3
H index
0
i10 index
19
Citations
University of Piraeus | 3 H index 0 i10 index 19 Citations RESEARCH PRODUCTION: 4 Articles 12 Papers RESEARCH ACTIVITY:
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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: |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 11 |
Year | Title of citing document |
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2020 | Utility-based pricing and hedging of contingent claims in Almgren-Chriss model with temporary price impact. (2019). Nadtochiy, Sergey ; Ekren, Ibrahim. In: Papers. RePEc:arx:papers:1910.01778. Full description at Econpapers || Download paper |
2020 | Stability of the indirect utility process. (2020). Mostovyi, Oleksii. In: Papers. RePEc:arx:papers:2002.09445. Full description at Econpapers || Download paper |
2020 | 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 |
2020 | Forward utilities and Mean-field games under relative performance concerns. (2020). Platonov, Vadim ; Reis, Goncalo Dos. In: Papers. RePEc:arx:papers:2005.09461. Full description at Econpapers || Download paper |
2020 | 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 |
2020 | Endogenous inverse demand functions. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2012.08002. Full description at Econpapers || Download paper |
2020 | Horizon-unbiased investment with ambiguity. (2020). Zhou, Chao ; Sun, Xianming ; Lin, Qian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300646. Full description at Econpapers || Download paper |
2020 | Characterizing optimal allocations in quantile-based risk sharing. (2020). Wei, Yunran ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:288-300. Full description at Econpapers || Download paper |
2020 | Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire. (2020). Mostovyi, Oleksii. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:7:p:4444-4469. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 5 |
2016 | Equilibrium in risk-sharing games In: Papers. [Full Text][Citation analysis] | paper | 3 |
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: 3 | 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 | 1 |
2018 | Effective risk aversion in thin risk-sharing markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Effective risk aversion in thin riskâ€sharing markets.(2020) In: Mathematical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2019 | Equilibrium in thin security markets under 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 | 0 |
2020 | Nash equilibria in optimal reinsurance bargaining.(2020) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2020 | Competition in Fund Management and Forward Relative Performance Criteria In: Papers. [Full Text][Citation analysis] | paper | 1 |
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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