sandbox/man-roxygen/factor-fin.R

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

#' @section FIN factor:
#'
#' The *financing factor* (FIN) s based on \eqn{2x3} sort on size and two financing
#' measures (1-year net share issuance, NSI, and 5-year composite share issuance, CSI)
#' rankings returns, with value-weighted portfolios.
#'
#' Thus, the monthly FIN factor return is the aritmetic average return of the "low
#' financing portfolios" minus the arithmetic average return of the "high financing
#' portfolios".