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Description
  • V příspěvku jsou popsány a ověřeny metody hodnocení finanční výkonnosti. Je popsán rozklad ukazatele EVA na bázi relativního hodnotového rozpětí, typologie stochastických procesů a simulace včetně Choleského algoritmu. Ověření a aplikace ukazatelel EVA byla provedena na měsíčních datech strojírenského podniku. Dále byla ověřena možnost predikce EVA simulací Monte-Carlo. (cs)
  • 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.
  • 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. (en)
Title
  • Company financial performance prediction at risk by simulation methodology
  • Company financial performance prediction at risk by simulation methodology (en)
  • Predikce finanční výkonnosti firmy za rizika pomocí simulačních metod (cs)
skos:prefLabel
  • Company financial performance prediction at risk by simulation methodology
  • Company financial performance prediction at risk by simulation methodology (en)
  • Predikce finanční výkonnosti firmy za rizika pomocí simulačních metod (cs)
skos:notation
  • RIV/61989100:27510/08:00018569!RIV09-GA0-27510___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/08/1234)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 360491
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27510/08:00018569
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • 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 (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [0A006BF26A2A]
http://linked.open...i/riv/mistoVydani
  • Ostrava
http://linked.open...i/riv/nazevZdroje
  • Řízení a modelování finančních rizik
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Zmeškal, Zdeněk
  • Dluhošová, Dana
number of pages
http://purl.org/ne...btex#hasPublisher
  • Vysoká škola báňská - Technická univerzita Ostrava. Ekonomická fakulta
https://schema.org/isbn
  • 978-80-248-1846-7
http://localhost/t...ganizacniJednotka
  • 27510
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