2015年美国金融学会费雪-布莱克奖得主：Yuliy Sannikov
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Yuliy Sannikov selected as 2015 Fischer Black Prize winner
Date Posted: 一月 09, 2015
AFA News
The American Finance Association’s Fischer Black Prize Committee has selected Professor Yuliy Sannikov of Princeton University, as the recipient of the 2015 Fischer Black Prize. The prize is awarded to the person under 40 whose work best exemplifies the Fischer Black hallmark of developing original research that is relevant to finance practice. Professor Sannikov’s work meets this high standard.
Yuliy Sannikov is a Professor of Economics at Princeton University since 2008. He works on a number of topics, including security design, contract theory, macroeconomics with financial frictions, market microstructure and game theory. Much of his work involves models that gain tractability through the use of continuous-time methods and stochastic calculus. Yuliy Sannikov received his B.A.
from Princeton in 2000 and a Ph.D. from Stanford in 2004. He participated in the Review of Economic Studies tour in 2004, was invited to give the annual Schultz lecture at the University of Chicago in 2008, was a Sloan Fellow in 2009-2011, and received the Kiel Excellence Award in Global Economic Affairs in 2014. Besides Princeton, Yuliy Sannikov has taught at MIT, NYU, Harvard, Stanford and UC Berkeley.
Fischer Black Prize是美国金融学会设立的奖项，颁发给40岁以下最杰出的美国金融学家。2015年得主为普林斯顿大学经济系教授Yuliy Sannikov 。Yuliy Sannikov 在斯坦福大学商学院经济系取得博士学位，在就读斯坦福大学之前，他是普林斯顿大学数学系的一位本科生。Yuliy Sannikov在高中时代就显示出极高的学术天分——他在高中连续三年代表乌克兰国家队参加国际中学生数学奥林匹克竞赛，三次获得个人成绩金牌。
Yuliy Sannikov 的主要研究领域包括博弈论、连续时间契约理论、公司金融、宏观金融。
Yuliy Sannikov主页：
http://www.princeton.edu/~sannikov/
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Yuliy Sannikov Princeton University |
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Working Papers
- “Moral Hazard and Long-Run Incentives.”
- “The I-Theory of Money,” with Markus Brunnermeier
- “Learning, Termination and Payout Policy in Dynamic Incentive Contracts,” with Peter DeMarzo
- “Agency Problems, Screening and Increasing Credit Lines.”
- “Efficiency in the Repeated Prisoners’ Dilemma with Private Monitoring,” with Kyna Fong, Olivier Gossner and Johannes Horner
- “Dynamic Contracts: Approximate Efficiency and Flexibility,” with Kyna Fong
- “Repeated Games with Imperfect Monitoring: Connection between Discrete and Continuous Time”
- “Real Options in a Dynamic Agency Model, with Applications to Financial Development, IPOs, and Business Risk,” with Thomas Philippon
- "Competitive Contracting and Employment Dynamics," with Day Manoli
Publications
- “Optimal Security Design and Dynamic Capital Structure in a Continuous-Time Agency Model,” with Peter DeMarzo, Journal of Finance (2006)
- “Games with Imperfectly Observable Actions in Continuous Time,” Econometrica (2007)
- “Impossibility of Collusion under Imperfect Monitoring with Flexible Production,” with Andrzej Skrzypacz, American Economic Review (2007)
- “A Continuous-Time Version of the Principal-Agent Problem,” Review of Economic Studies (2008)
- “The Role of Information in Games with Frequent Actions,” with Andrzej Skrzypacz, online Appendix, Econometrica (2010)
- “Reputation in Continuous-Time Games,” with Eduardo Faingold, online Appendix, Econometrica (2011), 79(3), 773-876
- “Dynamic CEO Compensation,” with Alex Edmans, Xavier Gabaix and Tomasz Sadzik, Journal of Finance (2012), 67(5), 1603-1647
- “An Algorithm for Two-Player Games with Perfect Monitoring,” with Dilip Abreu, forthcoming in Theoretical Economics
- “A Macroeconomic Model with a Financial Sector,” with Markus Brunnermeier, forthcoming in American Economic Review
Survey Articles
- “Dynamic Security Design and Corporate Financing,” forthcoming in Handbook of Economics and Finance, Volume 2
- “Contracts: The Theory of Dynamic Principal-Agent Relationships and the Continuous-Time Approach”
- “Macroeconomics with Financial Frictions” with Markus K. Brunnermeier and Thomas Eisenbach
