Package org.drip.investing.factorspec

Class GrowthCategory

java.lang.Object
org.drip.investing.factorspec.GrowthCategory
public class GrowthCategory
extends java.lang.Object
GrowthCategory holds the Settings of the Growth Factor Category. 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 HIGH
    The "High" Growth Factor Category
    static int LOW
    The "Low" Growth Factor Category
    static int UNDEFINED
    The "Undefined" Growth Factor Category

  • Constructor Summary

    Constructors
    Constructor Description
    GrowthCategory()  

  • Method Summary

    Methods inherited from class java.lang.Object

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

  • Field Details

    • UNDEFINED

      public static final int UNDEFINED
      The "Undefined" Growth Factor Category
      See Also:
      Constant Field Values

    • HIGH

      public static final int HIGH
      The "High" Growth Factor Category
      See Also:
      Constant Field Values

    • LOW

      public static final int LOW
      The "Low" Growth Factor Category
      See Also:
      Constant Field Values

  • Constructor Details

    • GrowthCategory

      public GrowthCategory()