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 1 6 73
Competition in Fund Management and Forward Relative Performance Criteria 0 0 0 6 0 0 5 28
Effective risk aversion in thin risk-sharing markets 0 0 0 27 1 2 3 128
Effective risk aversion in thin risk-sharing markets 0 0 0 8 1 1 2 6
Equilibrium in risk-sharing games 0 0 0 25 1 1 4 26
Equilibrium in risk-sharing games 0 0 1 16 2 2 4 44
Forward Exponential Performances: Pricing and Optimal Risk Sharing 0 0 0 4 2 2 3 49
Nash Equilibria in Optimal Reinsurance Bargaining 0 0 0 45 2 5 6 155
On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets 0 0 0 16 1 3 5 60
On contingent claims pricing in incomplete markets: A risk sharing approach 0 0 0 55 2 3 5 199
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 0 7 1 3 8 12
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 1 7 3 4 6 19
Optimal Investment, Demand and Arbitrage under Price Impact 0 0 0 11 0 0 2 26
Price Impact Under Heterogeneous Beliefs and Restricted Participation 0 0 0 15 3 4 6 55
The pricing of contingent claims and optimal positions in asymptotically complete markets 0 0 0 15 2 2 4 31
Total Working Papers 0 0 2 281 22 33 69 911


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 2 3 15
Nash equilibria in optimal reinsurance bargaining 0 0 1 3 0 2 7 20
Optimal investment, derivative demand, and arbitrage under price impact 0 0 0 0 2 2 4 13
Partial equilibria with convex capital requirements: existence, uniqueness and stability 0 0 0 16 1 2 3 103
Total Journal Articles 0 0 1 21 5 8 17 151
1 registered items for which data could not be found


Statistics updated 2025-12-06