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 7 76
Competition in Fund Management and Forward Relative Performance Criteria 0 0 0 6 1 3 7 31
Effective risk aversion in thin risk-sharing markets 0 0 0 8 4 5 5 10
Effective risk aversion in thin risk-sharing markets 0 0 0 27 3 5 6 132
Equilibrium in risk-sharing games 0 0 0 25 4 6 8 31
Equilibrium in risk-sharing games 0 0 1 16 9 12 13 54
Forward Exponential Performances: Pricing and Optimal Risk Sharing 0 0 0 4 1 6 6 53
Nash Equilibria in Optimal Reinsurance Bargaining 0 0 0 45 1 5 8 158
On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets 0 0 0 16 2 3 5 62
On contingent claims pricing in incomplete markets: A risk sharing approach 0 0 0 55 5 10 12 207
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 1 7 0 3 5 19
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 0 7 3 4 9 15
Optimal Investment, Demand and Arbitrage under Price Impact 0 0 0 11 5 5 6 31
Price Impact Under Heterogeneous Beliefs and Restricted Participation 0 0 0 15 3 7 9 59
The pricing of contingent claims and optimal positions in asymptotically complete markets 0 0 0 15 2 5 6 34
Total Working Papers 0 0 2 281 45 83 112 972


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 1 5 5 18
Nash equilibria in optimal reinsurance bargaining 0 0 1 3 2 3 9 23
Optimal investment, derivative demand, and arbitrage under price impact 0 0 0 0 3 8 9 19
Partial equilibria with convex capital requirements: existence, uniqueness and stability 0 0 0 16 2 4 5 106
Total Journal Articles 0 0 1 21 8 20 28 166
1 registered items for which data could not be found


Statistics updated 2026-02-12