sandbox/man-roxygen/construction-factor-ff3.R
In JustinMShea/ExpectedReturns: Reproduction of Investment Strategies presented in Antti Ilmanen's Expected Returns and Investing Amid Low Expected Returns
#' @section Fama-French Three Factors Construction:
#'
#' The Fama-French factors are constructed using the six value-weight portfolios
#' formed on size and book-to-market.
#'
#' @references
#' Fama, Eugene F and French, Kenneth R (1992). The cross-section of expected stock returns. Journal of Finance.
#' Fama, Eugene F and French, Kenneth R (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics.
JustinMShea/ExpectedReturns documentation built on June 28, 2024, 5:37 p.m.
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#' @section Fama-French Three Factors Construction:
#'
#' The Fama-French factors are constructed using the six value-weight portfolios
#' formed on size and book-to-market.
#'
#' @references
#' Fama, Eugene F and French, Kenneth R (1992). The cross-section of expected stock returns. Journal of Finance.
#' Fama, Eugene F and French, Kenneth R (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics.
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