| Abstract [eng] |
Asset pricing problems that occur while choosing economic and social factors that are suitable for the rating of an asset are analysed in the work. In the work, a number of those factors is tried to be reduced not reducing the model accuracy. After accomplishing that, it is tried to choose a set of factors that is suitable for finding the value of the asset. The model that is described in the work selects factors to determine the prices of average type of flats in the Kaunas city centre. In the execution of the work, while avoiding the condition of multicolinearity, the time spent on computer-based calculations was reduced. In the outcome of the work it can be seen that the set of factors that best describes the prices of flats is: 1. Unemployment rate; 2. Expectations (expectations is greater, when people want greater sallary); 3. Investment in Lithuania. Many of the factors was economic factors, but some was social ones. It has been noticed, that it is important to include some social factors to increase the value of coefficient of determination. In a work there were created an algorythm to select every set of factors of different size. |
