Package org.drip.investing.model

Multi-Factor Model Suite implementation
Author:
Lakshmi
  • Class Summary
    Class Description
    CapitalAssetPricing1F
    CapitalAssetPricing1F implements the One-factor Capital Asset Pricing Model.
    Carhart4F
    Carhart4F implements the Four-Factor Carhart Model.
    FamaFrench3F
    FamaFrench3F implements the Three-Factor Fama-French Model.
    FamaFrench5F
    FamaFrench3F implements the Five-Factor Fama-French Model.
    MramorPahorFoye3F
    MramorPahorFoye3F implements the Mramor-Pahor Fama-French Model.