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Sujoy Mukerji

School of Economics and Finance, Queen Mary University of London

Professor of Economics

Mile End

Mile End Road

London, London E1 4NS

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 48,666

SSRN RANKINGS

Top 48,666

in Total Papers Downloads

2,552

TOTAL CITATIONS
Rank 5,331

SSRN RANKINGS

Top 5,331

in Total Papers Citations

205

Scholarly Papers (7)

1.

A Smooth Model of Decision Making Under Ambiguity

Number of pages: 51 Posted: 12 May 2003
Peter Klibanoff, Massimo Marinacci and Sujoy Mukerji
Northwestern University - Kellogg School of Management, University of Turin - Department of Statistics and Applied Mathematics and School of Economics and Finance, Queen Mary University of London
Downloads 1,246 (41,314)
Citation 172

Abstract:

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Ambiguity, uncertainty, Knightian uncertainty, ambiguity aversion, uncertainty aversion, Ellsberg's Paradox, portfolio choice

2.
Downloads 499 (140,875)
Citation 29

Ambiguity and the Historical Equity Premium

Number of pages: 45 Posted: 16 May 2011
University of Berne - Department of Economics, School of Economics and Finance, Queen Mary University of London, University of Oxford - Department of Economics and Paris School of Economics
Downloads 362 (203,015)
Citation 19

Abstract:

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Ambiguity Aversion, Asset pricing, Equity premium puzzle

Ambiguity and the Historical Equity Premium

Number of pages: 45 Posted: 19 May 2011
School of Economics and Finance, Queen Mary University of London, University of Berne - Department of Economics, University of Oxford - Department of Economics and Paris School of Economics
Downloads 137 (534,931)
Citation 10

Abstract:

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Ambiguity version, asset pricing, equity premium puzzle

3.

Trading Ambiguity: A Tale of Two Heterogeneities

Number of pages: 50 Posted: 03 Dec 2018 Last Revised: 18 Apr 2022
Sujoy Mukerji, Han N. Ozsoylev and Jean-Marc Tallon
School of Economics and Finance, Queen Mary University of London, Ozyegin University - Faculty of Business and Paris School of Economics
Downloads 404 (180,999)
Citation 4

Abstract:

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ambiguity, ambiguity aversion, earnings announcements, parameter uncertainty, portfolio choice, trading volume

4.

Robust Utility in Contiuous Time

Number of pages: 49 Posted: 25 Apr 2023
Australian National University, Bocconi University - Department of Decision Sciences, Bocconi University - Department of Decision Sciences and School of Economics and Finance, Queen Mary University of London
Downloads 225 (339,120)

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Ambiguity in Continuous time, Smooth Ambiguity in Continuous time, Ambiguity aversion in continuous time

5.

Efficient Allocations under Ambiguous Model Uncertainty

Number of pages: 68 Posted: 21 Nov 2022
Kyoto University, School of Economics and Finance, Queen Mary University of London, Bielefeld University - Center for Mathematical Economics and Paris School of Economics
Downloads 178 (424,382)

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Ambiguity sharing, model uncertainty, ambiguity aversion, pricing kernel

6.

Ambiguity Aversion and Incompleteness of Financial Markets

Posted: 21 Sep 2001
Sujoy Mukerji and Jean-Marc Tallon
School of Economics and Finance, Queen Mary University of London and Paris School of Economics

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Ambiguity aversion, incomplete markets, sub-optimal risk sharing.

7.

Ambiguity Aversion and Incompleteness of Contractual Form

Posted: 15 May 1998
Sujoy Mukerji
School of Economics and Finance, Queen Mary University of London

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