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

Packages that use MarketFactor

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

Uses of MarketFactor in org.drip.investing.model

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

Modifier and Type	Method	Description
static CapitalAssetPricing1F	CapitalAssetPricing1F.Standard(MarketFactor marketFactor)	Construct a Standard Instance of the 1F CAPM using the Market Factor Instance
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