Uses of Class
org.drip.investing.riskindex.CapitalizationFactor

Packages that use CapitalizationFactor

Package	Description
org.drip.investing.model	Multi-Factor Model Suite implementation

Uses of CapitalizationFactor in org.drip.investing.model

Methods in org.drip.investing.model with parameters of type CapitalizationFactor

Modifier and Type	Method	Description
static Carhart4F	Carhart4F.Standard(MarketFactor marketFactor, CapitalizationFactor capitalizationFactor, ValueFactor valueFactor, MomentumFactor momentumFactor)	Construct a Standard Instance of the 4F Carhart Model using the Factor Instances
static FamaFrench3F	FamaFrench3F.Standard(MarketFactor marketFactor, CapitalizationFactor capitalizationFactor, ValueFactor valueFactor)	Construct a Standard Instance of the 3F Fama-French Model using the Factor Instances
static FamaFrench5F	FamaFrench5F.Standard(MarketFactor marketFactor, CapitalizationFactor capitalizationFactor, ValueFactor valueFactor, ProfitabilityFactor profitabilityFactor, InvestmentFactor investmentFactor)	Construct a Standard Instance of the 5F Fama-French Model using the Factor Instances
static MramorPahorFoye3F	MramorPahorFoye3F.Standard(MarketFactor marketFactor, CapitalizationFactor capitalizationFactor, MramorPahorFactor mramorPahorFactor)	Construct a Standard Instance of the 3F Mramor-Pahor-Foye Model using the Factor Instances