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 3 12 84
Competition in Fund Management and Forward Relative Performance Criteria 0 0 0 6 1 1 9 37
Effective risk aversion in thin risk-sharing markets 0 0 0 27 2 3 12 138
Effective risk aversion in thin risk-sharing markets 0 0 0 8 1 4 10 15
Equilibrium in risk-sharing games 0 0 0 25 1 1 10 35
Equilibrium in risk-sharing games 0 0 0 16 0 0 20 62
Forward Exponential Performances: Pricing and Optimal Risk Sharing 0 0 0 4 0 0 9 56
Nash Equilibria in Optimal Reinsurance Bargaining 0 0 0 45 0 0 12 162
On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets 0 0 0 16 1 1 9 66
On contingent claims pricing in incomplete markets: A risk sharing approach 0 0 0 55 2 2 17 213
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 0 7 0 0 8 23
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 0 7 0 0 7 16
Optimal Investment, Demand and Arbitrage under Price Impact 0 0 0 11 0 0 7 33
Price Impact Under Heterogeneous Beliefs and Restricted Participation 0 0 0 15 1 2 13 64
The pricing of contingent claims and optimal positions in asymptotically complete markets 0 0 0 15 1 1 8 37
Total Working Papers 0 0 0 281 12 18 163 1,041


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 8 21
Nash equilibria in optimal reinsurance bargaining 0 0 0 3 0 1 15 33
Optimal investment, derivative demand, and arbitrage under price impact 0 0 0 0 1 1 13 24
Partial equilibria with convex capital requirements: existence, uniqueness and stability 0 0 0 16 0 0 7 108
Total Journal Articles 0 0 0 21 1 2 43 186
1 registered items for which data could not be found


Statistics updated 2026-09-10