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 23 0 0 4 63
Competition in Fund Management and Forward Relative Performance Criteria 0 0 0 6 2 2 6 19
Effective risk aversion in thin risk-sharing markets 0 0 2 26 0 0 5 114
Effective risk aversion in thin risk-sharing markets 0 8 8 8 0 0 1 1
Equilibrium in risk-sharing games 0 0 0 14 0 0 2 39
Equilibrium in risk-sharing games 0 0 1 25 0 0 4 21
Forward Exponential Performances: Pricing and Optimal Risk Sharing 0 0 0 3 0 0 1 44
Nash Equilibria in Optimal Reinsurance Bargaining 0 0 0 43 0 1 9 142
On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets 0 0 0 15 0 0 1 53
On contingent claims pricing in incomplete markets: A risk sharing approach 0 0 0 52 0 0 4 188
Optimal Investment and Equilibrium Pricing under Ambiguity 0 0 4 4 0 0 3 3
Optimal Investment, Demand and Arbitrage under Price Impact 0 0 1 10 0 0 2 19
Price impact under heterogeneous beliefs and restricted participation 0 0 0 14 0 0 4 46
The pricing of contingent claims and optimal positions in asymptotically complete markets 0 0 0 15 0 0 5 27
Total Working Papers 0 8 16 258 2 3 51 779


Journal Article 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 1 2 3 0 1 4 7
Effective risk aversion in thin risk‐sharing markets 0 0 0 1 0 0 2 7
Nash equilibria in optimal reinsurance bargaining 0 0 0 1 0 0 3 10
Optimal investment, derivative demand, and arbitrage under price impact 0 0 0 0 0 0 3 7
Partial equilibria with convex capital requirements: existence, uniqueness and stability 0 0 1 16 0 0 3 98
Total Journal Articles 0 1 3 21 0 1 15 129


Statistics updated 2022-08-04