This research examines the use of econometric models to predict the total NAV of an asset allocation mutual fund. In particular, the mutual fund case used is the Vanguard Wellington Fund. This fund maintains a balance between relatively conservative stocks and bonds. The period of the study on...

This research examines the use of various forms of time series models to predict the NAV of an asset allocation mutual fund. In particular, the mutual fund case used is the Vanguard Wellington Fund. This fund maintains a balance between relatively conservative stocks and bonds. The period of the...

In view of the failure of high profile companies like Circuit City and Linens n Things, Financial distress or bankruptcy prediction has generated much interest recently. This research develops and tests a model for the prediction of bankruptcy of retail firms. We use accounting variables such as...

The aim of this research is to develop a model to forecast short term health cost changes. The motivation for producing such a model is to provide local decision makers with a tool to predict short term health care costs in their localities. In order to achieve this objective, we collected data...