References in periodicals archive ?
Houghton Mifflin Learning Technology (HMLT), a division of educational publisher Houghton Mifflin Company, has entered into a worldwide strategic alliance with software company Microsoft Corp (Nasdaq:MSFT).
onde [R.sub.it] e o retorno do portfolio i no dia t que combina empresas a partir do tamanho e uma variavel anomala, [R.sub.Ft] e a taxa livre de risco diaria que tem como proxy a taxa do swap DI-Pre de 30 dias, [a.sub.i] e o erro de aprecamento do modelo associado ao portfolio i, ([RM.sub.t] - [RF.sub.t]) e o fator mercado, [SMB.sub.t] e o fator tamanho (small minus big), HMLt e o fator valor (high minus low), RMWt e o fator rentabilidade (robust minus weak), CMAt e o fator investimento (conservative minus agressive) e [e.sub.it] e o residuo do modelo.
RpFEt denotes the month t return of the equally weighted portfolio of all firms identified as financially flexible (pFF) in the preceding 24 (36 or 60) months; Rf, t is the UK three-month Treasury bill rate converted to a monthly rate of return; Rm,t represents the return on the FTSE All Share Index in month t; SMBt (HMLt) is the return difference between a portfolio of small and large (high and low book- to-market) firms, which are proxied by the FTSE Small Cap and FTSE 100 Indexes (FTSE Global Value and FTSE Global Growth Indexes).
Mktt is the excess market return; SMBt and HMLt are value weighted returns on factor mimicking portfolios for size and book-to-market.
Acronyms browser ?
Full browser ?