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List Pricing versus Dynamic Pricing: Impact on the Revenue Risk

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Author Info
Matthias Koenig (Department of Management Science, Lancaster University Management School)
Joern Meissner (Department of Management Science, Lancaster University Management School)

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Abstract

We consider the problem of a firm selling multiple products that consume a single resource over a finite time period. The amount of the resource is exogenously fixed. We analyze the difference between a dynamic pricing policy and a list price capacity control policy. The dynamic pricing policy adjusts prices steadily resolving the underlying problem every time step, whereas the list pricing policy sets static prices once but controls the capacity by allowing or preventing product sales. As steady price changes are often costly or unachievable in practice, we investigate the question of how much riskier it is to apply a list pricing policy rather than a dynamic pricing policy. We conduct several numerical experiments and compare expected revenue, standard deviation, and conditional-value-at-risk between the pricing policies. The differences between the policies show that list pricing can be a useful strategy when dynamic pricing is costly or impractical.

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File URL: http://www.meiss.com/en/publications/list-dynamic-pricing-revenue-risk.html
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Publisher Info
Paper provided by Department of Management Science, Lancaster University in its series Working Papers with number MRG/0011.

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Length: 22 pages
Date of creation: Sep 2008
Date of revision: Apr 2009
Handle: RePEc:lms:mansci:mrg-0011

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Web page: http://www.lums.lancs.ac.uk/departments/ManSci/
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Related research
Keywords: conditional value at risk; capacity control; dynamic pricing; revenue management; risk;

Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis

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This page was last updated on 2009-11-4.


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