Paolo Siconolfi

Franklin Pitcher Johnson Jr. Professor of Finance and Economics at Columbia Business School

Schools

  • Columbia Business School

Links

Biography

Columbia Business School

Biography

Professor Siconolfi teaches the core course Managerial Economics. He works with general equilibrium theory, information theory and dynamic models in monetary theory. His main contributions deal with the equilibrium properties of incomplete market economies, the existence of sunspot equilibria and the informativeness of equilibrium prices. Recently, he has also examined the dynamic efficiency of a social security system in the context of an overlapping generations model.

Teaching

Spring 2018

Game Theory and Business (MBA)

Spring 2017

(PhD) Economic Theory III (PHD)
(PhD) Economic Theory IV (PHD)

Spring 2016

(PhD) Economic Theory III (PHD)
(PhD) Economic Theory IV (PHD)

Fall 2015

Managerial Economics (MBA)

Spring 2015

(PhD) Economic Theory III (PHD)
(PhD) Economic Theory IV (PHD)

Fall 2014

Managerial Economics (MBA)

Spring 2014

(PhD) Economic Theory IV (PHD)
(PhD) Economic Theory III (PHD)

Fall 2013

Managerial Economics (MBA)

Spring 2013

(PhD) Economic Analysis III (PHD)
(PhD) Economic Theory IV (PHD)

Fall 2012

(PhD) Economic Analysis (PHD)

Columbia Caseworks cases

Winner's Curse: Loser Takes All (2010)
Coauthor(s): Bogachan Celen, Paolo Siconolfi

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Research

Journal articles

Economies with Observable Types In Review of Economic Dynamics (2012)
Coauthor(s): Aldo Rustichini, Paolo Siconolfi

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Mixed Strategy Equilibria in Repeated Games with One-Period Memory In International Journal of Economic Theory (2010)
Coauthor(s): Paolo Siconolfi, Prajit Dutta

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Recursive equilibrium in stochastic overlapping-generations economies In Econometrica (2010)
Coauthor(s): Paolo Siconolfi, Alessandro Citanna

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Optimal Debt Contracts and Moral Hazard Along the Business Cycle In Economic Theory (2004)
Coauthor(s): Pietro Reichlin, Paolo Siconolfi

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Working papers

Incentive Efficient Price Systems in Insurance Economies with Adverse Selection (2011)
Coauthor(s): Alessandro Citanna, Paolo Siconolfi

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Recursive equilibrium in stochastic OLG economies: Incomplete markets (2011)
Coauthor(s): Paolo Siconolfi, Alessandro Citanna

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