Sujoy Mukerji

Queen Mary University of London

Professor and Head of School of Economics and Finance

Mile End

Mile End Road

London , London E1 4NS

United Kingdom

International Centre for Economic Research (ICER)

Villa Gualino

Viale Settimio Severo, 63

10133 Torino

Italy

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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Top 6,858

in Total Papers Citations

141

CROSSREF CITATIONS

31

Scholarly Papers (6)

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 Queen Mary University of London
Downloads 692 (40,198)
Citation 154

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

2.
Downloads 373 ( 86,963)
Citation 13

Ambiguity and the Historical Equity Premium

Number of pages: 45 Posted: 16 May 2011
University of Berne - Department of Economics, Queen Mary University of London, University of Oxford - Department of Economics and Paris School of Economics
Downloads 302 (109,445)
Citation 16

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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
Queen Mary University of London, University of Berne - Department of Economics, University of Oxford - Department of Economics and Paris School of Economics
Downloads 71 (359,886)
Citation 4

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Ambiguity version, asset pricing, equity premium puzzle

3.

Trading Ambiguity: A Tale of Two Heterogeneities

Number of pages: 54 Posted: 03 Dec 2018 Last Revised: 12 Jun 2019
Sujoy Mukerji, Han N. Ozsoylev and Jean-Marc Tallon
Queen Mary University of London, Koc University - College of Administrative Sciences and Economics and Paris School of Economics
Downloads 134 (233,997)
Citation 1

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ambiguity, ambiguity aversion, asset pricing, cross-sectional returns, earnings announcements, parameter uncertainty, portfolio choice, trading volume

4.

Book Reviews

Number of pages: 25 Posted: 11 Apr 2003
Queen Mary University of London, University of the West of England (UWE) - School of Economics, University of London - Birkbeck College, Princeton University, National Institute of Economic and Social Research (NIESR), Independent, University of York (UK), University of Birmingham, University of Birmingham - Department of Economics, Universitat Pompeu Fabra, University of Amsterdam (UVA) - Amsterdam Business School, University of the West of England, Harvard University, University of Sussex - Department of History and Universidad Nacional de Educacion a Distancia (UNED)
Downloads 29 (513,751)
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5.

Ambiguity Aversion and Incompleteness of Financial Markets

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

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

6.

Ambiguity Aversion and Incompleteness of Contractual Form

Posted: 15 May 1998
Sujoy Mukerji
Queen Mary University of London

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