{"id":20,"date":"2019-07-10T23:46:13","date_gmt":"2019-07-10T20:46:13","guid":{"rendered":"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wpanth\/?page_id=20"},"modified":"2026-02-26T12:40:36","modified_gmt":"2026-02-26T09:40:36","slug":"publications","status":"publish","type":"page","link":"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/?page_id=20","title":{"rendered":"Publications"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"20\" class=\"elementor elementor-20\">\n\t\t\t\t\t\t<div class=\"elementor-inner\">\n\t\t\t\t<div class=\"elementor-section-wrap\">\n\t\t\t\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-aa5ce87 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"aa5ce87\" data-element_type=\"section\" data-settings=\"{&quot;shape_divider_bottom&quot;:&quot;opacity-tilt&quot;}\">\n\t\t\t\t\t<div class=\"elementor-shape elementor-shape-bottom\" data-negative=\"false\">\n\t\t\t<svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" viewBox=\"0 0 2600 131.1\" preserveAspectRatio=\"none\">\n\t<path class=\"elementor-shape-fill\" d=\"M0 0L2600 0 2600 69.1 0 0z\"\/>\n\t<path class=\"elementor-shape-fill\" style=\"opacity:0.5\" d=\"M0 0L2600 0 2600 69.1 0 69.1z\"\/>\n\t<path class=\"elementor-shape-fill\" style=\"opacity:0.25\" d=\"M2600 0L0 0 0 130.1 2600 69.1z\"\/>\n<\/svg>\t\t<\/div>\n\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t\t\t<div class=\"elementor-row\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-0afd117\" data-id=\"0afd117\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-column-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t<div class=\"elementor-widget-wrap\">\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-6f2bc9b5 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"6f2bc9b5\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t\t\t<div class=\"elementor-row\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-ed060f9\" data-id=\"ed060f9\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-column-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t<div class=\"elementor-widget-wrap\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-3604aa1a elementor-widget elementor-widget-shortcode\" data-id=\"3604aa1a\" data-element_type=\"widget\" data-widget_type=\"shortcode.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style type=\"text\/css\">\n.oceanwp-breadcrumb .site-breadcrumbs,.oceanwp-breadcrumb .site-breadcrumbs a{color:#000000}.oceanwp-breadcrumb .site-breadcrumbs a:hover{color:#000000}\n<\/style>\t\t<div class=\"elementor-shortcode\"><span class=\"oceanwp-breadcrumb\"><nav aria-label=\"Breadcrumbs\" class=\"site-breadcrumbs clr\" itemprop=\"breadcrumb\"><ol class=\"trail-items\" itemscope itemtype=\"http:\/\/schema.org\/BreadcrumbList\"><meta name=\"numberOfItems\" content=\"1\" \/><meta name=\"itemListOrder\" content=\"Ascending\" \/><li class=\"trail-item trail-end\" itemprop=\"itemListElement\" itemscope itemtype=\"http:\/\/schema.org\/ListItem\"><a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\" rel=\"home\" aria-label=\"Home\" itemtype=\"http:\/\/schema.org\/Thing\" itemprop=\"item\"><span itemprop=\"name\"><span class=\"icon-home\"><\/span><span class=\"breadcrumb-home has-icon\">Home<\/span><\/span><\/a><meta content=\"1\" itemprop=\"position\" \/><\/li><\/ol><\/nav><\/span><\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-79458cad elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"79458cad\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t\t\t<div class=\"elementor-row\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-1e1a1d45\" data-id=\"1e1a1d45\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-column-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t<div class=\"elementor-widget-wrap\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-1cdb6bf7 elementor-widget elementor-widget-heading\" data-id=\"1cdb6bf7\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Recently, I am interested in <i>pension fund investment and design, non-competitive\/thin financial markets<\/i> and <i>contingent claim equilibrium <\/i><i style=\"font-family: Helvetica, sans-serif; font-size: 18px; font-weight: 100;\">pricing<\/i><span style=\"font-family: Helvetica, sans-serif; font-size: 18px; font-weight: 100;\">. <\/span>All of my works are listed below.<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-7fe8996 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"7fe8996\" data-element_type=\"section\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t\t\t<div class=\"elementor-row\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-a13c802\" data-id=\"a13c802\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-column-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t<div class=\"elementor-widget-wrap\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-2abef48 elementor-widget elementor-widget-accordion\" data-id=\"2abef48\" data-element_type=\"widget\" data-widget_type=\"accordion.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-accordion\" role=\"tablist\">\n\t\t\t\t\t\t\t<div class=\"elementor-accordion-item\">\n\t\t\t\t\t<div id=\"elementor-tab-title-4481\" class=\"elementor-tab-title\" data-tab=\"1\" role=\"tab\" aria-controls=\"elementor-tab-content-4481\" aria-expanded=\"false\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-accordion-icon elementor-accordion-icon-left\" aria-hidden=\"true\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-accordion-icon-closed\"><i class=\"fas fa-plus\"><\/i><\/span>\n\t\t\t\t\t\t\t\t<span class=\"elementor-accordion-icon-opened\"><i class=\"fas fa-minus\"><\/i><\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t<a class=\"elementor-accordion-title\" href=\"\">Working and Submitted Papers<\/a>\n\t\t\t\t\t<\/div>\n\t\t\t\t\t<div id=\"elementor-tab-content-4481\" class=\"elementor-tab-content elementor-clearfix\" data-tab=\"1\" role=\"tabpanel\" aria-labelledby=\"elementor-tab-title-4481\"><ul><li style=\"font-size: 16px;\"><span style=\"font-size: 16px;\">&#8220;<\/span><span style=\"font-size: 16px; font-weight: bold;\"><a href=\"https:\/\/papers.ssrn.com\/abstract=6101886\" target=\"_blank\" rel=\"noopener\">Log-optimality<\/a><\/span><em style=\"font-size: 16px;\"><span style=\"font-size: 16px; font-weight: bold;\"><a href=\"https:\/\/papers.ssrn.com\/abstract=6101886\" target=\"_blank\" rel=\"noopener\"> with Small Endowment Stream<\/a>&#8220;<\/span><\/em>. Joint work with C. Kardaras and C. Stefanakis,\u00a0<span style=\"font-family: Helvetica, sans-serif; font-size: 16px; font-style: normal; font-variant-ligatures: normal; font-variant-caps: normal; font-weight: 100;\">submitted for publication.<\/span><\/li><li><em>&#8220;<b><a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/2025\/05\/Time-Consistency-Pension-Fund-new.pdf\" target=\"_blank\" rel=\"noopener\">Time-consistent Pension Fund Management in Stochastically Changing Markets and Evolving Horizons<\/a>&#8220;<\/b><\/em>. Joint work with E. Blontzou and T. Zariphopoulou.\u00a0<\/li><li><em>&#8220;<a href=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=4839073\"><b>Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs<\/b><\/a>&#8220;<\/em>. Joint work with C. Stefanakis, submitted for publication.<\/li><li><em><a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/2026\/02\/w34896.pdf\"><strong>&#8220;Are Macro Shocks of Second Order?&#8221;<\/strong><\/a>.\u00a0<\/em><span style=\"font-family: Helvetica, sans-serif; font-size: 16px; font-style: normal; font-variant-ligatures: normal; font-variant-caps: normal; font-weight: 100;\">Joint work with J. Hasanhodzic and\u00a0<span style=\"font-family: Helvetica, sans-serif; font-size: 16px; font-style: normal; font-variant-ligatures: normal; font-variant-caps: normal; font-weight: 100;\">L. Kotlikoff<\/span>.<\/span><\/li><\/ul><\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t<div class=\"elementor-accordion-item\">\n\t\t\t\t\t<div id=\"elementor-tab-title-4482\" class=\"elementor-tab-title\" data-tab=\"2\" role=\"tab\" aria-controls=\"elementor-tab-content-4482\" aria-expanded=\"false\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-accordion-icon elementor-accordion-icon-left\" aria-hidden=\"true\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-accordion-icon-closed\"><i class=\"fas fa-plus\"><\/i><\/span>\n\t\t\t\t\t\t\t\t<span class=\"elementor-accordion-icon-opened\"><i class=\"fas fa-minus\"><\/i><\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t<a class=\"elementor-accordion-title\" href=\"\">Published or Accepted Papers<\/a>\n\t\t\t\t\t<\/div>\n\t\t\t\t\t<div id=\"elementor-tab-content-4482\" class=\"elementor-tab-content elementor-clearfix\" data-tab=\"2\" role=\"tabpanel\" aria-labelledby=\"elementor-tab-title-4482\"><ul><li>&#8220;<a href=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=4791504\" target=\"_blank\" rel=\"noopener\"><b><i>Strategic Informed Trading and the Value of Private Information<\/i><\/b><\/a>&#8220;. Joint work with S. Robertson. <strong>Mathematics and Financial Economics<\/strong>, to appear.<\/li><li style=\"font-size: 16px;\"><em style=\"font-size: 16px;\">&#8220;<a style=\"font-size: 16px; transition-property: all;\" href=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=4883838\"><span style=\"font-size: 16px; font-weight: bold;\">On the Expansion of Risk Pooling<\/span><\/a>&#8220;<\/em>. Joint work with R. Feng and S. Kim. <b>Management Science<\/b>, to appear.<\/li><li><a href=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=4488123\" target=\"_blank\" rel=\"noopener\"><b>&#8220;<\/b><\/a><b><a href=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=4488123\" target=\"_blank\" rel=\"noopener\"><i>Linear Risk Sharing in Intergenerational Pension<\/i><\/a>&#8220;<\/b>. Joint work with A. Chen, S. Vanduffel and M. Wilke.<strong> Scandinavian Actuarial Journal<\/strong>, 3, 237-270 (2025).\u00a0<\/li><li style=\"font-size: 16px;\">&#8220;<a href=\"https:\/\/papers.ssrn.com\/abstract=3970575\" target=\"_blank\" rel=\"noopener\"><b><i>Optimal\u00a0Investment and Equiibrium Pricing under Ambiguity<\/i><\/b><\/a>&#8220;, joint work with P. Schneider. <b>Review of Finance<\/b>, Volume 28, Issue 6, 1759\u20131805 (2024).\u00a0<\/li><li style=\"font-size: 16px;\">&#8220;<span style=\"font-size: 16px; font-weight: 600;\"><em style=\"font-size: 16px;\"><a style=\"font-size: 16px;\" href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/2023\/12\/Price-impact_heterogenous-beliefs_as_accepted.pdf\">Price Impact under Heterogeneous Beliefs and Restricted Participation<\/a><\/em><\/span>&#8220;, joint work with C. Kardaras. <span style=\"font-size: 16px; font-weight: bold;\">Journal of Economic Theory<\/span><span style=\"font-size: 16px;\">\u00a0215, January, 105774 (2024).\u00a0<\/span><\/li><li style=\"font-size: 16px;\"><span style=\"font-size: 16px;\"><i style=\"font-size: 16px;\">&#8220;<\/i><em style=\"font-size: 16px;\"><a href=\"https:\/\/www.mdpi.com\/2227-9091\/11\/6\/103\" target=\"_blank\" rel=\"noopener\"><b>On Valuation and Investments of Pension Plans in Discrete Incomplete Markets<\/b><\/a>&#8220;,<\/em><span style=\"font-size: 16px;\"><i style=\"font-size: 16px;\">\u00a0<\/i>joint work with E. Blontzou.\u00a0<b>Risks<\/b> 11(6):103 (2023) (<i>In the Special Issue: Frontiers in Quantitative Finance and Risk Management<\/i>).<br \/><\/span><\/span><\/li><li>&#8220;<b><i><a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/2022\/05\/AnthGenZar22.pdf\">Competition in Fund Management and Forward\u00a0Relative\u00a0Performance Criteria<\/a><\/i><\/b>&#8220;, joint work with T. Geng and T. Zariphopoulou.\u00a0<b>SIAM Journal of Financial Mathematics<\/b>, 13:4, 1271-1301 (2022).\u00a0\u00a0<\/li><li>&#8220;<a style=\"font-style: italic; font-weight: bold;\" href=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=3297530\" target=\"_blank\" rel=\"noopener\">Optimal Investment, Derivative Demand and Arbitrage under Price Impact<\/a>&#8220;, joint work with S. Robertson and K. Spiliopoulos.\u00a0<span style=\"font-family: Helvetica, sans-serif; font-size: 16px; font-style: normal; font-variant-ligatures: normal; font-variant-caps: normal; font-weight: 100;\"><span style=\"font-variant-ligatures: normal; font-variant-caps: normal; font-family: Helvetica, sans-serif; font-size: 16px; font-style: normal; font-weight: 600;\">Mathematical Finance<\/span>, 31, 3-35 (2021). A<\/span>\u00a0video presentation of this work is available <a href=\"http:\/\/www.birs.ca\/events\/2018\/5-day-workshops\/18w5080\/videos\/watch\/201805151243-Anthropelos.html\" target=\"_blank\" rel=\"noopener\"><strong>here<\/strong><\/a>.<\/li><li style=\"font-size: 16px;\"><i style=\"font-size: 16px;\"><span style=\"font-size: 16px;\"><span style=\"font-size: 16px;\">&#8220;<a href=\"https:\/\/arxiv.org\/abs\/1909.01739\" target=\"_blank\" rel=\"noopener\"><b>Nash Equilibria in Optimal Reinsurance Bargaining<\/b><\/a>&#8220;<\/span><\/span>,\u00a0<\/i>joint work with T.J. Boonen<i>,<\/i><span style=\"font-size: 16px;\">\u00a0<b>Insurance: Mathematics and Economics, <\/b>93, 196-205 (2020)<b>.\u00a0<\/b>The final version is available\u00a0<a href=\"https:\/\/arxiv.org\/abs\/1909.01739\" target=\"_blank\" rel=\"noopener\"><b>here<\/b><\/a>.\u00a0<\/span><\/li><li><a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/submitted_papers\/effective_risk_aversion.pdf\" target=\"_blank\" rel=\"noopener\">&#8220;<em><strong>The Effective Risk Aversion in Thin Risk-Sharing Markets<\/strong><\/em><\/a>&#8220;, joint work with C. Kardaras and G. Vichos. <strong>Mathematical Finance<\/strong>,\u00a030, 1565 -1590 (2020). The final version is available <a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/submitted_papers\/effective_risk_aversion.pdf\" target=\"_blank\" rel=\"noopener\"><strong>here<\/strong><\/a>.<\/li><li>&#8220;<a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/published_or_accepted_papers\/commodity_equilibrium_model.pdf\" target=\"_blank\" rel=\"noopener\"><em><strong>An Equilibrium Model for Spot and Forward Prices of Commodities<\/strong><\/em><\/a>&#8220;, joint work with M. Kupper and A. Papapantoleon, <strong>Mathematics of Operations Research<\/strong>, 43 (1), 152-180 (2018). The final version is available <a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/published_or_accepted_papers\/commodity_equilibrium_model.pdf\" target=\"_blank\" rel=\"noopener\"><strong>here<\/strong><\/a>.<\/li><li>&#8220;<a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/published_or_accepted_papers\/equilibrium_in_risk_sharing_games.pdf\" target=\"_blank\" rel=\"noopener\"><em><strong>Equilibrium in Risk-Sharing Games<\/strong><\/em><\/a>&#8220;, joint work with C. Kardaras, <strong>Finance and Stochastics<\/strong> 21, 815-865 (2017). A video presentation of this paper is available <a href=\"http:\/\/www.birs.ca\/events\/2014\/5-day-workshops\/14w5116\/videos\/watch\/201405151101-Anthropelos.html\" target=\"_blank\" rel=\"noopener\"><strong>here<\/strong><\/a> and the published version <a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/published_or_accepted_papers\/equilibrium_in_risk_sharing_games.pdf\" target=\"_blank\" rel=\"noopener\"><strong>here<\/strong><\/a>.<\/li><li>&#8220;<a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/published_or_accepted_papers\/asymptotically_complete_markets.pdf\" target=\"_blank\" rel=\"noopener\"><em><strong>The Pricing of Contingent Claims and Optimal Positions in Asymptotically Complete Markets<\/strong><\/em><\/a>&#8221;, joint work with S. Robertson and K. Spiliopoulos, <strong>Annals of Applied Probability<\/strong> 27 (3), 1778-1830 (2017). The published version is available <a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/published_or_accepted_papers\/asymptotically_complete_markets.pdf\" target=\"_blank\" rel=\"noopener\"><strong>here<\/strong><\/a>.<\/li><li>&#8220;<a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/published_or_accepted_papers\/the_effect_of_market_power_on_risk_sharing.pdf\" target=\"_blank\" rel=\"noopener\"><em><strong>The Effect of Market Power on Risk-Sharing<\/strong><\/em><\/a>&#8220;, <strong>Mathematics and Financial Economics<\/strong> 11 (3), 323-368 (2017). A final version is available <a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/published_or_accepted_papers\/the_effect_of_market_power_on_risk_sharing.pdf\" target=\"_blank\" rel=\"noopener\"><strong>here<\/strong><\/a>.<\/li><li>&#8220;<a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/published_or_accepted_papers\/forward_exponential_performance.pdf\" target=\"_blank\" rel=\"noopener\"><em><strong>Forward Exponential Performance Criteria: Pricing &amp; Optimal Risk Sharing<\/strong><\/em><\/a>&#8220;, <strong>SIAM Journal of Financial Mathematics<\/strong> 5 (1), 626-655 (2014). The final version is available <a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/published_or_accepted_papers\/forward_exponential_performance.pdf\" target=\"_blank\" rel=\"noopener\"><strong>here<\/strong><\/a>.<\/li><li>\u201c<a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/published_or_accepted_papers\/antfraxanyan12.pdf\" target=\"_blank\" rel=\"noopener\"><em><strong>Contract Pricing and Utility Sharing<\/strong><\/em><\/a>\u201d, joint work with Nikolaos E. Frangos, Stylianos Z. Xanthopoulos and Athanasios N. Yannacopoulos, <strong>IMA Journal of Management Mathematics<\/strong> 25 (3): 329-352 (2014).<\/li><li>\u201c<a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/published_or_accepted_papers\/antzit09.pdf\" target=\"_blank\" rel=\"noopener\"><em><strong>Partial Equilibria with Convex Capital Requirements: Existence, Uniqueness and Stability<\/strong><\/em><\/a>\u201d, joint work with Gordan Zitkovic, <strong>Annals of Finance<\/strong> 6, 107-135 (2010).<\/li><li>\u201c<a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/published_or_accepted_papers\/antzit08.pdf\" target=\"_blank\" rel=\"noopener\"><em><strong>On Agents&#8217; Agreement and Partial Equilibrium Pricing in Incomplete Markets<\/strong><\/em><\/a>\u2019\u2019, joint work with Gordan Zitkovic, <strong>Mathematical Finance<\/strong> 20 (3), 411-446 (2010).<\/li><li>A link for my <a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/published_or_accepted_papers\/m.anthropelos_thesis.pdf\" target=\"_blank\" rel=\"noopener\"><strong>Ph.D. Thesis<\/strong><\/a>, for the (really) interested ones.<\/li><\/ul><\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t<div class=\"elementor-accordion-item\">\n\t\t\t\t\t<div id=\"elementor-tab-title-4483\" class=\"elementor-tab-title\" data-tab=\"3\" role=\"tab\" aria-controls=\"elementor-tab-content-4483\" aria-expanded=\"false\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-accordion-icon elementor-accordion-icon-left\" aria-hidden=\"true\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<span class=\"elementor-accordion-icon-closed\"><i class=\"fas fa-plus\"><\/i><\/span>\n\t\t\t\t\t\t\t\t<span class=\"elementor-accordion-icon-opened\"><i class=\"fas fa-minus\"><\/i><\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t<a class=\"elementor-accordion-title\" href=\"\">Articles in Media (all are in greek):<\/a>\n\t\t\t\t\t<\/div>\n\t\t\t\t\t<div id=\"elementor-tab-content-4483\" class=\"elementor-tab-content elementor-clearfix\" data-tab=\"3\" role=\"tabpanel\" aria-labelledby=\"elementor-tab-title-4483\"><ul><li><a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/articles_in_media\/Imhresia24.04.10.pdf\" target=\"_blank\" rel=\"noopener\"><strong>\u03a7\u03c1\u03b7\u03bc\u03b1\u03c4\u03bf\u03bf\u03b9\u03ba\u03bf\u03bd\u03bf\u03bc\u03b9\u03ba\u03ac \u03a0\u03b1\u03c1\u03ac\u03b3\u03c9\u03b3\u03b1: \u0391\u03c3\u03c0\u03af\u03b4\u03b5\u03c2 \u03c0\u03c1\u03bf\u03c3\u03c4\u03b1\u03c3\u03af\u03b1\u03c2 \u03ae \u03cc\u03c0\u03bb\u03b1 \u03bc\u03b1\u03b6\u03b9\u03ba\u03ae\u03c2 \u03ba\u03b1\u03c4\u03b1\u03c3\u03c4\u03c1\u03bf\u03c6\u03ae\u03c2<\/strong><\/a>, \u0397\u03bc\u03b5\u03c1\u03b7\u03c3\u03af\u03b1, 24\/04\/2010.<\/li><li><a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/articles_in_media\/eley8eros_typos_29_5_10.pdf\" target=\"_blank\" rel=\"noopener\"><strong>\u039f\u03b9 \u03ba\u03b5\u03c1\u03b4\u03bf\u03c3\u03ba\u03cc\u03c0\u03bf\u03b9, \u03b7 \u0393\u03b5\u03c1\u03bc\u03b1\u03bd\u03af\u03b1 \u03ba\u03b1\u03b9 \u03c4\u03b1 CDS<\/strong><\/a>, E\u03bb\u03b5\u03cd\u03b8\u03b5\u03c1\u03bf\u03c2 \u03a4\u03cd\u03c0\u03bf\u03c2, 29\/05\/2010.<\/li><li><a href=\"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/wp-content\/uploads\/articles_in_media\/typos_ths_kyriakhs_7_11_10.pdf\" target=\"_blank\" rel=\"noopener\"><strong>\u03a3\u03c7\u03b5\u03c4\u03b9\u03ba\u03ac \u03bc\u03b5 \u03c4\u03bf \u03c7\u03c1\u03bf\u03bd\u03bf\u03b4\u03b9\u03ac\u03b3\u03c1\u03b1\u03bc\u03bc\u03b1 \u03c4\u03bf\u03c5 \u03bc\u03bd\u03b7\u03bc\u03bf\u03bd\u03af\u03bf\u03c5<\/strong><\/a>, \u03a4\u03cd\u03c0\u03bf\u03c2 \u03c4\u03b7\u03c2 \u039a\u03c5\u03c1\u03b9\u03b1\u03ba\u03ae\u03c2, 07\/11\/2010.<\/li><\/ul><\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-8b1b280 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"8b1b280\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t\t\t<div class=\"elementor-row\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-b81f687\" data-id=\"b81f687\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-column-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t<div class=\"elementor-widget-wrap\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-24df3c2 elementor-widget elementor-widget-spacer\" data-id=\"24df3c2\" data-element_type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>Recently, I am interested in pension fund investment and design, non-competitive\/thin financial markets and contingent claim equilibrium pricing. All of my works are listed below. Working and Submitted Papers &#8220;Log-optimality with Small Endowment Stream&#8220;. Joint work with C. Kardaras and C. Stefanakis,\u00a0submitted for publication. &#8220;Time-consistent Pension Fund Management in Stochastically Changing Markets and Evolving Horizons&#8220;. [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"_links":{"self":[{"href":"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/index.php?rest_route=\/wp\/v2\/pages\/20"}],"collection":[{"href":"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=20"}],"version-history":[{"count":312,"href":"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/index.php?rest_route=\/wp\/v2\/pages\/20\/revisions"}],"predecessor-version":[{"id":1398,"href":"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/index.php?rest_route=\/wp\/v2\/pages\/20\/revisions\/1398"}],"wp:attachment":[{"href":"https:\/\/bankfin.unipi.gr\/faculty\/anthropelos\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=20"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}