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shokru / mlfactor.github.io

Website dedicated to a book on machine learning for factor investing
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Potential Typo #51

Closed xianglu96 closed 3 years ago

xianglu96 commented 3 years ago

Very informative book!

In chpt 4.2.3, Value (HM = high minus low: undervalued minus `growth’ firms): Fama and French (1992), Fama and French (1993), C. S. Asness, Moskowitz, and Pedersen (2013).

Should this 'HM' be 'HML'?

shokru commented 3 years ago

Thank you! Yes, you are right. I just corrected the typo.