Michail Anthropelos

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Price impact under heterogeneous beliefs and restricted participation Journal of Economic Theory	2024-01-19	Paper
Optimal investment, derivative demand, and arbitrage under price impact Mathematical Finance	2023-09-27	Paper
Competition in fund management and forward relative performance criteria SIAM Journal on Financial Mathematics	2022-11-04	Paper
Effective risk aversion in thin risk‐sharing markets Mathematical Finance	2021-03-23	Paper
Nash equilibria in optimal reinsurance bargaining Insurance Mathematics & Economics	2020-08-03	Paper
An equilibrium model for spot and forward prices of commodities Mathematics of Operations Research	2020-03-11	Paper
The effect of market power on risk-sharing Mathematics and Financial Economics	2017-11-09	Paper
The pricing of contingent claims and optimal positions in asymptotically complete markets The Annals of Applied Probability	2017-09-15	Paper
Equilibrium in risk-sharing games Finance and Stochastics	2017-07-21	Paper
Forward exponential performances: pricing and optimal risk sharing SIAM Journal on Financial Mathematics	2015-01-20	Paper
Contract pricing and utility sharing IMA Journal of Management Mathematics	2014-06-30	Paper
Partial equilibria with convex capital requirements: existence, uniqueness and stability Annals of Finance	2012-03-08	Paper
On agent's agreement and partial-equilibrium pricing in incomplete markets Mathematical Finance	2010-08-03	Paper

Research outcomes over time

This page was built for person: Michail Anthropelos