Michail Anthropelos

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 4

Top Topics

Risk Assessment

Clustering Validity

Top Venues

SIAM J. Financial Math.

Finance Stochastics

Math. Oper. Res.

J. Econ. Theory

Publications

Michail Anthropelos, Constantinos Kardaras
Price impact under heterogeneous beliefs and restricted participation. J. Econ. Theory 215 (2024)
Michail Anthropelos, Tianran Geng, Thaleia Zariphopoulou
Competition in Fund Management and Forward Relative Performance Criteria. SIAM J. Financial Math. 13 (4) (2022)
Michail Anthropelos, Michael Kupper, Antonis Papapantoleon
An Equilibrium Model for Spot and Forward Prices of Commodities. Math. Oper. Res. 43 (1) (2018)
Michail Anthropelos, Constantinos Kardaras
Equilibrium in risk-sharing games. Finance Stochastics 21 (3) (2017)
Michail Anthropelos
Forward Exponential Performances: Pricing and Optimal Risk Sharing. SIAM J. Financial Math. 5 (1) (2014)