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

  • Queen Mary University of London

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 46,762

SSRN RANKINGS

Top 46,762

in Total Papers Downloads

1,372

SSRN CITATIONS
Rank 6,309

SSRN RANKINGS

Top 6,309

in Total Papers Citations

176

CROSSREF CITATIONS

33

Scholarly Papers (5)

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 Queen Mary University of London
Downloads 750 (46,608)
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 393 (103,759)
Citation 19

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, Queen Mary University of London, University of Oxford - Department of Economics and Paris School of Economics
Downloads 308 (134,799)
Citation 17

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
Queen Mary University of London, University of Berne - Department of Economics, University of Oxford - Department of Economics and Paris School of Economics
Downloads 85 (396,395)
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
Queen Mary University of London, Ozyegin University and Paris School of Economics
Downloads 229 (182,322)
Citation 3

Abstract:

Loading...

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

4.

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

Abstract:

Loading...

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

5.

Ambiguity Aversion and Incompleteness of Contractual Form

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

Abstract:

Loading...