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Details about Sujoy Mukerji

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Postal address:School of Economics and Finance Queen Mary University of London Mile End Road London E1 4NS
Workplace:School of Economics and Finance, Queen Mary University of London, (more information at EDIRC)

Access statistics for papers by Sujoy Mukerji.

Last updated 2020-02-04. Update your information in the RePEc Author Service.

Short-id: pmu154


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Working Papers

2019

  1. Market Allocations under Ambiguity: A Survey
    PSE Working Papers, HAL Downloads
    Also in Working Papers, HAL (2019) Downloads
    Working Papers, Queen Mary University of London, School of Economics and Finance (2019) Downloads

2018

  1. Ambiguity and the historical equity premium
    Post-Print, HAL View citations (5)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2011) Downloads View citations (13)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) Downloads View citations (10)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012) View citations (6)
    Post-Print, HAL (2017) View citations (1)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2016) Downloads
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2015) View citations (1)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2017) Downloads View citations (1)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2011) View citations (44)

    See also Journal Article in Quantitative Economics (2018)
  2. Incomplete Information Games with Ambiguity Averse Players
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (4)
  3. Trading ambiguity: a tale of two heterogeneities
    Working Papers, HAL Downloads

2017

  1. Discriminating between Models of Ambiguity Attitude: A Qualitative Test
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (2)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2014) Downloads View citations (4)
  2. Ordering Ambiguous Acts
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (3)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2011) Downloads View citations (14)

    See also Journal Article in Journal of Economic Theory (2017)
  3. Symmetry Axioms and Perceived Ambiguity
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
  4. The Strength of Sensitivity to Ambiguity
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance Downloads

    See also Journal Article in Theory and Decision (2018)

2014

  1. Perceived Ambiguity and Relevant Measures
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (8)
    See also Journal Article in Econometrica (2014)

2011

  1. Definitions of Ambiguous Events and the Smooth Ambiguity Model
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (14)
    See also Journal Article in Economic Theory (2011)
  2. On the Smooth Ambiguity Model: A Reply
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2009) Downloads
    Levine's Working Paper Archive, David K. Levine (2009) Downloads View citations (3)

    See also Journal Article in Econometrica (2012)
  3. Relevance and Symmetry
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (8)

2009

  1. Foundations of ambiguity and economic modeling
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)
    See also Journal Article in Economics and Philosophy (2009)

2008

  1. Comment on Ellsberg's two-color experiment, portfolio inertia and ambiguity
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (3)
    See also Journal Article in International Journal of Economic Theory (2008)
  2. Recursive Smooth Ambiguity Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (8)
    See also Journal Article in Journal of Economic Theory (2009)

2004

  1. Ambiguity aversion and the absence of indexed debt
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2000) Downloads View citations (1)
    Economics Series Working Papers, University of Oxford, Department of Economics (2000) View citations (6)

    See also Journal Article in Economic Theory (2004)
  2. Ambiguity aversion and the absence of wage indexation
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (8)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2002) Downloads View citations (7)

    See also Journal Article in Journal of Monetary Economics (2004)
  3. An overview of economic applications of David Schmeidler's models of decision making under uncertainty
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (3)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2003) Downloads View citations (34)

2003

  1. A smooth model of decision making under ambiguity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (54)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2002) Downloads View citations (7)

    See also Journal Article in Econometrica (2005)
  2. Ellsberg's two-color experiment, portfolio inertia and ambiguity
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    See also Journal Article in Journal of Mathematical Economics (2003)

2002

  1. Ambiguity Aversion and Cost-Plus Procurement Contracts
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (2)
  2. Ellsberg`s 2-Color Experiment, Bid-Ask Behavior and Ambiguity
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)

2001

  1. Ambiguity Aversion and Incompleteness of Financial Markets
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (95)
    Also in Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) (1999) View citations (6)
    Economics Series Working Papers, University of Oxford, Department of Economics (2000) Downloads

    See also Journal Article in Review of Economic Studies (2001)

1997

  1. Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility
    Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (1)
    See also Journal Article in The B.E. Journal of Theoretical Economics (2002)

Journal Articles

2018

  1. Ambiguity and the historical equity premium
    Quantitative Economics, 2018, 9, (2), 945-993 Downloads View citations (5)
    See also Working Paper (2018)
  2. The strength of sensitivity to ambiguity
    Theory and Decision, 2018, 85, (3), 275-302 Downloads View citations (3)
    See also Working Paper (2017)

2017

  1. Ordering ambiguous acts
    Journal of Economic Theory, 2017, 171, (C), 213-267 Downloads View citations (3)
    See also Working Paper (2017)

2014

  1. Perceived Ambiguity and Relevant Measures
    Econometrica, 2014, 82, (5), 1945-1978 Downloads View citations (4)
    Also in Econometrica, 2014, 82, 1945-1978 (2014) Downloads View citations (8)

    See also Working Paper (2014)

2012

  1. On the Smooth Ambiguity Model: A Reply
    Econometrica, 2012, 80, (3), 1303-1321 Downloads View citations (15)
    See also Working Paper (2011)

2011

  1. Definitions of ambiguous events and the smooth ambiguity model
    Economic Theory, 2011, 48, (2), 399-424 Downloads View citations (10)
    See also Working Paper (2011)

2009

  1. FOUNDATIONS OF AMBIGUITY AND ECONOMIC MODELLING
    Economics and Philosophy, 2009, 25, (3), 297-302 Downloads View citations (3)
    See also Working Paper (2009)
  2. Recursive smooth ambiguity preferences
    Journal of Economic Theory, 2009, 144, (3), 930-976 Downloads View citations (116)
    See also Working Paper (2008)

2008

  1. Comment on “Ellsberg's two‐color experiment, portfolio inertia and ambiguity”
    International Journal of Economic Theory, 2008, 4, (3), 433-444 Downloads View citations (3)
    See also Working Paper (2008)

2005

  1. A Smooth Model of Decision Making under Ambiguity
    Econometrica, 2005, 73, (6), 1849-1892 Downloads View citations (610)
    See also Working Paper (2003)

2004

  1. Ambiguity aversion and the absence of indexed debt
    Economic Theory, 2004, 24, (3), 665-685 Downloads View citations (3)
    See also Working Paper (2004)
  2. Ambiguity aversion and the absence of wage indexation
    Journal of Monetary Economics, 2004, 51, (3), 653-670 Downloads View citations (13)
    See also Working Paper (2004)

2003

  1. Conventional Development Versus Managed Growth: The Costs of Sprawl
    American Journal of Public Health, 2003, 93, (9), 1534-1540 View citations (16)
  2. Ellsberg's two-color experiment, portfolio inertia and ambiguity
    Journal of Mathematical Economics, 2003, 39, (3-4), 299-316 Downloads View citations (8)
    See also Working Paper (2003)

2002

  1. Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility
    The B.E. Journal of Theoretical Economics, 2002, 2, (1), 1-30 Downloads View citations (4)
    See also Working Paper (1997)

2001

  1. Ambiguity Aversion and Incompleteness of Financial Markets
    Review of Economic Studies, 2001, 68, (4), 883-904 Downloads View citations (114)
    See also Working Paper (2001)

1998

  1. Ambiguity Aversion and Incompleteness of Contractual Form
    American Economic Review, 1998, 88, (5), 1207-31 Downloads View citations (65)

1996

  1. Understanding the nonadditive probability decision model (*)
    Economic Theory, 1996, 9, (1), 23-46 View citations (13)
 
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