Michail Anthropelos : Citation Profile


Are you Michail Anthropelos?

University of Piraeus

4

H index

0

i10 index

29

Citations

RESEARCH PRODUCTION:

5

Articles

15

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 1
   Journals where Michail Anthropelos has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 14 (32.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan319
   Updated: 2024-01-16    RAS profile: 2022-08-06    
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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)

Weretka, Marek (6)

Vayanos, Dimitri (6)

Rahi, Rohit (6)

Zigrand, Jean-Pierre (5)

Hugonnier, Julien (5)

Strzalecki, Tomasz (5)

merton, robert (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.org12

Recent works citing Michail Anthropelos (2024 and 2023)


YearTitle of citing document
2023Optimal 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

2023Relative performance criteria of multiplicative form in complete markets. (2023). Tanana, Anastasiya. In: Papers. RePEc:arx:papers:2303.07941.

Full description at Econpapers || Download paper

2023Optimal 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

2023Equilibrium with Heterogeneous Information Flows. (2023). Robertson, Scott. In: Papers. RePEc:arx:papers:2304.01272.

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2023Bowley 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

Works by Michail Anthropelos:


YearTitleTypeCited
2008On Agents Agreement and Partial-Equilibrium Pricing in Incomplete Markets In: Papers.
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paper2
2012On contingent claims pricing in incomplete markets: A risk sharing approach In: Papers.
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paper0
2013Forward Exponential Performances: Pricing and Optimal Risk Sharing In: Papers.
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paper4
2016Equilibrium in risk-sharing games In: Papers.
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paper4
2017Equilibrium in risk-sharing games.(2017) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 4
paper
2017An equilibrium model for spot and forward prices of commodities In: Papers.
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paper1
2016The pricing of contingent claims and optimal positions in asymptotically complete markets In: Papers.
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paper0
2018Effective risk aversion in thin risk-sharing markets In: Papers.
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paper0
2020Effective risk aversion in thin risk?sharing markets.(2020) In: Mathematical Finance.
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This paper has nother 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 nother version. Agregated cites: 0
paper
2023Price Impact Under Heterogeneous Beliefs and Restricted Participation In: Papers.
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paper0
2018Optimal Investment, Demand and Arbitrage under Price Impact In: Papers.
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paper2
2020Nash Equilibria in Optimal Reinsurance Bargaining In: Papers.
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paper3
2020Nash equilibria in optimal reinsurance bargaining.(2020) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2020Competition in Fund Management and Forward Relative Performance Criteria In: Papers.
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paper6
2022Optimal Investment and Equilibrium Pricing under Ambiguity In: Papers.
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paper0
2021Optimal 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
2021Optimal investment, derivative demand, and arbitrage under price impact In: Mathematical Finance.
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article0
2018An Equilibrium Model for Spot and Forward Prices of Commodities In: Mathematics of Operations Research.
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article3
2010Partial equilibria with convex capital requirements: existence, uniqueness and stability In: Annals of Finance.
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article4

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