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 2017-08-03. Update your information in the RePEc Author Service.

Short-id: pan319

Jump to Journal Articles

Working Papers


  1. Effective risk aversion in thin risk-sharing markets
    Papers, Downloads


  1. An equilibrium model for spot and forward prices of commodities
    Papers, Downloads
  2. Equilibrium in risk-sharing games
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (1)
    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 (1)


  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 (9)

Journal Articles


  1. Partial equilibria with convex capital requirements: existence, uniqueness and stability
    Annals of Finance, 2010, 6, (1), 107-135 Downloads View citations (2)
Page updated 2018-10-17