Package org.drip.investing.factorspec

Class ProfitabilityCategory

java.lang.Object
org.drip.investing.factorspec.ProfitabilityCategory
public class ProfitabilityCategory
extends java.lang.Object
ProfitabilityCategory holds the Settings of the Profitability 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 ROBUST
    The "Robust" Profitability Factor Category
    static int UNDEFINED
    The "Undefined" Profitability Factor Category
    static int WEAK
    The "Weak" Profitability Factor Category

  • Constructor Summary

    Constructors
    Constructor Description
    ProfitabilityCategory()  

  • 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" Profitability Factor Category
      See Also:
      Constant Field Values

    • ROBUST

      public static final int ROBUST
      The "Robust" Profitability Factor Category
      See Also:
      Constant Field Values

    • WEAK

      public static final int WEAK
      The "Weak" Profitability Factor Category
      See Also:
      Constant Field Values

  • Constructor Details

    • ProfitabilityCategory

      public ProfitabilityCategory()