Horizon-based Test of Simple Continuous Time CAPM

Korean Journal of Financial Studies 2007;36(5):807-836.
Published online October 31, 2007.

자료시차를 반영한 Continuous Time CAPM의 실증에 관한 연구

이종룡

Key Words: 수익률적분,연속모형,연속모형의 실증분석모형,위험과 수익률의 상충관계,자료시차,Continuous time CAPM,Data horizon,HICAPM,Horizon-based continuous time CAPM,Integral of instantaneous rate,Risk-return tradeoff

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