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   Articles with "pricing models" as a keyword



Estimating asset pricing models with frictions

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recommendations! Published in 2017 at "Economics Letters"

DOI: 10.1016/j.econlet.2017.02.016

Abstract: We jointly quantify the magnitude of risk aversion and transactions costs implied by asset pricing models with trading frictions. With constant relative risk aversion and symmetric transactions costs, estimated transactions costs on Treasury bills are… read more here.

Keywords: pricing models; transactions costs; asset pricing; risk aversion ... See more keywords

Pricing models in a sustainable supply chain with capacity constraint

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recommendations! Published in 2019 at "Journal of Cleaner Production"

DOI: 10.1016/j.jclepro.2019.01.319

Abstract: Abstract In this paper, we investigate a closed-loop supply chain with one supplier and one third-party collector who compete with each other and have more pricing power than the manufacturer with production capacity constraints. The… read more here.

Keywords: supply; pricing models; supply chain; supplier ... See more keywords

Informative option portfolios in filter design for option pricing models

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recommendations! Published in 2021 at "Quantitative Finance"

DOI: 10.1080/14697688.2020.1841907

Abstract: Option pricing models are tools for pricing and hedging derivatives. Good models are complex and the econometrician faces many design decisions when bringing them to the data. I show that strategically constructed low-dimensional filter designs… read more here.

Keywords: pricing models; option; option portfolios; pricing ... See more keywords
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Evaluating the Performance of Factor Pricing Models for Different Stock Market Trends: Evidence from China

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recommendations! Published in 2021 at "Emerging Markets Finance and Trade"

DOI: 10.1080/1540496x.2021.1964949

Abstract: This paper examines the performance of three nested factor pricing models for different market trends, such as bull, bear or consolidation, in China’s stock market. Specifically, the models we consider are the Capital Asset Pricing… read more here.

Keywords: pricing models; factor pricing; market; pricing ... See more keywords

Risk-based pricing models and the role they might play in patients' access to new stem cell therapies.

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recommendations! Published in 2024 at "Regenerative medicine"

DOI: 10.1080/17460751.2024.2441642

Abstract: Stem cell research is currently undergoing a promising transformation from primarily basic research to increasing emphasis on translation and clinical trials. To reach patients, however, stem cell treatments need to be not only technically but… read more here.

Keywords: stem cell; cell therapies; pricing models; stem ... See more keywords

Benchmarking asset pricing models in emerging markets: evidence from Borsa Istanbul

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recommendations! Published in 2024 at "Journal of Economic Studies"

DOI: 10.1108/jes-07-2023-0357

Abstract: PurposeInvestors who can transfer their savings to investments in a well-regulated market benefit not only themselves but also economic development. Hence, it is crucial for fund owners to evaluate their stock market investment decisions. The… read more here.

Keywords: asset pricing; market; asset; model ... See more keywords

Towards ethical pricing fairness enhancement using mean penalty reduction method

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recommendations! Published in 2025 at "Journal of Modelling in Management"

DOI: 10.1108/jm2-08-2024-0246

Abstract: Purpose This paper aims to introduce a new method for pre-processing data to reduce bias in pricing models without compromising profit. The authors develop a straightforward yet impactful technique, called Mean Penalty Bias Reduction, which… read more here.

Keywords: method; methodology; fairness; pre processing ... See more keywords

Impact of consumer confidence on the expected returns of the Tokyo Stock Exchange: A comparative analysis of consumption and production-based asset pricing models

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recommendations! Published in 2020 at "PLoS ONE"

DOI: 10.1371/journal.pone.0241318

Abstract: Most single-factor and multifactor asset pricing models constitute special cases of the consumption-based asset pricing theory, in which investors’ marginal utility is the key determinant of asset prices. However, in recent years, production-based asset pricing… read more here.

Keywords: pricing models; asset pricing; asset; based asset ... See more keywords

I do not want to set my own price! Indirect effects of emotions and moderation effects of skepticism explain reduced use intentions towards participative pricing models

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recommendations! Published in 2023 at "PLOS ONE"

DOI: 10.1371/journal.pone.0275499

Abstract: Participative pricing models (i.e., auction, reverse auction, pay-what-you-want) have grown in importance compared to classical, non-participative pricing models (i.e., fixed price, discount). This study examined (1) relative use intentions regarding different (non-) participative pricing models,… read more here.

Keywords: pricing; use intentions; participative pricing; towards participative ... See more keywords