Michail Anthropelos

Available identifiers

zbMath Open anthropelos.michailMaRDI QIDQ666435

List of research outcomes

Publication	Date of Publication	Type
Price impact under heterogeneous beliefs and restricted participation	2024-01-19	Paper
Optimal investment, derivative demand, and arbitrage under price impact	2023-09-27	Paper
Competition in Fund Management and Forward Relative Performance Criteria	2022-11-04	Paper
Effective risk aversion in thin risk‐sharing markets	2021-03-23	Paper
Nash equilibria in optimal reinsurance bargaining	2020-08-03	Paper
An Equilibrium Model for Spot and Forward Prices of Commodities	2020-03-11	Paper
The effect of market power on risk-sharing	2017-11-09	Paper
The pricing of contingent claims and optimal positions in asymptotically complete markets	2017-09-15	Paper
Equilibrium in risk-sharing games	2017-07-21	Paper
Forward Exponential Performances: Pricing and Optimal Risk Sharing	2015-01-20	Paper
Contract pricing and utility sharing	2014-06-30	Paper
Partial equilibria with convex capital requirements: existence, uniqueness and stability	2012-03-08	Paper
ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS	2010-08-03	Paper

Research outcomes over time

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