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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Michail Anthropelos