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Structuring Asset Pricing during Pandemic Times and Market Events

Raj Kumar and Manu Sharma
The Journal of Wealth Management Fall 2021, 24 (2) 108-113; DOI: https://doi.org/10.3905/jwm.2021.1.136
Raj Kumar
is the former dean and director of BHU in Varanasi, India
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Manu Sharma
is an assistant professor at Panjab University in Chandigarh, India
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Abstract

In times of pandemic, asset prices fall with nothing to stop them. The anticipated cash flows from these assets also fall, causing asset values to start to degrade. During these market events practitioners need theory as well as models to price assets correctly. This study proposes a theory as well as a financial model to evaluate the price of assets in times of pandemic and extraordinary market events. The proposed model is useful for correctly evaluating the price of assets as well as for determining whether that asset is under, over, or fairly valued. The study takes into consideration three variables: the market in which the asset operates, the industry of the asset, and the scale of the asset. It then assumes a Poisson probability distribution to determine the right price of the asset.

TOPICS: Security analysis and valuation, tail risks, quantitative methods, statistical methods, financial crises and financial market history

Key Findings

  • ▪ The asymmetry of information in financial markets triggers drastic distortions in asset prices.

  • ▪ Investors need a dedicated valuation model to price assets in times of pandemic and extraordinary market events.

  • ▪ The market, industry, and size of a company, along with cumulative probability distributions of these variables, play a crucial role in the valuation of assets in times of pandemic and market events.

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The Journal of Wealth Management: 24 (2)
The Journal of Wealth Management
Vol. 24, Issue 2
Fall 2021
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Structuring Asset Pricing during Pandemic Times and Market Events
Raj Kumar, Manu Sharma
The Journal of Wealth Management Jul 2021, 24 (2) 108-113; DOI: 10.3905/jwm.2021.1.136

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Structuring Asset Pricing during Pandemic Times and Market Events
Raj Kumar, Manu Sharma
The Journal of Wealth Management Jul 2021, 24 (2) 108-113; DOI: 10.3905/jwm.2021.1.136
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