Package org.drip.investing.factors

Class FactorMeta

java.lang.Object
org.drip.investing.factors.FactorMeta
public class FactorMeta
extends java.lang.Object
FactorMeta maintains the Meta Attributes of every Factor. The References are:

  • Blitz, D., M. X. Hanauer, M. Vidojevic, and P. van Vliet (2018): Five-Factors with the Five-Factor Model Journal of Portfolio Management 44 (4) 71-78
  • Fama, E. F., and K. R. French (1992): The Cross-section of Expected Stock Returns Journal of Finance 47 (2) 427-465
  • Fama, E. F., and K. R. French (2015): A Five-Factor Asset Pricing Model Journal of Financial Economics 116 (1) 1-22
  • Foye, J. (2018): Testing Alternative Versions of the Fama-French Five-Factor Model in the UK Risk Management 20 (2) 167-183
  • Wikipedia (2024): Fama–French three-factor model https://en.wikipedia.org/wiki/Fama%E2%80%93French_three-factor_model


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    FactorMeta()  

  • Method Summary

    Modifier and Type Method Description
    java.lang.String code()
    Retrieve the Factor Code
    java.lang.String description()
    Retrieve the Factor Description

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • FactorMeta

      public FactorMeta()

  • Method Details

    • code

      public java.lang.String code()
      Retrieve the Factor Code
      Returns:
      The Factor Code

    • description

      public java.lang.String description()
      Retrieve the Factor Description
      Returns:
      The Factor Description