Michail Anthropelos : Citation Profile


Are you Michail Anthropelos?

University of Piraeus

3

H index

0

i10 index

22

Citations

RESEARCH PRODUCTION:

5

Articles

14

Papers

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 1
   Journals where Michail Anthropelos has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 14 (38.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan319
   Updated: 2022-08-13    RAS profile: 2022-05-26    
   Missing citations? Add them    Incorrect content? Let us know

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:

Horst, Ulrich (1)

Cites to:

Cornet, Bernard (17)

Aouani, Zaier (9)

Jouini, Elyès (9)

Gopalan, Ramu (8)

Rahi, Rohit (6)

Vayanos, Dimitri (6)

Weretka, Marek (6)

Hugonnier, Julien (5)

Stoll, Hans (5)

Zigrand, Jean-Pierre (5)

Abel, Andrew (4)

Main data


Where Michail Anthropelos has published?


Journals with more than one article published# docs
Mathematical Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org11

Recent works citing Michail Anthropelos (2022 and 2021)


YearTitle of citing document
2022Forward 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

2022Endogenous inverse demand functions. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2012.08002.

Full description at Econpapers || Download paper

2022Optimal 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

2022Mean 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

2021Competitive 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:


YearTitleTypeCited
2008On Agents Agreement and Partial-Equilibrium Pricing in Incomplete Markets In: Papers.
[Full Text][Citation analysis]
paper2
2012On contingent claims pricing in incomplete markets: A risk sharing approach In: Papers.
[Full Text][Citation analysis]
paper0
2013Forward Exponential Performances: Pricing and Optimal Risk Sharing In: Papers.
[Full Text][Citation analysis]
paper4
2016Equilibrium in risk-sharing games In: Papers.
[Full Text][Citation analysis]
paper4
2017Equilibrium 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
2017An equilibrium model for spot and forward prices of commodities In: Papers.
[Full Text][Citation analysis]
paper2
2018An 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
2016The pricing of contingent claims and optimal positions in asymptotically complete markets In: Papers.
[Full Text][Citation analysis]
paper0
2018Effective risk aversion in thin risk-sharing markets In: Papers.
[Full Text][Citation analysis]
paper0
2020Effective risk aversion in thin risk?sharing markets.(2020) In: Mathematical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2020Effective 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
2021Price impact under heterogeneous beliefs and restricted participation In: Papers.
[Full Text][Citation analysis]
paper0
2018Optimal Investment, Demand and Arbitrage under Price Impact In: Papers.
[Full Text][Citation analysis]
paper2
2020Nash Equilibria in Optimal Reinsurance Bargaining In: Papers.
[Full Text][Citation analysis]
paper2
2020Nash equilibria in optimal reinsurance bargaining.(2020) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2020Competition in Fund Management and Forward Relative Performance Criteria In: Papers.
[Full Text][Citation analysis]
paper3
2021Optimal investment, derivative demand, and arbitrage under price impact In: Mathematical Finance.
[Full Text][Citation analysis]
article0
2021Optimal Investment and Equilibrium Pricing under Ambiguity In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper0
2010Partial equilibria with convex capital requirements: existence, uniqueness and stability In: Annals of Finance.
[Full Text][Citation analysis]
article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team