Some people say that risk-neutral pricing assumes that risky cash flows grow at the risk-free interest rate, and that discounting at the risk-free interest rate violates the most basic logic of the market. Therefore, risk-neutral pricing is purely a digital game for financial engineers, and prices are not indicative. (Although it is estimated that you cannot understand it, "Twenty-Five Lectures on Financial Economics" and Teacher Lin Sha's courseware are better to understand) and answer:

Why is the statement wrong? 

Why can a pricing method that does not consider investors' risk preferences lead to efficient pricing results in a risky world?