Price Risky Arrow-Debreu Assets | Asset Pricing Struggle Part 2

Asset Pricing Struggles Part 2 | Risky Arrow Debreu Assets:
In this video I talk about how to price ADE Assets under Uncertainty. I review Arrow Debreu under Uncertainty, including the set-up and pricing formula. I then use the pricing formula to talk about when prices are higher or lower for risky assets.
Timestamps:
0:00 - Intro
0:30 - Recap of ADE Uncertainty
3:13 - ADE Uncertainty Prices
4:58 - Interpreting Price Formula

[@Bill_in_your_econ_models]

Glad these asset pricing videos are still going!

[@InCaseofEconStruggles]

Thanks!

[@jwbpark]

Yes, would like see Lucas Tree etc

[@InCaseofEconStruggles]

Definitely in the planning stages for that. I was planning to derive the stock price using a Lucas tree model. Would that be best in one video even if it’s on the longer side or better to split into 2?

[@InCaseofEconStruggles]

Check out the new video! Just posted part 1 of the Lucas asset pricing