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2011 | 3 | 62-72

Article title

Principles and Models of Forecasting of the Essential Indicators of Stock Mutual Funds

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Abstracts

EN
The article presents the principles and basic methods of evaluation of essential indicators of mutual funds, primarily stock mutual funds, and forecasting of the impact of the surrounding factors influencing them as well as the future prospects of the funds. The existing research and methodological potential has been analysed, this analysis serving as a basis for determining the directions of subsequent improvement of evaluation methods. In the case of complex evaluation of stock mutual funds, beside calculation of the Sharpe ratio and forecasting of stock prices within the portfolio, it is proposed to include evaluation of significant socio-economic factors using quantitative evaluation methods. Moreover, it is appropriate to forecast controlled capital amount and mutual fund's unit value trends on the basis of partial utility functions or multiple regression. The performed study and evaluation have allowed for establishing dependence of the controlled capital amount on correlating macroeconomic indicators of the balanced fund of the bank stock funds. The results of the study can be applied when laying a complex basis for decisions to invest in mutual funds.

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3

Pages

62-72

Physical description

Contributors

  • Faculty of Management, International School of Law and Business, Laisves Ave. 58, LT-05120 Vilnius, Lithuania

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bwmeta1.element.cejsh-article-doi-10-2478-v10088-011-0006-4
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