Update index.rst

christianjauregui · May 2, 2020 · 5998f2b · 5998f2b
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Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/docs/source/index.rst b/docs/source/index.rst
@@ -98,7 +98,7 @@ This package (and its release as of May 1, 2020) should be cited using Zenodo. F
 
 .. todo::
 	* Include option to construct the `Fama and French (2018) <https://www.sciencedirect.com/science/article/abs/pii/S0304405X18300515>`_ cash-based profitability factor, ``RMWc``.
-        * Within the instance method used for constructing market betas and rolling residual variances, :meth:`fama.getFactorRegResults`, extend the `Dimson (1979) <https://www.sciencedirect.com/science/article/abs/pii/0304405X79900138>`_ methodology based on `Scholes and Williams (1977) <https://www.sciencedirect.com/science/article/abs/pii/0304405X77900411>`_ to other factor quantities of risk beyond the `market (CAPM)` beta (eg, `SMB` and `HML` quantities of risk).
+        * Within the instance method used for constructing market betas and rolling residual variances, :meth:`FamaFrench.getFactorRegResults <famafrench.FamaFrench.getFactorRegResults>`, extend the `Dimson (1979) <https://www.sciencedirect.com/science/article/abs/pii/0304405X79900138>`_ methodology based on `Scholes and Williams (1977) <https://www.sciencedirect.com/science/article/abs/pii/0304405X77900411>`_ to other factor quantities of risk beyond the `market (CAPM)` beta (eg, `SMB` and `HML` quantities of risk).
         * Verify the `pandas-datareader <https://pandas-datareader.readthedocs.io/en/latest/>`_ Python library is still unable to pull monthly and annual datafiles for the `Short-Term Reversal` or `Long-Term Reversal` Fama-French-style factors made public through `Ken French's online library <https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html>`_. 
         * When applicable, constructed portfolios, specifically portfolio returns, number of firms in each portfolio, and `average` anomaly portfolio characteristics are compared with those provided by Ken French for the same frequency and over the same period. The sample `Pearson correlations`, sample `means`, and sample `standard deviations` for the following portfolios **can be improved**: