Department of Economics

Faculty of Arts and Social Sciences

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SUN Yeneng
Title: Raffles Professor of Social Sciences
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:
  1. Large games with a bio-social typology (with Khan MA, Rath KP, Yu HM), Journal of Economic Theory 148 (2013), 1122-1149.

  2. Existence, incentive compatibility and efficiency of the rational expectations equilibrium (with Wu L, Yannelis NC), Games and Economic Behavior 76 (2012), 329-339.

  3. The exact law of large numbers for independent random matching (with Darrell Duffie), Journal of Economic Theory 147 (2012), 1105-1139.

  4. Individual risk and Lebesgue extension without aggregate uncertainty (with Yongchao Zhang), Journal of Economic Theory 144 (2009), 432-443.

  5. Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case (with Peter Hammond), Economic Theory 36 (2008), 303-325.

  6. Core, equilibria and incentives in large asymmetric information economies (with Nicholas Yannelis), Games and Economic Behavior 61 (2007), 131-155.

  7. Perfect competition in asymmetric information economies: compatibility of efficiency and incentives (with Nicholas Yannelis), Journal of Economic Theory 134 (2007), 175-194.

  8. Existence of independent random matching (with Darrell Duffie), Annals of Applied Probability 17 (2007), 386-419.

  9. The exact law of large numbers via Fubini extension and characterization of insurable risks, Journal of Economic Theory 126 (2006), 31-69.

  10. Exact arbitrage, well-diversified portfolios and asset pricing in large markets (with Ali Khan), Journal of Economic Theory 110 (2003), 337-373.

  11. 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.

  12. Asymptotic arbitrage and the APT with or without measure-theoretic structures (with Ali Khan), Journal of Economic Theory 101 (2001), 222-251.