sandbox/man-roxygen/factor-hml.R

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

#' @section HML factor:
#'
#' The `HML` (*High Minus Low*) factor return variable is the average return on
#' the two value portfolios minus the average return on the two growth portfolios.
#' That is,
#'
#' \deqn{HML = \frac{1}{2}[(Small Value + Big Value) - (Small Growth + Big Growth)]}