Package org.drip.investing.engine

Class AssetType

java.lang.Object
org.drip.investing.engine.AssetType
public class AssetType
extends java.lang.Object
AssetType contains Asset Type Specifications. The References are:

  • Baltussen, G., L. Swinkels, and P. van Vliet (2021): Global Factor Premiums Journal of Financial Economics 142 (3) 1128-1154
  • Blitz, D., and P. van Vliet (2007): The Volatility Effect: Lower Risk without Lower Return Journal of Portfolio Management 34 (1) 102-113
  • Fisher, G. S., R. Shah, and S. Titman (2017): Combining Value and Momentum https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2472936 eSSRN
  • Houweling, P., and J. van Zundert (2017): Factor Investing in the Corporate Bond Market Financial Analysts Journal 73 (2) 100-115
  • Wikipedia (2024): Factor Investing https://en.wikipedia.org/wiki/Factor_investing


Author:
Lakshmi Krishnamurthy

  • Field Summary

    Fields
    Modifier and Type Field Description
    static int COMMODITY
    Asset Type COMMODITY
    static int CORPORATE_BOND
    Asset Type CORPORATE BOND
    static int GOVERNMENT_BOND
    Asset Type GOVERNMENT BOND
    static int STOCK
    Asset Type STOCK
    static int STOCK_FUND
    Asset Type STOCK FUND
    static int STOCK_FUND_OF_FUNDS
    Asset Type STOCK FUND OF FUNDS
    static int STOCK_INDEX
    Asset Type STOCK INDEX

  • Constructor Summary

    Constructors
    Constructor Description
    AssetType()  

  • Method Summary

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Field Details

    • STOCK

      public static final int STOCK
      Asset Type STOCK
      See Also:
      Constant Field Values

    • STOCK_INDEX

      public static final int STOCK_INDEX
      Asset Type STOCK INDEX
      See Also:
      Constant Field Values

    • STOCK_FUND

      public static final int STOCK_FUND
      Asset Type STOCK FUND
      See Also:
      Constant Field Values

    • STOCK_FUND_OF_FUNDS

      public static final int STOCK_FUND_OF_FUNDS
      Asset Type STOCK FUND OF FUNDS
      See Also:
      Constant Field Values

    • CORPORATE_BOND

      public static final int CORPORATE_BOND
      Asset Type CORPORATE BOND
      See Also:
      Constant Field Values

    • GOVERNMENT_BOND

      public static final int GOVERNMENT_BOND
      Asset Type GOVERNMENT BOND
      See Also:
      Constant Field Values

    • COMMODITY

      public static final int COMMODITY
      Asset Type COMMODITY
      See Also:
      Constant Field Values

  • Constructor Details

    • AssetType

      public AssetType()