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 2 4 5 71
Competition in Fund Management and Forward Relative Performance Criteria 0 0 0 6 0 1 4 24
Effective risk aversion in thin risk-sharing markets 0 0 0 27 0 1 3 126
Effective risk aversion in thin risk-sharing markets 0 0 0 8 0 1 1 5
Equilibrium in risk-sharing games 0 0 1 15 0 1 2 41
Equilibrium in risk-sharing games 0 0 0 25 0 1 2 23
Forward Exponential Performances: Pricing and Optimal Risk Sharing 0 0 1 4 0 1 2 47
Nash Equilibria in Optimal Reinsurance Bargaining 0 0 0 45 0 1 1 150
On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets 0 0 0 16 0 2 2 57
On contingent claims pricing in incomplete markets: A risk sharing approach 0 0 0 55 0 1 1 195
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 0 7 1 3 3 7
Optimal Investment and Equilibrium Pricing under Ambiguity 1 1 1 7 1 2 5 15
Optimal Investment, Demand and Arbitrage under Price Impact 0 0 1 11 0 1 3 25
Price Impact Under Heterogeneous Beliefs and Restricted Participation 0 0 0 15 1 2 2 51
The pricing of contingent claims and optimal positions in asymptotically complete markets 0 0 0 15 1 2 2 29
Total Working Papers 1 1 4 280 6 24 38 866


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 1 1 13
Nash equilibria in optimal reinsurance bargaining 0 0 1 2 0 1 2 14
Optimal investment, derivative demand, and arbitrage under price impact 0 0 0 0 1 2 3 11
Partial equilibria with convex capital requirements: existence, uniqueness and stability 0 0 0 16 0 1 3 101
Total Journal Articles 0 0 1 20 1 5 9 139
1 registered items for which data could not be found


Statistics updated 2025-03-03