sandbox/man-roxygen/factor-eg.R

In JustinMShea/ExpectedReturns: Reproduction of Investment Strategies presented in Antti Ilmanen's Expected Returns and Investing Amid Low Expected Returns

#' @section EG factor:
#'
#' The *expected growth* (EG) factor is constructed from independent \eqn{2x3}
#' sorts on size and the expected one-year-ahead investment-to-assets change,
#' \eqn{E_{t}[d I/A]}. In turn, \eqn{E_{t}[d I/A]} is formed using Tobin's q,
#' operating cash flow-to-assets, and the change in ROE (measured as the year on
#' year difference in ROE).