Yuliy Sannikov sannikov@econ.berkeley.edu Assistant Professor of Economics University of California, Berkeley Department of Economics 549 Evans Hall #3880 Berkeley, CA 94720-3880 Fax: (510) 642-6615 Academic year 2006-07: on leave Department of Finance, NYU CV

Papers

• “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)
• “A Continuous-Time Version of the Principal-Agent Problem,” forthcoming in Review of Economic Studies
• “Impossibility of Collusion under Imperfect Monitoring with Flexible Production,” with Andrzej Skrzypacz, forthcoming in American Economic Review
• “Agency Problems, Screening and Increasing Credit Lines.”
• “The Role of Information in Games with Frequent Actions,” with Andrzej Skrzypacz, online Appendix
• "Reputation Effects and Degenerate Equilibria in Continuous-Time Games," with Eduardo Faingold
• “Efficiency in the Repeated Prisoners’ Dilemma with Private Monitoring,” with Kyna Fong, Olivier Gossner and Johannes Horner, an old version with partial results is here
• “A Learning Model of Dividend Smoothing,” with Peter DeMarzo, coming soon
• “Real Options in a Dynamic Agency Model, with Applications to Financial Development, IPOs, and Business Risk,” with Thomas Philippon
• “Computing the Efficient Frontier in Discounted Repeated Games,” with Dilip Abreu, coming soon
• "Repeated Games with Imperfect Monitoring: Connection between Discrete and Continuous Time," coming soon
• "Competitive Contracting and Employment Dynamics," with Day Manoli, coming soon

Courses taught

Econ 201A: Microeconomic Theory (fall, 2004 and 2005)
Econ 209A: Game Theory (fall, 2005)
Econ 209B: Repeated Games and Recursive Contracts (spring, 2005)