Package org.drip.investing.factorspec

Class LeverageCategory

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

  • Constructor Summary

    Constructors
    Constructor Description
    LeverageCategory()  

  • 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" Leverage Factor Category
      See Also:
      Constant Field Values

    • HIGH

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

    • LOW

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

  • Constructor Details

    • LeverageCategory

      public LeverageCategory()