3
H index
0
i10 index
22
Citations
Michail Anthropelos : Citation Profile
University of Piraeus | RESEARCH PRODUCTION: 5 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2008 - 2022). 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?
| Journals with more than one article published | # docs |
|---|---|
| Mathematical Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 12 |
Recent works citing Michail Anthropelos (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | Forward utility and market adjustments in relative investment-consumption games of many players. (2020). Platonov, Vadim ; Reis, Goncalo Dos . In: Papers. RePEc:arx:papers:2012.01235. Full description at Econpapers || Download paper |
| 2022 | Endogenous inverse demand functions. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2012.08002. Full description at Econpapers || Download paper |
| 2022 | 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 |
| 2022 | Mean Field Portfolio Games with Consumption. (2022). Fu, Guanxing. In: Papers. RePEc:arx:papers:2206.05425. Full description at Econpapers || Download paper |
| 2021 | . Full description at Econpapers || Download paper |
| 2021 | Competitive equilibria in a comonotone market. (2021). Boonen, Tim J ; Wang, Ruodu ; Liu, Fangda. In: Economic Theory. RePEc:spr:joecth:v:72:y:2021:i:4:d:10.1007_s00199-020-01319-4. 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 | 4 |
| 2017 | Equilibrium in risk-sharing games.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2017 | An equilibrium model for spot and forward prices of commodities In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | An Equilibrium Model for Spot and Forward Prices of Commodities.(2018) In: Mathematics of Operations Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 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: Mathematical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2020 | Effective risk aversion in thin risk-sharing markets.(2020) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | 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 | 2 |
| 2020 | Nash equilibria in optimal reinsurance bargaining.(2020) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2020 | Competition in Fund Management and Forward Relative Performance Criteria In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 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 another version. Agregated cites: 0 | paper | |
| 2021 | Optimal investment, derivative demand, and arbitrage under price impact In: Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | Partial equilibria with convex capital requirements: existence, uniqueness and stability In: Annals of Finance. [Full Text][Citation analysis] | article | 3 |
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