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.