sandbox/man-roxygen/construction-factor-q.R
In JustinMShea/ExpectedReturns: Reproduction of Investment Strategies presented in Antti Ilmanen's Expected Returns and Investing Amid Low Expected Returns
#' @section Q-Factors construction:
#'
#' Authors construct their size, investment, and Roe factors from independent,
#' triple \eqn{2x3x3} portfolio sorts on size, investment-to-assets (I/A), and Roe.
#'
#' Taking the intersection of the two size, three I/A, and three Roe groups, they
#' form eighteen portfolios. Monthly value-weighted portfolio returns are calculated
#' for the current month, and the portfolios are rebalanced monthly.
JustinMShea/ExpectedReturns documentation built on Sept. 9, 2023, 9:41 p.m.
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#' @section Q-Factors construction:
#'
#' Authors construct their size, investment, and Roe factors from independent,
#' triple \eqn{2x3x3} portfolio sorts on size, investment-to-assets (I/A), and Roe.
#'
#' Taking the intersection of the two size, three I/A, and three Roe groups, they
#' form eighteen portfolios. Monthly value-weighted portfolio returns are calculated
#' for the current month, and the portfolios are rebalanced monthly.
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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