Nikolas Topaloglou

Statistics and Probability · 2002–2010

A researcher in the Science corpus: 3 papers; trusts 18 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 16 citations into it
• Finance — 14 citations into it
• Economics and Econometrics — 12 citations into it; #16,027 of 23,481 by trust here, #20,730 by citations
• Management Science and Operations Research — 10 citations into it; #8,086 of 11,946 by trust here, #9,931 by citations
• General Decision Sciences — 6 citations into it

Whom Nikolas Topaloglou trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Stanislav Uryasev
2. R. Tyrrell Rockafellar
3. Georg Ch. Pflug
4. Philippe Jorion
5. Jean-David Fermanian
6. Thierry Post
7. Alberto Abadie
8. Edward Carlstein
9. Russell Davidson
10. Xiaohong Chen

Who trusts Nikolas Topaloglou overall

1. Michal Kaut
2. Andrew J. Patton
3. Stein W. Wallace
4. Christian Genest
5. Gery Geenens
6. Hercules Vladimirou
7. Jean-David Fermanian

Papers from Nikolas Topaloglou's perspective

Ordered by how strongly the researchers Nikolas Topaloglou trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimization of conditional value-at risk
2. Conditional Value-at-Risk for General Loss Distributions
3. Mixing: Properties and Examples
4. The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
5. Weak Convergence of Empirical Copula Processes
6. Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
7. Empirical Tests for Stochastic Dominance Efficiency
8. Goodness-of-fit tests for copulas
9. The power of bootstrap and asymptotic tests
10. Stochastic dominance and expected utility: survey and analysis

Their papers

• CVaR models with selective hedging for international asset allocation (2002) — 130 citations
• Testing for Stochastic Dominance Efficiency (2010) — 101 citations
• National Centre of Competence in Research Financial Valuation and Risk Management (2005) — 70 citations