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Title: |
Raffles Professor of Social Sciences / Head |
| Email: |
ecssuny |
Office: |
AS2 06-10 |
| Tel: |
6516 3994 |
Fax: |
6775 2646 |
| Degree: |
PhD, University of Illinois at Urbana-Champaign |
| Homepage: |
www.math.nus.edu.sg/~matsuny/ |
| CV: |
- |
| Teaching Areas: |
Game Theory
Microeconomic Theory
Mathematical Economics
Mathematical Finance
Various courses in mathematics |
| Research Areas: |
Economic Theory
Game Theory
Information Economics
Analysis and Probability Theory |
| Selected Publications: |
- Individual risk and Lebesgue extension without aggregate uncertainty (with Yongchao Zhang), Journal of Economic Theory 144 (2009), 432-443.
- Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case (with Peter Hammond), Economic Theory 36 (2008), 303-325.
- Ex ante efficiency implies incentive compatibility (with Nicholas Yannelis), Economic Theory 36 (2008), 35-55.
- Core, equilibria and incentives in large asymmetric information economies (with Nicholas Yannelis), Games and Economic Behavior 61 (2007), 131-155.
- Perfect competition in asymmetric information economies: compatibility of efficiency and incentives (with Nicholas Yannelis), Journal of Economic Theory 134 (2007), 175-194.
- Existence of independent random matching (with Darrell Duffie), Annals of Applied Probability 17 (2007), 386-419.
- The exact law of large numbers via Fubini extension and characterization of insurable risks, Journal of Economic Theory 126 (2006), 31-69.
- Exact arbitrage, well-diversified portfolios and asset pricing in large markets (with Ali Khan), Journal of Economic Theory 110 (2003), 337-373.
- Non-cooperative games with many players (with Ali Khan), in Handbook of Game Theory with Economic Applications Volume III ( Robert Aumann and Sergiu Hart eds), Elsevier Science, Amsterdam, 2002, pp. 1761-1808.
- Asymptotic arbitrage and the APT with or without measure-theoretic structures (with Ali Khan), Journal of Economic Theory 101 (2001), 222-251.
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