Package org.drip.investing.factorspec

Class InvestmentCategory

java.lang.Object
org.drip.investing.factorspec.InvestmentCategory
public class InvestmentCategory
extends java.lang.Object
InvestmentCategory holds the Settings of the Investment 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 AGGRESSIVE
    The "Aggressive" Investment Factor Category
    static int CONSERVATIVE
    The "Conservative" Investment Factor Category
    static int UNDEFINED
    The "Undefined" Investment Factor Category

  • Constructor Summary

    Constructors
    Constructor Description
    InvestmentCategory()  

  • 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" Investment Factor Category
      See Also:
      Constant Field Values

    • AGGRESSIVE

      public static final int AGGRESSIVE
      The "Aggressive" Investment Factor Category
      See Also:
      Constant Field Values

    • CONSERVATIVE

      public static final int CONSERVATIVE
      The "Conservative" Investment Factor Category
      See Also:
      Constant Field Values

  • Constructor Details

    • InvestmentCategory

      public InvestmentCategory()