sandbox/man-roxygen/portfolios-6-size-op.R

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

#' @section Six Size/Operating Profitability Portfolios:
#'
#' The portfolios, which are constructed at the end of each June, are the intersections
#' of 2 portfolios formed on size (market equity, ME) and 3 portfolios formed on
#' profitability (\eqn{OP}).
#' The *size breakpoint* for year \eqn{t} is the median NYSE market equity at the
#' end of June of year \eqn{t} (see [K. R. French's Detail for ME Breakpoints](http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/det_inv_breakpoints.html)).
#' \eqn{OP} for June of year \eqn{t} is annual revenues minus cost of goods sold,
#' interest expense, and selling, general, and administrative expenses divided by
#' book equity for the last fiscal year end in \eqn{t-1}.
#' The *OP breakpoints* are the 30th and 70th NYSE percentiles (see [K. R. French's Detail for Operating Profitability Breakpoints](http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/det_op_breakpoints.html)).