What are the risks of excessive discounting? How does perceived value influence pricing power?

Oct 4, 2019 ... ... informational frictions determine strategic consumption-portfolio ... Model Specification, Robustness, Prices of Risk, and Model Detection. ... model of market risk, the. Lucas equilibrium asset-pricing model (1978), to estimate the futures price of a temperature futures contract. In their analysis ... Aug 16, 2022 ... We estimate a hedonic price model augmented with characteristics related to dynamic pricing strategies and weather forecasts to assess the ... Product Details: Learn more about Microsoft Purview Information Protection. Purchase FAQ: Review Azure pricing frequently asked questions. Scoping: Except when ... Still, equilibrium in AIG models does seem to involve another quan- tum leap beyond, say, rational expectations models with informative prices. As game models, ... ... pricing model (CAPM) of Sharpe [34] and. Lintner [23], with quadratic utilities and no distributional assumptions,12 extends to the case of asymmetric ... Feb 3, 2016 ... chapter 3). The proposed model for separating the informational and allocative effect of price was. tested in an empirical setting with ... Feb 13, 2024 ... Pricing Model (CAPM) (French, 2003; Sharpe, 1964; Lintner, 1965) that shows investors cannot do better than holding the market portfolio ... This results in a one-parameter family of models, indexed by the cost of information, which nests both the standard state-dependent pricing model and the Calvo ... pricing model (CAPM) therefore is of no value under information asymmetry15. 2.3 Multi-period Noisy Rational Expectations Models. The models described in the ...