Working Papers | Sujoy Mukerji
Email address: sujoy.mukerji@economics.ox.ac.uk | Web Page
Author(s):
Ian Jewitt, Sujoy Mukerji
Date: June 2011
Keywords: Ambiguity, Uncertainty, Knightian uncertainty, Ambiguity aversion, Uncertainty aversion, Ellsberg paradox, Comparative statics, Single-crossing, More ambiguous, Portfolio choice, More informative, Information, Garbling
Author(s):
Sujoy Mukerji
Peter Klibanoff and Kyoungwon Seo
Date: February 2011
Keywords: Symmetry, Beliefs, Ambiguity, Comparative statics of information
Author(s):
Sujoy Mukerji, Kevin Sheppard
Fabrice Collard and Jean-Marc Tallon
Date: May 2011
Keywords: Ambiguity aversion, Asset pricing, Equity Premium puzzle
Author(s):
Sujoy Mukerji
Peter Klibanoff and Massimo Marinacci
Date: January 2011
Keywords: Ambiguity, uncertainty, Knightian uncertainty, ambiguity aversion, uncertainty aversion, Ellsberg paradox, smooth ambiguity, smooth model, ambiguity hedging
Author(s):
Sujoy Mukerji
Peter Klibanoff and Massimo Marinacci
Date: January 2011
Keywords: Ambiguity, uncertainty, Knightian uncertainty, ambiguity aversion, uncertainty aversion, Ellsberg paradox
Author(s):
Sujoy Mukerji
Peter Klibanoff, Massimo Marinacci
Date: September 2009
Keywords: Ambiguity, Uncertainty, Knightian uncertainy, Ambiguity aversion, Uncertainty aversion, Ellsberg paradox, Ambiguity attitude
Author(s):
Sujoy Mukerji
Date: May 2009
Keywords: Ambiguity, Uncertainty, Knightian uncertainty, Ambiguity aversion, Uncertainty aversion, Ellsberg paradox, Dynamic decision making, Dynamic programming under ambiguity, Smooth ambiguity, Consequentialism, Sunk cost fallacy, Multiple priors, Rationaltiy
Author(s):
Sujoy Mukerji
Jean-Marc Tallon, CNRS-EUREQua, Universite Paris I
Date: July 2002
Keywords: Ellsberg Paradox, bid-ask spread, testing for ambiguity aversion, uncertainty aversion, unforeseen cointingencies, subjective state spaces.