From Wikipedia, the free encyclopedia
Ukrainian economist (born 1978)
Yuliy Sannikov (born November 3, 1978) is a
Ukrainian
economist known for his contributions to
mathematical economics,
game theory, and
corporate finance.
Education
He received his
A.B. in mathematics from
Princeton in 2000, he then earned a
Ph.D. in business administration from
Stanford Graduate School of Business in 2004.
[1]
Career
He is an economics professor at the
Stanford Graduate School of Business, and won both the 2015
Fischer Black Prize
[2] and 2016
John Bates Clark Medal.
[3]
[4]
Sannikov is also one of the
few participants to win three gold medals at the
International Mathematical Olympiad.
Publications
- with
Markus K. Brunnermeier: The I Theory of Money.
NBER Working Paper 22533, 2016,
doi:
10.3386/w22533.
- with
Markus K. Brunnermeier: International Credit Flows and Pecuniary Externalities. In.
American Economic Journal: Macroeconomics 7(1), January 2015, 297–338,
doi:
10.1257/mac.20140054.
- with
Markus K. Brunnermeier: A Macroeconomic Model with a Financial Sector.
The American Economic Review 104(2), February 2014, 379–421,
doi:
10.1257/aer.104.2.379.
- with Dilip Abreu: An Algorithm for Two-Player Repeated Games With Perfect Monitoring.
Theoretical Economics 9, 2014, 313–338,
doi:
10.3982/TE1302.
- with
Alex Edmans,
Xavier Gabaix, Tomas Sadzik: Dynamic CEO Compensation.
The Journal of Finance 67(5), October 2012, 1603–1647,
doi:
10.1111/j.1540-6261.2012.01768.x.
- with Eduardo Faingold: Reputation in Continuous-Time Games.
Econometrica 79(3), May 2011, 773–876,
doi:
10.3982/ECTA7377.
- with Andrzej Skrzypacz: The Role of Information in Repeated Games with Frequent Actions.
Econometrica 78(3), May 2010, 847–882,
doi:
10.3982/ECTA6420.
- A Continuous-Time Version of the Principal–Agent Problem.
The Review of Economic Studies 75(3), July 2008, 957–984,
JSTOR
20185061.
- with Andrzej Skrzypacz: Impossibility of Collusion under Imperfect Monitoring with Flexible Production.
The American Economic Review 97(5), December 2007, 1794–1823,
doi:
10.1257/aer.97.5.1794.
- Games with Imperfectly Observable Actions in Continuous Time.
Econometrica 75(5), September 2007, 1285–1329,
doi:
10.1111/j.1468-0262.2007.00795.x.
- with Peter M. DeMarzo: Optimal Security Design and Dynamic Capital Structure in a Continuous-Time Agency Model.
The Journal of Finance 61(6), December 2006, 2681–2724,
doi:
10.1111/j.1540-6261.2006.01002.x.
References
External links
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