Package org.drip.investing.riskindex

Implementation of Risk Factor Indices
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    CapitalizationFactor
    CapitalizationFactor is the Implementation of the Capitalization Factor.
    InvestmentFactor
    InvestmentFactor is the Implementation of the Investment Factor.
    MarketFactor
    MarketFactor is the Implementation of the Market Factor.
    MomentumFactor
    MomentumFactor is the Implementation of the Momentum Factor.
    MomentumFactorMeta
    MomentumFactorMeta contains the Meta Information behind the Momentum Factor.
    MramorPahorFactor
    MramorPahorFactor is the Implementation of the Mramor-Pahor Accounting Manipulation Proxy Factor.
    ProfitabilityFactor
    ProfitabilityFactor is the Implementation of the Profitability Factor.
    ValueFactor
    ValueFactor is the Implementation of the Value Factor.
    ValueFactorMetrics
    ValueFactorMetrics maintains the various Value Factor Metrics.
    VolatilityFactor
    VolatilityFactor is the Implementation of the Volatility Factor.