Access Statistics for Michail Anthropelos

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An equilibrium model for spot and forward prices of commodities 0 0 0 24 1 4 6 77
Competition in Fund Management and Forward Relative Performance Criteria 0 0 0 6 2 5 9 33
Effective risk aversion in thin risk-sharing markets 0 0 0 8 1 5 6 11
Effective risk aversion in thin risk-sharing markets 0 0 0 27 1 5 7 133
Equilibrium in risk-sharing games 0 0 1 16 2 12 15 56
Equilibrium in risk-sharing games 0 0 0 25 0 5 8 31
Forward Exponential Performances: Pricing and Optimal Risk Sharing 0 0 0 4 1 5 7 54
Nash Equilibria in Optimal Reinsurance Bargaining 0 0 0 45 1 4 9 159
On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets 0 0 0 16 0 2 5 62
On contingent claims pricing in incomplete markets: A risk sharing approach 0 0 0 55 0 8 12 207
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 0 7 0 3 8 15
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 0 7 0 0 4 19
Optimal Investment, Demand and Arbitrage under Price Impact 0 0 0 11 1 6 7 32
Price Impact Under Heterogeneous Beliefs and Restricted Participation 0 0 0 15 0 4 8 59
The pricing of contingent claims and optimal positions in asymptotically complete markets 0 0 0 15 1 4 6 35
Total Working Papers 0 0 1 281 11 72 117 983


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Effective risk aversion in thin risk‐sharing markets 0 0 0 2 0 3 5 18
Nash equilibria in optimal reinsurance bargaining 0 0 1 3 1 4 10 24
Optimal investment, derivative demand, and arbitrage under price impact 0 0 0 0 1 7 9 20
Partial equilibria with convex capital requirements: existence, uniqueness and stability 0 0 0 16 0 3 5 106
Total Journal Articles 0 0 1 21 2 17 29 168
1 registered items for which data could not be found


Statistics updated 2026-03-04