About: Company financial performance prediction on economic value added measure by simulation methodology

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Measurement, analysis, planning of company and sector financial performance is undoubtedly one of crucial instrument and problem of financial managing. There are methodologies of financial performance described and verified in the paper. Calculation and decomposition of EVA measure is described according to relative value spread approach. Typology of stochastic processes and methods of statistical estimation of parameters are explained. Since EVA measure is decomposed by pyramidal method as non-linear function of financial ratios, forecasting is carry out by Monte-Carlo simulation procedure due to Choleski algorithm. Verification of EVA on monthly data of the machinery company was investigated and particular case study of EVA measure prediction is explained. Stochastic processes of Arithmetic or Geometric mean reversion processes are estimated by Mean Square Estimation method. Simulation Monte Carlo method is applied and presented including graphical representation. Parameters (mean, median, Measurement, analysis, planning of company and sector financial performance is undoubtedly one of crucial instrument and problem of financial managing. There are methodologies of financial performance described and verified in the paper. Calculation and decomposition of EVA measure is described according to relative value spread approach. Typology of stochastic processes and methods of statistical estimation of parameters are explained. Since EVA measure is decomposed by pyramidal method as non-linear function of financial ratios, forecasting is carry out by Monte-Carlo simulation procedure due to Choleski algorithm. Verification of EVA on monthly data of the machinery company was investigated and particular case study of EVA measure prediction is explained. Stochastic processes of Arithmetic or Geometric mean reversion processes are estimated by Mean Square Estimation method. Simulation Monte Carlo method is applied and presented including graphical representation. Parameters (mean, median, (en)
Title	Company financial performance prediction on economic value added measure by simulation methodology Company financial performance prediction on economic value added measure by simulation methodology (en)
skos:prefLabel	Company financial performance prediction on economic value added measure by simulation methodology Company financial performance prediction on economic value added measure by simulation methodology (en)
skos:notation	RIV/61989100:27510/09:00020648!RIV10-GA0-27510___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GA402/08/1234)
http://linked.open...vai/riv/dodaniDat	2010
http://linked.open...aciTvurceVysledku	Zmeškal, Zdeněk Dluhošová, Dana
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	307631
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/09:00020648
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	economic value added; prediction; mean-reversion process; Monte-Carlo simulation (en)
http://linked.open.../riv/klicoveSlovo	mean-reversion process economic value added prediction Monte-Carlo simulation
http://linked.open...ontrolniKodProRIV	[783FF55301A6]
http://linked.open...v/mistoKonaniAkce	Praha
http://linked.open...i/riv/mistoVydani	Praha
http://linked.open...i/riv/nazevZdroje	Mathematical Methods in Economics 2009
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Analysis and forecasting of companies and sectors financial performance under flexibility
http://linked.open...UplatneniVysledku	2009
http://linked.open...iv/tvurceVysledku	Zmeškal, Zdeněk Dluhošová, Dana
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open...ain/vavai/riv/wos	000275146900064
http://linked.open.../riv/zahajeniAkce	2009-09-09 (xsd:date)
number of pages	7 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Czech University of Life Science in Prague
https://schema.org/isbn	978-80-213-1963-9
http://localhost/t...ganizacniJednotka	27510
is http://linked.open...avai/riv/vysledek of	Company financial performance prediction on economic value added measure by simulation methodology Company financial performance prediction on economic value added measure by simulation methodology Company financial performance prediction on economic value added measure by simulation methodology Company financial performance prediction on economic value added measure by simulation methodology

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