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 0 1 6 72
Competition in Fund Management and Forward Relative Performance Criteria 0 0 0 6 0 2 7 28
Effective risk aversion in thin risk-sharing markets 0 0 0 8 0 0 1 5
Effective risk aversion in thin risk-sharing markets 0 0 0 27 0 0 2 126
Equilibrium in risk-sharing games 0 0 1 16 0 0 2 42
Equilibrium in risk-sharing games 0 0 0 25 2 2 4 25
Forward Exponential Performances: Pricing and Optimal Risk Sharing 0 0 0 4 0 0 1 47
Nash Equilibria in Optimal Reinsurance Bargaining 0 0 0 45 0 0 1 150
On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets 0 0 0 16 0 0 2 57
On contingent claims pricing in incomplete markets: A risk sharing approach 0 0 0 55 0 1 2 196
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 1 7 0 0 3 15
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 0 7 1 2 5 9
Optimal Investment, Demand and Arbitrage under Price Impact 0 0 1 11 1 1 4 26
Price Impact Under Heterogeneous Beliefs and Restricted Participation 0 0 0 15 0 0 2 51
The pricing of contingent claims and optimal positions in asymptotically complete markets 0 0 0 15 0 0 2 29
Total Working Papers 0 0 3 281 4 9 44 878


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 0 1 13
Nash equilibria in optimal reinsurance bargaining 0 1 1 3 0 1 5 18
Optimal investment, derivative demand, and arbitrage under price impact 0 0 0 0 0 0 3 11
Partial equilibria with convex capital requirements: existence, uniqueness and stability 0 0 0 16 0 0 2 101
Total Journal Articles 0 1 1 21 0 1 11 143
1 registered items for which data could not be found


Statistics updated 2025-09-05