Economics at your fingertips  

Details about Michail Anthropelos

Workplace:Department of Banking and Financial Management, University of Piraeus, (more information at EDIRC)

Access statistics for papers by Michail Anthropelos.

Last updated 2020-11-07. Update your information in the RePEc Author Service.

Short-id: pan319

Jump to Journal Articles

Working Papers


  1. Competition in Fund Management and Forward Relative Performance Criteria
    Papers, Downloads View citations (1)
  2. Nash Equilibria in Optimal Reinsurance Bargaining
    Papers, Downloads
    See also Journal Article in Insurance: Mathematics and Economics (2020)


  1. Equilibrium in thin security markets under restricted participation
    Papers, Downloads


  1. Effective risk aversion in thin risk-sharing markets
    Papers, Downloads View citations (2)
    See also Journal Article in Mathematical Finance (2020)
  2. Optimal Investment, Demand and Arbitrage under Price Impact
    Papers, Downloads View citations (2)


  1. An equilibrium model for spot and forward prices of commodities
    Papers, Downloads View citations (1)
    See also Journal Article in Mathematics of Operations Research (2018)
  2. Equilibrium in risk-sharing games
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (5)
    Also in Papers, (2016) Downloads View citations (1)


  1. The pricing of contingent claims and optimal positions in asymptotically complete markets
    Papers, Downloads View citations (1)


  1. Forward Exponential Performances: Pricing and Optimal Risk Sharing
    Papers, Downloads View citations (4)


  1. On contingent claims pricing in incomplete markets: A risk sharing approach
    Papers, Downloads


  1. On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets
    Papers, Downloads View citations (10)

Journal Articles


  1. Effective risk aversion in thin risk‐sharing markets
    Mathematical Finance, 2020, 30, (4), 1565-1590 Downloads
    See also Working Paper (2018)
  2. Nash equilibria in optimal reinsurance bargaining
    Insurance: Mathematics and Economics, 2020, 93, (C), 196-205 Downloads
    See also Working Paper (2020)


  1. An Equilibrium Model for Spot and Forward Prices of Commodities
    Mathematics of Operations Research, 2018, 43, (1), 152-180 Downloads View citations (2)
    See also Working Paper (2017)


  1. Partial equilibria with convex capital requirements: existence, uniqueness and stability
    Annals of Finance, 2010, 6, (1), 107-135 Downloads View citations (3)
Page updated 2021-06-07