sandbox/man-roxygen/factor-me.R

#' @section ME factor:
#'
#' The *size factor* (ME) is the small-minus-big monthly difference between the
#' arithmetic average of the returns on 9 small size portfolios and the arithmetic
#' average of the returns on 9 big size portfolios.
JustinMShea/ExpectedReturns documentation built on June 28, 2024, 5:37 p.m.