Features:

- DRIP Factor Investing Library (50) - Factor Types, Characteristics, and Constitution (51, 52) - Investing Factors Asset Characteristics Shell (53, 54, 55) - Investing Factors Asset Characteristics Annotation (56, 57, 58) - Investing Factors Asset Characteristics Name (59, 60) Bug Fixes/Re-organization: - Special Function Digamma Cumulative Series (1) - Special Function Digamma Cumulative Series - Abramowitz Stegun 2007 (2, 3, 4) - Special Function Digamma Cumulative Series - Mezo Hoffman 2017 (5, 6, 7) - Special Function Digamma Cumulative Series - Gauss (8, 9, 10) - Special Function Digamma Cumulative Series - Asymptotic #1 (11, 12) - Special Function Digamma Cumulative Series - Asymptotic #2 (13, 14) - Special Function Digamma Cumulative Series - Exponential Asymtote #1 (15, 16) - Special Function Digamma Cumulative Series - Exponential Asymtote #2 (17, 18) - Special Function Digamma Cumulative Series - Exponential Asymtote Half-Shifted #1 (19, 20) - Special Function Digamma Cumulative Series - Exponential Asymtote Half-Shifted #2 (21, 22) - Special Function Digamma Cumulative Series - Taylor Riemann Zeta #1 (23, 24) - Special Function Digamma Cumulative Series - Taylor Riemann Zeta #2 (25, 26) - Special Function Digamma Cumulative Series - Estimator (27, 28, 29) - Special Function Digamma Cumulative Series Estimator - Harmonic (30, 31, 32) - Special Function Digamma Cumulative Series Estimator - Half Integer (33, 34, 35) - Special Function Digamma Cumulative Series Estimator - Mezo Hoffman 2017 (36, 37, 38) - Special Function Digamma Cumulative Series Estimator - Gauss (39, 40) - Special Function Digamma Cumulative Series Estimator - Asymptotic (41, 42) - Special Function Digamma Cumulative Series Estimator - Exponential Asymptote (43, 44) - Special Function Digamma Cumulative Series Estimator - Exponential Asymptote Half Shifted (45, 46) - Special Function Digamma Cumulative Series Estimator - Taylor Riemann Zeta (47, 48, 49) Samples: IdeaDRIP: - Factor Investing - Momentum (1-2)
lakshmiDRIP · Feb 10, 2024 · c8c0026 · c8c0026
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diff --git a/ReleaseNotes/07_03_2023.txt b/ReleaseNotes/07_03_2023.txt
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+
+Features:
+
+	- DRIP Factor Investing Library (50)
+	- Factor Types, Characteristics, and Constitution (51, 52)
+	- Investing Factors Asset Characteristics Shell (53, 54, 55)
+	- Investing Factors Asset Characteristics Annotation (56, 57, 58)
+	- Investing Factors Asset Characteristics Name (59, 60)
+
+
+Bug Fixes/Re-organization:
+
+	- Special Function Digamma Cumulative Series (1)
+	- Special Function Digamma Cumulative Series - Abramowitz Stegun 2007 (2, 3, 4)
+	- Special Function Digamma Cumulative Series - Mezo Hoffman 2017 (5, 6, 7)
+	- Special Function Digamma Cumulative Series - Gauss (8, 9, 10)
+	- Special Function Digamma Cumulative Series - Asymptotic #1 (11, 12)
+	- Special Function Digamma Cumulative Series - Asymptotic #2 (13, 14)
+	- Special Function Digamma Cumulative Series - Exponential Asymtote #1 (15, 16)
+	- Special Function Digamma Cumulative Series - Exponential Asymtote #2 (17, 18)
+	- Special Function Digamma Cumulative Series - Exponential Asymtote Half-Shifted #1 (19, 20)
+	- Special Function Digamma Cumulative Series - Exponential Asymtote Half-Shifted #2 (21, 22)
+	- Special Function Digamma Cumulative Series - Taylor Riemann Zeta #1 (23, 24)
+	- Special Function Digamma Cumulative Series - Taylor Riemann Zeta #2 (25, 26)
+	- Special Function Digamma Cumulative Series - Estimator (27, 28, 29)
+	- Special Function Digamma Cumulative Series Estimator - Harmonic (30, 31, 32)
+	- Special Function Digamma Cumulative Series Estimator - Half Integer (33, 34, 35)
+	- Special Function Digamma Cumulative Series Estimator - Mezo Hoffman 2017 (36, 37, 38)
+	- Special Function Digamma Cumulative Series Estimator - Gauss (39, 40)
+	- Special Function Digamma Cumulative Series Estimator - Asymptotic (41, 42)
+	- Special Function Digamma Cumulative Series Estimator - Exponential Asymptote (43, 44)
+	- Special Function Digamma Cumulative Series Estimator - Exponential Asymptote Half Shifted (45, 46)
+	- Special Function Digamma Cumulative Series Estimator - Taylor Riemann Zeta (47, 48, 49)
+
+
+Samples:
+
+IdeaDRIP:
+
+	- Factor Investing - Momentum (1-2)
diff --git a/ScheduleSheet.xlsx b/ScheduleSheet.xlsx
diff --git a/src/main/java/org/drip/investing/factors/AssetCharacteristics.java b/src/main/java/org/drip/investing/factors/AssetCharacteristics.java
@@ -0,0 +1,134 @@
+
+package org.drip.investing.factors;
+
+/*
+ * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
+ */
+
+/*!
+ * Copyright (C) 2022 Lakshmi Krishnamurthy
+ * Copyright (C) 2021 Lakshmi Krishnamurthy
+ * Copyright (C) 2020 Lakshmi Krishnamurthy
+ * Copyright (C) 2019 Lakshmi Krishnamurthy
+ * Copyright (C) 2018 Lakshmi Krishnamurthy
+ * Copyright (C) 2017 Lakshmi Krishnamurthy
+ * Copyright (C) 2016 Lakshmi Krishnamurthy
+ * 
+ *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
+ *  	asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
+ *  	analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
+ *  	equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
+ *  	numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
+ *  	graph builder/navigator, and computational support.
+ *  
+ *  	https://lakshmidrip.github.io/DROP/
+ *  
+ *  DROP is composed of three modules:
+ *  
+ *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
+ *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
+ *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
+ * 
+ * 	DROP Product Core implements libraries for the following:
+ * 	- Fixed Income Analytics
+ * 	- Loan Analytics
+ * 	- Transaction Cost Analytics
+ * 
+ * 	DROP Portfolio Core implements libraries for the following:
+ * 	- Asset Allocation Analytics
+ *  - Asset Liability Management Analytics
+ * 	- Capital Estimation Analytics
+ * 	- Exposure Analytics
+ * 	- Margin Analytics
+ * 	- XVA Analytics
+ * 
+ * 	DROP Computational Core implements libraries for the following:
+ * 	- Algorithm Support
+ * 	- Computation Support
+ * 	- Function Analysis
+ *  - Graph Algorithm
+ *  - Model Validation
+ * 	- Numerical Analysis
+ * 	- Numerical Optimizer
+ * 	- Spline Builder
+ *  - Statistical Learning
+ * 
+ * 	Documentation for DROP is Spread Over:
+ * 
+ * 	- Main                     => https://lakshmidrip.github.io/DROP/
+ * 	- Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
+ * 	- GitHub                   => https://github.com/lakshmiDRIP/DROP
+ * 	- Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
+ * 	- Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
+ * 	- Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
+ * 	- Release Versions         => https://lakshmidrip.github.io/DROP/version.html
+ * 	- Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
+ * 	- Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
+ * 
+ *  Licensed under the Apache License, Version 2.0 (the "License");
+ *   	you may not use this file except in compliance with the License.
+ *   
+ *  You may obtain a copy of the License at
+ *  	http://www.apache.org/licenses/LICENSE-2.0
+ *  
+ *  Unless required by applicable law or agreed to in writing, software
+ *  	distributed under the License is distributed on an "AS IS" BASIS,
+ *  	WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ *  
+ *  See the License for the specific language governing permissions and
+ *  	limitations under the License.
+ */
+
+/**
+ * <i>AssetCharacteristics</i> holds the Characteristics of Asset/Fund whose Behavior will be Benchmarked to
+ * 	specified Factors. The References are:
+ *
+ *	<br><br>
+ * <ul>
+ * 	<li>
+ *  	Baltussen, G., L. Swinkels, and P. van Vliet (2021): Global Factor Premiums <i>Journal of Financial
+ *  		Economics</i> <b>142 (3)</b> 1128-1154
+ * 	</li>
+ * 	<li>
+ *  	Blitz, D., and P. van Vliet (2007): The Volatility Effect: Lower Risk without Lower Return <i>Journal
+ *  		of Portfolio Management</i> <b>34 (1)</b> 102-113
+ * 	</li>
+ * 	<li>
+ *  	Fisher, G. S., R. Shah, and S. Titman (2017): Combining Value and Momentum
+ *  		<i>https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2472936</i> <b>eSSRN</b>
+ * 	</li>
+ * 	<li>
+ *  	Houweling, P., and J. van Zundert (2017): Factor Investing in the Corporate Bond Market <i>Financial
+ *  		Analysts Journal</i> <b>73 (2)</b> 100-115
+ * 	</li>
+ * 	<li>
+ *  	Wikipedia (2024): Factor Investing <i>https://en.wikipedia.org/wiki/Factor_investing</i>
+ * 	</li>
+ * </ul>
+ *
+ *	<br><br>
+ *  <ul>
+ *		<li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
+ *		<li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/AssetAllocationAnalyticsLibrary.md">Asset Allocation Analytics</a></li>
+ *		<li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/investing/README.md">Factor/Style Based Quantitative Investing</a></li>
+ *		<li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/investing/factors/README.md">Factor Types, Characteristics, and Constitution</a></li>
+ *  </ul>
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class AssetCharacteristics
+{
+	private String _name = "";
+
+	/**
+	 * Retrieve the Asset Name
+	 * 
+	 * @return The Asset Name
+	 */
+
+	public String name()
+	{
+		return _name;
+	}
+}
diff --git a/src/main/java/org/drip/investing/factors/package-info.java b/src/main/java/org/drip/investing/factors/package-info.java
@@ -0,0 +1,8 @@
+
+/**
+ * Factor Types, Characteristics, and Constitution
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+package org.drip.investing.factors;