sandbox/man-roxygen/factor-rmw.R
In JustinMShea/ExpectedReturns: Reproduction of Investment Strategies presented in Antti Ilmanen's Expected Returns and Investing Amid Low Expected Returns
#' @section RMW factor:
#'
#' The `RMW` (*Robust Minus Weak*) is the average return on the two robust operating
#' profitability portfolios minus the average return on the two weak operating
#' profitability portfolios,
#'
#' \deqn{RMW = \frac{1}{2}[(Small Robust + Big Robust) - (Small Weak + Big Weak)]}
#'
#' [K. R. French's Detail for Operating Profitability Breakpoints](http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/det_op_breakpoints.html)
JustinMShea/ExpectedReturns documentation built on Sept. 9, 2023, 9:41 p.m.
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#' @section RMW factor:
#'
#' The `RMW` (*Robust Minus Weak*) is the average return on the two robust operating
#' profitability portfolios minus the average return on the two weak operating
#' profitability portfolios,
#'
#' \deqn{RMW = \frac{1}{2}[(Small Robust + Big Robust) - (Small Weak + Big Weak)]}
#'
#' [K. R. French's Detail for Operating Profitability Breakpoints](http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/det_op_breakpoints.html)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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