default author photo

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

  • School of Economics and Finance, Queen Mary University of London

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)

Actions:
Email selected abstracts
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:

Loading...

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

2.

Ambiguity and the Historical Equity Premium

Downloads 499 (140,875)
Citation 29

Ambiguity and the Historical Equity Premium

Number of pages: 45 Posted: 16 May 2011
Fabrice Collard, Sujoy Mukerji, Kevin Sheppard and Jean-Marc Tallon
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:

Loading...

Ambiguity Aversion, Asset pricing, Equity premium puzzle

Ambiguity and the Historical Equity Premium

Number of pages: 45 Posted: 19 May 2011
Sujoy Mukerji, Fabrice Collard, Kevin Sheppard and Jean-Marc Tallon
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:

Loading...

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:

Loading...

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
Patrick Beissner, Fabio Maccheroni, Massimo Marinacci and Sujoy Mukerji
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)

Abstract:

Loading...

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
Chiaki Hara, Sujoy Mukerji, Frank Riedel and Jean-Marc Tallon
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)

Abstract:

Loading...

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

Abstract:

Loading...

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

Abstract:

Loading...