Michail Anthropelos

According to our database, Michail Anthropelos authored at least 5 papers between 2014 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Price impact under heterogeneous beliefs and restricted participation.

Michail Anthropelos, Constantinos Kardaras

J. Econ. Theory, January, 2024

2022

Competition in Fund Management and Forward Relative Performance Criteria.

Michail Anthropelos, Tianran Geng, Thaleia Zariphopoulou

SIAM J. Financial Math., 2022

2018

An Equilibrium Model for Spot and Forward Prices of Commodities.

Michail Anthropelos, Michael Kupper, Antonis Papapantoleon

Math. Oper. Res., 2018

2017

Equilibrium in risk-sharing games.

Michail Anthropelos, Constantinos Kardaras

Finance Stochastics, 2017

2014

Forward Exponential Performances: Pricing and Optimal Risk Sharing.

Michail Anthropelos

SIAM J. Financial Math., 2014