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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