CURRICULUM VITAE TOPALOGLOU NIKOLAS OFFICE ADDRESS Athens University of Economics and Business Department of International and European Economic Studies 76, Patision Street, GR10434 Athens Tel: + 30 2108203386 E-Mail: nikolas@aueb.gr PERSONAL INFORMATION Date of Birth: August 16, 1973 Nationality: Greek Sex: Male Marital Status: Single EDUCATION Ph.D in Finance, University of Cyprus (2004) Thesis Title: A Stochastic Programming Framework for International Portfolio Management MSc in Decision Sciences, (Honors), Athens University of Economics and Business (2000) Concentration: Financial Engineering and Operations Research MSc in Operations Research, University Paris IX Dauphine (1998) Concentration: Multicriteria Decision Making Bachelor in Electronics and Computer Engineering, Technical University of Crete (1997) Concentration: Communication Networks WORKING EXPERIENCE Assistant professor of Finance, Athens University of Economics and Business (June 2009; -- present). Lecturer in Finance, Athens University of Economics and Business (September 2006 June 2009). 1
Lecturer in Finance, University of Geneva (September 2004 -- September 2005). Research Associate, University of Cyprus, Hermes European Center of Excellence on Computational Finance and Economics (September 2000-September 2004) Development of Stochastic Programming Models for International Portfolio Management. Research Assistant, Athens University of Economics and Business (February-September 1999) In depth analysis undertaken on Inventory Control and Material Management, Multicriteria Methodologies, Logistics Research Assistant, University Paris IX Dauphine (LAMSADE Lab) (March-September 1998) Project regarding the criteria applied by Telecommunication companies in selecting software RESEARCH INTERESTS Stochastic programming, models under uncertainty (applications in finance), computational finance, international investments, option pricing, portfolio theory, stochastic dominance. TEACHING EXPERIENCE Undergraduate: Postgraduate: Introduction to Finance, Portfolio Management Derivatives, Financial Theory, Credit Risk Management MAIN PUBLICATIONS: CVaR models with selective hedging for international asset allocation, Journal of Banking and Finance, vol. 26, 2002, pp. 1535-1561, (with H. Vladimirou, and S.A. Zenios). Dynamic stochastic programming models for international portfolio management, European Journal Of Operations Research, vol. 185, 2007, pp. 1501-1525, (with H. Vladimirou, and S.A. Zenios). Pricing options on scenario trees, Journal of Banking and Finance vol. 32(2), 2008, pp. 283-298, (with H. Vladimirou, and S.A. Zenios). Hedging the currency risk using currency options, in Handbook of Financial Engineering, 2008, Springer, (with H. Vladimirou, and S.A. Zenios). Testing for Stochastic Dominance Efficiency, Journal of Business and Economic Statistics, vol. 28 (1), 2010, pp. 169-180, (with O. Scaillet). 2
Risk management for international investment portfolios using forward contracts and options, (forthcoming, Journal of Banking and Finance), (with H. Vladimirou, and S.A. Zenios). WORKING PAPERS: Testing for preference orderings efficiency, (with S. Ortobelli) Portfolio choices depending on a reward measure, a dispersion measure and other parameters, (with S. Ortobelli) On the optimal construction of the human development index, (with Th. Stengos) Designing options of hedging international portfolios Dynamic management of portfolio of real options, (with N. Lampertides and L. Trigeorgis). REFEREEING Review of research papers for Journal of Economic Dynamics and Control, Computational Management Science, Journal of Business Finance and Accounting, European Journal of Operations Research INVITED PRESENTATIONS Invited research seminars given at University Carlos III, Reading University (ISMA Center), University of Geneva, Free University of Bruxelles, Erasmus University Rotterdam, University of Perugia, University of Bergamo, University of Piraeus. CONFERENCE PRESENTATIONS XXXI Meeting of the EURO Working Group on Financial Modeling (November 2002, Cyprus) EUMOptFin: The Technology of Asset and Liability Modeling (January 2003, Austria) 6 th Hellenic European Research on Computer Mathematics and its Applications (September 2003, Greece) EUMOptFin: Mathematical Optimization Models for Financial Institutions (November 2003, Cyprus) European Financial Management Association (EFMA) (June 2004, Switzerland) 3
XXXVII Meeting of the EURO Working Group on Financial Modeling (May 2005, Italy) CIM Conference on Optimization in Finance (July 2005, Portugal) International Conference of Computational Methods in Sciences and Engineering (Loutraki, October 2005, Greece) Euroconference Series in Quantitative Economics and Econometrics (EC) 2 (Istanbul, December 2005, Turkey) Computational and Financial Econometrics (CFE'07) (Geneva, June 2007, Switzerland) Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF) (April 2008, Venice, Italy) 5 th Conference on International Finance (IFC5) (March 2009, Tunisia) PROFESSIONAL SOCIETIES Member: American Finance Association (AFA) Member: Institute of Operations Research and Management Science (INFORMS) LANGUAGES Greek English French Italian Native Speaker Fluent (MSc conducted in English) Fluent (MSc conducted in French) Fluent 4
REFERENCES STAVROS A. ZENIOS (Ph.D Advisor) HERCULES VLADIMIROU (Ph.D Advisor) Department of Public and Business Administration Department of Public and Business Administration University Of Cyprus (Rector) University Of Cyprus Senior Fellow hercules@ucy.ac.cy The Wharton Financial Institutions Center tel: +357 22 892463 The Wharton School, Univ. of Pensylvania zenios.stavros@ucy.ac.cy tel: +357 22 892498 LENOS TRIGEORGIS ALEX MICHAELIDES Department of Public and Business Administration Department of Economics University Of Cyprus London School of Economics Houghton Street, WC2A 2AE lenos@ucy.ac.cy A.Michaelides@lse.ac.uk tel: +357 22 892476 tel: +44 (0)20 7955 6857 THANASIS STENGOS OLIVIER SCAILLET Department of Economics HEC Genève UNI Mail University of Guelph Faculté des SES Guelph, Ontario, N1G 2W1 University of Geneva tstengos@uoguelph.ca olivier.scaillet@hec.unige.ch tel: (519) 824-4120 ext 53917 tel. ++ 41 22 379 81 03 5