4
H index
0
i10 index
33
Citations
Michail Anthropelos : Citation Profile
University of Piraeus | RESEARCH PRODUCTION: 4 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2008 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michail Anthropelos. | Is cited by:
| Cites to:
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Main data
Where Michail Anthropelos has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 12 |
Recent works citing Michail Anthropelos (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Forward BSDEs and backward SPDEs for utility maximization under endogenous pricing. (2020). Stadje, Mitja ; Nguyen, Thai. In: Papers. RePEc:arx:papers:2005.04312. Full description at Econpapers || Download paper |
| 2023 | Optimal Investment in a Large Population of Competitive and Heterogeneous Agents. (2022). Tangpi, Ludovic ; Zhou, Xuchen. In: Papers. RePEc:arx:papers:2202.11314. Full description at Econpapers || Download paper |
| 2023 | Relative performance criteria of multiplicative form in complete markets. (2023). Tanana, Anastasiya. In: Papers. RePEc:arx:papers:2303.07941. Full description at Econpapers || Download paper |
| 2023 | Optimal Investment in Defined Contribution Pension Schemes with Forward Utility Preferences. (2023). Chong, Wing Fung ; Hin, Kenneth Tsz. In: Papers. RePEc:arx:papers:2303.08462. Full description at Econpapers || Download paper |
| 2024 | Equilibrium with Heterogeneous Information Flows. (2023). Robertson, Scott. In: Papers. RePEc:arx:papers:2304.01272. Full description at Econpapers || Download paper |
| 2023 | Bowley vs. Pareto optima in reinsurance contracting. (2023). Ghossoub, Mario ; Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:382-391. Full description at Econpapers || Download paper |
| 2024 | Bowley solution under the reinsurers default risk. (2024). Zhang, Yiying ; Cheung, Ka Chun ; Chen, Yanhong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:36-61. Full description at Econpapers || Download paper |
| 2024 | Price impact under heterogeneous beliefs and restricted participation. (2024). Kardaras, Constantinos ; Anthropelos, Michail. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001709. Full description at Econpapers || Download paper |
Works by Michail Anthropelos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | On Agents Agreement and Partial-Equilibrium Pricing in Incomplete Markets In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | On contingent claims pricing in incomplete markets: A risk sharing approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Forward Exponential Performances: Pricing and Optimal Risk Sharing In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Equilibrium in risk-sharing games In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Equilibrium in risk-sharing games.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2017 | An equilibrium model for spot and forward prices of commodities In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | The pricing of contingent claims and optimal positions in asymptotically complete markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Effective risk aversion in thin risk-sharing markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Effective risk aversion in thin risk-sharing markets.(2020) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Price Impact Under Heterogeneous Beliefs and Restricted Participation In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Optimal Investment, Demand and Arbitrage under Price Impact In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Nash Equilibria in Optimal Reinsurance Bargaining In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Nash equilibria in optimal reinsurance bargaining.(2020) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2020 | Competition in Fund Management and Forward Relative Performance Criteria In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2022 | Optimal Investment and Equilibrium Pricing under Ambiguity In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Optimal Investment and Equilibrium Pricing under Ambiguity.(2021) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Optimal investment, derivative demand, and arbitrage under price impact In: Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
| 2018 | An Equilibrium Model for Spot and Forward Prices of Commodities In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 3 |
| 2010 | Partial equilibria with convex capital requirements: existence, uniqueness and stability In: Annals of Finance. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team