Company financial performance prediction at risk by simulation methodology

被引：0
|
作者：
Zmeskal, Zdenek [1 ]
Dluhosova, Dana [1 ]
机构：
[1] Tech Univ Ostrava, Fac Econ, Dept Finance, Ostrava 70121, Czech Republic
来源：
RIZENI A MODELOVANI FINANCNICH RIZIK | 2008年
关键词：
Financial performance; economic value added measure; functional analysis method; pyramidal decomposition methodology; stochastic process; Ito process; Wiener process; Brown process; mean-reversion process; Monte-Carlo simulation; Cholesky algorithm; prediction;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
There are methodologies of financial performance described and verified in the paper. Decomposition of EVA measure is described according to relative value spread, typology of stochastic processes, and simulation due to Cholesky algorithm is presented as well. Verification of EVA on monthly data of the machinery company was investigated. Possibility of EVA forecasting by simulation Monte Carlo method was confirmed.
引用
收藏
页码：329 / 339
页数：11
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