Nash equilibria in optimal reinsurance bargaining M Anthropelos, TJ Boonen Insurance: Mathematics and Economics 93, 196-205, 2020 | 18 | 2020 |
Competition in fund management and forward relative performance criteria M Anthropelos, T Geng, T Zariphopoulou SIAM Journal on Financial Mathematics 13 (4), 1271-1301, 2022 | 17 | 2022 |
Equilibrium in risk-sharing games M Anthropelos, C Kardaras Finance and Stochastics 21 (3), 815-865, 2017 | 17 | 2017 |
ON AGENT’S AGREEMENT AND PARTIAL‐EQUILIBRIUM PRICING IN INCOMPLETE MARKETS M Anthropelos, G Žitković Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010 | 16 | 2010 |
The effect of market power on risk-sharing M Anthropelos Mathematics and Financial Economics 11 (3), 323-368, 2017 | 14 | 2017 |
Forward exponential performances: Pricing and optimal risk sharing M Anthropelos SIAM Journal on Financial Mathematics 5 (1), 626-655, 2014 | 12 | 2014 |
Optimal investment and equilibrium pricing under ambiguity M Anthropelos, P Schneider arXiv preprint arXiv:2206.10489, 2022 | 8 | 2022 |
A Short Introduction to Credit Default Swaps M Anthropelos Also available at: http://web. xrh. unipi. gr/faculty/anthropelos/CR/Introto …, 2010 | 8 | 2010 |
Partial Equilibria with convex capital requirements: existence, uniqueness and stability M Anthropelos, G Žitković Annals of Finance 6 (1), 107-135, 2010 | 7 | 2010 |
The pricing of contingent claims and optimal positions in asymptotically complete markets M Anthropelos, S Robertson, K Spiliopoulos | 6 | 2017 |
Effective risk aversion in thin risk‐sharing markets M Anthropelos, C Kardaras, G Vichos Mathematical Finance 30 (4), 1565-1590, 2020 | 4 | 2020 |
An equilibrium model for spot and forward prices of commodities M Anthropelos, M Kupper, A Papapantoleon Mathematics of Operations Research 43 (1), 152-180, 2018 | 4 | 2018 |
Price impact under heterogeneous beliefs and restricted participation M Anthropelos, C Kardaras Journal of Economic Theory 215, 105774, 2024 | 2 | 2024 |
Optimal investment, derivative demand, and arbitrage under price impact M Anthropelos, S Robertson, K Spiliopoulos Mathematical Finance 31 (1), 3-35, 2021 | 2 | 2021 |
Long Term Causality in VIX Markets M Anthropelos, C Bouras, ES Malmpanzi Available at SSRN 3203029, 2017 | 2 | 2017 |
On Valuation and Investments of Pension Plans in Discrete Incomplete Markets M Anthropelos, E Blontzou Risks 11 (6), 103, 2023 | 1 | 2023 |
Optimal investment and derivative demand under price impact M ANTHROPELOS, S ROBERTSON, K SPILIOPOULOS arXiv preprint arXiv:1804.09151, 2018 | 1 | 2018 |
Contract pricing and utility sharing M Anthropelos, NE Frangos, SZ Xanthopoulos, AN Yannacopoulos IMA Journal of Management Mathematics 25 (3), 329-352, 2014 | 1 | 2014 |
Strategic Informed Trading and the Value of Private Information M Anthropelos, S Robertson arXiv preprint arXiv:2404.08757, 2024 | | 2024 |
Linear Risk Sharing in Intergenerational Pension M Anthropelos, A Chen, S Vanduffel, M Wilke Available at SSRN 4354498, 2023 | | 2023 |