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 3 5 10 81
Competition in Fund Management and Forward Relative Performance Criteria 0 0 0 6 2 5 10 36
Effective risk aversion in thin risk-sharing markets 0 0 0 27 2 3 9 135
Effective risk aversion in thin risk-sharing markets 0 0 0 8 0 1 6 11
Equilibrium in risk-sharing games 0 0 0 16 2 7 19 61
Equilibrium in risk-sharing games 0 0 0 25 3 3 11 34
Forward Exponential Performances: Pricing and Optimal Risk Sharing 0 0 0 4 1 3 9 56
Nash Equilibria in Optimal Reinsurance Bargaining 0 0 0 45 3 4 12 162
On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets 0 0 0 16 3 3 8 65
On contingent claims pricing in incomplete markets: A risk sharing approach 0 0 0 55 2 4 16 211
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 0 7 0 0 8 15
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 0 7 1 1 5 20
Optimal Investment, Demand and Arbitrage under Price Impact 0 0 0 11 1 2 8 33
Price Impact Under Heterogeneous Beliefs and Restricted Participation 0 0 0 15 2 3 11 62
The pricing of contingent claims and optimal positions in asymptotically complete markets 0 0 0 15 1 2 7 36
Total Working Papers 0 0 0 281 26 46 149 1,018


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 2 3 8 21
Nash equilibria in optimal reinsurance bargaining 0 0 1 3 5 6 13 29
Optimal investment, derivative demand, and arbitrage under price impact 0 0 0 0 1 4 12 23
Partial equilibria with convex capital requirements: existence, uniqueness and stability 0 0 0 16 0 1 6 107
Total Journal Articles 0 0 1 21 8 14 39 180
1 registered items for which data could not be found


Statistics updated 2026-05-06