Working Papers | Sujoy Mukerji

Email address: sujoy.mukerji@economics.ox.ac.uk | Web Page

Ordering Ambiguous Acts

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

Relevance and Symmetry

Author(s): Sujoy Mukerji
Peter Klibanoff and Kyoungwon Seo

Date: February 2011

Keywords: Symmetry, Beliefs, Ambiguity, Comparative statics of information

Ambiguity and the historical equity premium

Author(s): Sujoy Mukerji, Kevin Sheppard
Fabrice Collard and Jean-Marc Tallon

Date: May 2011

Keywords: Ambiguity aversion, Asset pricing, Equity Premium puzzle

On the Smooth Ambiguity Model: A Reply

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

Definitions of Ambiguous Events and the Smooth Ambiguity Model

Author(s): Sujoy Mukerji
Peter Klibanoff and Massimo Marinacci

Date: January 2011

Keywords: Ambiguity, uncertainty, Knightian uncertainty, ambiguity aversion, uncertainty aversion, Ellsberg paradox

On the Smooth Ambiguity Model: A Reply

Author(s): Sujoy Mukerji
Peter Klibanoff, Massimo Marinacci

Date: September 2009

Keywords: Ambiguity, Uncertainty, Knightian uncertainy, Ambiguity aversion, Uncertainty aversion, Ellsberg paradox, Ambiguity attitude

Foundations of ambiguity and economic modeling

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

Ellsberg`s 2-Color Experiment, Bid-Ask Behavior and Ambiguity

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.

Last edited: 16 06 2011