I am an Associate Professor in the School of Economics and Finance at La Trobe University, Australia. My research interests lie in the areas of mechanism design, with a particular emphasis on the multidimensional screening models, theory of bounded rationality, and evolutionary game theory.
Articles
Risk-Averse Market Maker and Supply of Liquidity (with Xiangkang Yin), Economic Record (2011)
In this paper we modify Biais, Martimort, and Rochet (2000) model to allow risk aversion...
Optimal Screening by Risk-Averse Principals (with Xiangkang Yin), The B.E. Journal in Theoretical Economics (Topics) (2010)
This paper studies the effects of principal’s risk aversion on principal-agent relationship under hidden information....
Simulation and Inference for Stochastic Differential Equations: With R Examples, by Stefano M. Iacus, Economic Record (2010)
Monopolistic Screening with Boundedly Rational Consumers, Economic Record (2009)
In this paper, I revisit the monopolistic screening problem with two types assuming that consumers...
Auctions with Opportunistic Experts (with Svetlana Danilkina), The B.E. Journal in Theoretical Economics (Topics) (2007)
In this paper we revisit the first price and the second price sealed-bid auctions. However,...
Books
Partial Differential Equations in Economics and Finance (2007)
This book reviews the basic theory of partial differential equations of the first and second...
Multidimensional Screening (2005)
The book brings into a focus all necessary mathematical knowledge to understand the economics of...
Unpublished Papers
Nonlinear Pricing under Bounded Rationality (with James A. Mirrlees) (2009)
In this paper we introduce bounded rationality into the standard monopolistic screening model of Mussa...
Non-monotone incentives in a model of coexisting hidden action and hidden information (2006)
In this paper I consider a model of coexisting moral hazard and adverse selection, similar...
A Note on Risk Aversion and Evolution to Equilibrium in 2x2 Coordination Games (with Murali Agastya) (2004)
In this note we point out the effect of risk-aversion on both the speed of...
Presentations
A generalized optimal control problem (with Svetlana Danilkina), 25th Australian Economic Theory Workshop (2007)
In this paper we generalize the Pontryagin maximum principle for the case of an optimal...