Vliv vybraných parametrů na výkonnost podílových fondů

Abstract

This diploma thesis is devoted to analysis of the impact of selected parameters on the mutual fund performance. Analysis of the impact is performed by using Binary logistic regression model. Theoretical part explains the concepts related to financial markets and mutual funds. Third part of this thesis contains the descripiton of Binary logistic regression model. Application part deals with the estimation of logistic regression model and with assesment of the impact of selected parameters on the mutual fund performance by the value of model deviance. Last chapter includes testing of statistical significance of selected parameters with results of influence.