Michail Anthropelos : Citation Profile


Are you Michail Anthropelos?

University of Piraeus

3

H index

0

i10 index

19

Citations

RESEARCH PRODUCTION:

4

Articles

12

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 1
   Journals where Michail Anthropelos has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 12 (38.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pan319
   Updated: 2021-02-20    RAS profile: 2020-11-07    
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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 (9)

Jouini, Elyès (8)

Vayanos, Dimitri (6)

Aouani, Zaier (6)

Weretka, Marek (5)

Madhavan, Ananth (4)

Abel, Andrew (4)

Rahi, Rohit (4)

Zigrand, Jean-Pierre (4)

Calvet, Laurent (3)

Eisfeldt, Andrea (3)

Main data


Where Michail Anthropelos has published?


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

Recent works citing Michail Anthropelos (2021 and 2020)


YearTitle of citing document
2020Utility-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.

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2020Stability of the indirect utility process. (2020). Mostovyi, Oleksii. In: Papers. RePEc:arx:papers:2002.09445.

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2020Forward BSDEs and backward SPDEs for utility maximization under endogenous pricing. (2020). Stadje, Mitja ; Nguyen, Thai. In: Papers. RePEc:arx:papers:2005.04312.

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2020Forward utilities and Mean-field games under relative performance concerns. (2020). Platonov, Vadim ; Reis, Goncalo Dos. In: Papers. RePEc:arx:papers:2005.09461.

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2020Forward 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.

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

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2020Horizon-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.

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2020Characterizing 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.

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2020Asymptotic 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.

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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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paper5
2016Equilibrium in risk-sharing games In: Papers.
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paper3
2017Equilibrium in risk-sharing games.(2017) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 3
paper
2017An equilibrium model for spot and forward prices of commodities In: Papers.
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paper2
2018An Equilibrium Model for Spot and Forward Prices of Commodities.(2018) In: Mathematics of Operations Research.
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This paper has another version. Agregated cites: 2
article
2016The pricing of contingent claims and optimal positions in asymptotically complete markets In: Papers.
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paper1
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 another version. Agregated cites: 0
article
2019Equilibrium in thin security markets under 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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paper0
2020Nash equilibria in optimal reinsurance bargaining.(2020) In: Insurance: Mathematics and Economics.
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This paper has another version. Agregated cites: 0
article
2020Competition in Fund Management and Forward Relative Performance Criteria In: Papers.
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paper1
2010Partial equilibria with convex capital requirements: existence, uniqueness and stability In: Annals of Finance.
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article3

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