Ekonometrické modely validace investičních portfolií a predikce vývoje cash-flow
| Title in English | Econometric models for validation of investment portfolios and predicting cash-flows |
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| Authors | |
| Year of publication | 2015 |
| MU Faculty or unit | |
| Description | *The main goal of the research project was to build econometric models for validation of investment portfolios and propose the methods of their evaluation. The prediction models for predicting cash-flows were created and the corresponding key determinants were revealed. As a part of project outcomes, the model concepts of debt collections strategies were proposed and evaluated. Moreover, the models of contract defaults for the new portfolios were built. To fulfil the project goals, the available data sources (portfolios from projects and portfolios *** and ***) were analyzed and model variables were defined. The prediction abilities of the models were evaluated as well. The results showed that the new models were succesfull enough to predict the future outcomes (in comparison with the existing models). The project outcomes include corresponding programme codes and scripts. |