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
- Module = Portfolio Core Module
- Library = Asset Allocation Analytics
- Project = Factor/Style Based Quantitative Investing
- Package = Factor Value Categories and Ranges
- Author:
- Lakshmi Krishnamurthy
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Field Summary
Fields Modifier and Type Field Description static int
AGGRESSIVE
The "Aggressive" Investment Factor Categorystatic int
CONSERVATIVE
The "Conservative" Investment Factor Categorystatic int
UNDEFINED
The "Undefined" Investment Factor Category -
Constructor Summary
Constructors Constructor Description InvestmentCategory()
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Method Summary
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Field Details
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UNDEFINED
public static final int UNDEFINEDThe "Undefined" Investment Factor Category- See Also:
- Constant Field Values
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AGGRESSIVE
public static final int AGGRESSIVEThe "Aggressive" Investment Factor Category- See Also:
- Constant Field Values
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CONSERVATIVE
public static final int CONSERVATIVEThe "Conservative" Investment Factor Category- See Also:
- Constant Field Values
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Constructor Details
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InvestmentCategory
public InvestmentCategory()
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