Uses of Class
org.drip.investing.factors.FactorModel
| Package | Description |
|---|---|
| org.drip.investing.model |
Multi-Factor Model Suite implementation
|
-
Uses of FactorModel in org.drip.investing.model
Subclasses of FactorModel in org.drip.investing.model Modifier and Type Class Description classCapitalAssetPricing1FCapitalAssetPricing1F implements the One-factor Capital Asset Pricing Model.classCarhart4FCarhart4F implements the Four-Factor Carhart Model.classFamaFrench3FFamaFrench3F implements the Three-Factor Fama-French Model.classFamaFrench5FFamaFrench3F implements the Five-Factor Fama-French Model.classMramorPahorFoye3FMramorPahorFoye3F implements the Mramor-Pahor Fama-French Model.