic Dominance Efficiency

Scaillet, Olivier, Topaloglou, Nikolas
Journal:
Journal of Business and Economic Statistics
Year:
2010
Language:
english
File:
PDF, 285 KB
english, 2010
10

Stochastic Spanning

Arvanitis, Stelios, Hallam, Mark, Post, Thierry, Topaloglou, Nikolas
Journal:
Journal of Business and Economic Statistics
Year:
2017
Language:
english
File:
PDF, 772 KB
english, 2017
12

Stochastic Bounds for Portfolio Analysis

Anyfantaki, Sofia, Arvanitis, Stelios, Post, Thierry, Topaloglou, Nikolas
Journal:
SSRN Electronic Journal
Year:
2018
Language:
english
File:
PDF, 512 KB
english, 2018
15

Minimizing bank liquidity risk: evidence from the Lehman crisis

Topaloglou, Nikolas
Journal:
Eurasian Business Review
Year:
2015
Language:
english
File:
PDF, 984 KB
english, 2015
16

Spanning Tests for Markowitz Stochastic Dominance

Arvanitis, Stelios, Scaillet, O., Topaloglou, Nikolas
Journal:
SSRN Electronic Journal
Year:
2018
Language:
english
File:
PDF, 664 KB
english, 2018
21

Testing for prospect and Markowitz stochastic dominance efficiency

Arvanitis, Stelios, Topaloglou, Nikolas
Journal:
Journal of Econometrics
Year:
2017
Language:
english
File:
PDF, 1.30 MB
english, 2017