Template-Type: ReDIF-Article 1.0
Author-Name: Aleksandr I. Buravlev
Author-Email: buravlev46@mail.ru
Author-Workplace-Name: 46th Central Research and Development Institute of the RF Ministry of Defense, Moscow, Russia
Author-Name: Natalya A. Serdyukova
Author-Email: nsns25@yandex.ru
Author-Workplace-Name: State University of the RF Ministry of Finance, Moscow, Russia
Title: Dynamic Model of Financial and Economic Appraisal of an Enterprise
Abstract: A dynamic model incorporating the entire complex of the microeconomic factors and changes thereof resulting from stochastic market price, goods offer and demand variations is proposed for the purposes of forecasting of the financial and economic condition of the companies in the economic instability environment. A system of aggregate function indices and convolution thereof into a multi-factor performance index — return on assets — has been developed. The model is C++ - based.
Classification-JEL: D21, D22, D24
Keywords: dynamic model, financial and economic ratios, market value, inflation, forecasting, performance, performance indices hierarchy
Journal: Finansovyj žhurnal — Financial Journal
Pages: 45-56
Issue: 3
Year: 2011
Month: July
File-URL: http://www.nifi.ru/images/FILES/Journal/Archive/2011/3/statii/2011_03_04.pdf
File-Format: Application/pdf 
Handle: RePEc:fru:finjrn:110304:p:45-56