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Michail Anthropelos

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This is information that was supplied by Michail Anthropelos in registering through RePEc. If you are Michail Anthropelos , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Michail
Middle Name:
Last Name: Anthropelos
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RePEc Short-ID: pan319

Email: [This author has chosen not to make the email address public]
Homepage: http://web.xrh.unipi.gr/faculty/anthropelos/
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Affiliation

Department of Banking and Financial Management
University of Piraeus
Location: Piraeus, Greece
Homepage: http://web.xrh.unipi.gr/
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Postal:
Handle: RePEc:edi:dfpirgr (more details at EDIRC)

Works

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Working papers

  1. Michail Anthropelos, 2012. "Agents' Strategic Behavior in Optimal Risk Sharing," Papers 1206.0384, arXiv.org, revised Mar 2013.
  2. Michail Anthropelos, 2011. "Forward Exponential Performances: Pricing and Optimal Risk Sharing," Papers 1109.3908, arXiv.org, revised Mar 2013.
  3. Michail Anthropelos & Nikolaos E. Frangos & Stylianos Z. Xanthopoulos & Athanasios N. Yannacopoulos, 2008. "On contingent claims pricing in incomplete markets: A risk sharing approach," Papers 0809.4781, arXiv.org, revised Feb 2012.
  4. Michail Anthropelos & Gordan Zitkovic, 2008. "On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets," Papers 0803.2198, arXiv.org.

Articles

  1. Michail Anthropelos & Gordan Žitković, 2010. "Partial equilibria with convex capital requirements: existence, uniqueness and stability," Annals of Finance, Springer, vol. 6(1), pages 107-135, January.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-UPT: Utility Models & Prospect Theory (1) 2012-06-13. Author is listed

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