Sujoy Mukerji
Ph.D., Yale University
Professor of Economics
College or Institution: University College
Email address: .(JavaScript must be enabled to view this email address)
Research Interests
Summary: Theories of decision making under uncertainty, in particular, the theory and applications of ambiguity aversion; theory of games, information and contracts.
My research has primarily been on decision making under ambiguity, its foundations, and its relevance in economic contexts. My broader research interests lie in the intersection of bounded rationality and economic theory, Recently, with co-authors Peter Klibanoff and Massimo Marinacci, I’ve worked on formulating a new model of decision making under ambiguity, dubbed the “Smooth Ambiguity Model” which is more comprehensive than the “first-generation” models and allows the modeller to address a far greater range of important comparative static questions. We have, very recently, extended the framework to accommodate dynamic decision making set ups and applied it the analyses of financial decision making, re-exploring among other things the famous equity premium puzzle.
Courses Taught at the University
Note: These web-links are only available within the University
- Undergraduate - Economic Theory
- Undergraduate - Introduction to Mathematical Methods
- M.Phil. - Advanced Microeconomics
Research Group(s)
Recent Working Papers
- Ordering Ambiguous Acts (2011)
- Relevance and Symmetry (2011)
- Ambiguity and the historical equity premium (2011)
- On the Smooth Ambiguity Model: A Reply (2011)
- Definitions of Ambiguous Events and the Smooth Ambiguity Model (2011)
- On the Smooth Ambiguity Model: A Reply (2009)
- Foundations of ambiguity and economic modeling (2009)
- Ellsberg`s 2-Color Experiment, Bid-Ask Behavior and Ambiguity (2002)
- see more working papers by this author
Other Web Sites:
Category: Faculty
