sandbox/man-roxygen/factor-cma.R

#' @section CMA factor:
#'
#' The `CMA` (*Conservative Minus Aggressive*) is the average return on the two
#' conservative investment portfolios minus the average return on the two aggressive
#' investment portfolios,
#'
#' \deqn{CMA = \frac{1}{2}[(Small Conservative + Big Conservative) - (Small Aggressive + Big Aggressive)]}
#'
#' [K. R. French's Detail for Investment Breakpoints](https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/det_inv_breakpoints.html)
JustinMShea/ExpectedReturns documentation built on Sept. 9, 2023, 9:41 p.m.