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 10 82
Competition in Fund Management and Forward Relative Performance Criteria 0 0 0 6 0 2 10 36
Effective risk aversion in thin risk-sharing markets 0 0 0 27 1 3 10 136
Effective risk aversion in thin risk-sharing markets 0 0 0 8 2 2 8 13
Equilibrium in risk-sharing games 0 0 0 25 0 3 11 34
Equilibrium in risk-sharing games 0 0 0 16 0 3 20 62
Forward Exponential Performances: Pricing and Optimal Risk Sharing 0 0 0 4 0 1 9 56
Nash Equilibria in Optimal Reinsurance Bargaining 0 0 0 45 0 3 12 162
On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets 0 0 0 16 0 3 8 65
On contingent claims pricing in incomplete markets: A risk sharing approach 0 0 0 55 0 2 16 211
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 0 7 0 1 9 16
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 0 7 0 4 8 23
Optimal Investment, Demand and Arbitrage under Price Impact 0 0 0 11 0 1 8 33
Price Impact Under Heterogeneous Beliefs and Restricted Participation 0 0 0 15 1 3 12 63
The pricing of contingent claims and optimal positions in asymptotically complete markets 0 0 0 15 0 1 7 36
Total Working Papers 0 0 0 281 5 36 158 1,028


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 2 8 21
Nash equilibria in optimal reinsurance bargaining 0 0 1 3 0 8 15 32
Optimal investment, derivative demand, and arbitrage under price impact 0 0 0 0 0 1 12 23
Partial equilibria with convex capital requirements: existence, uniqueness and stability 0 0 0 16 0 1 7 108
Total Journal Articles 0 0 1 21 0 12 42 184
1 registered items for which data could not be found


Statistics updated 2026-07-10