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Korean Journal of Financial Studies 2007;36(5):807-836.
Published online October 31, 2007.
Horizon-based Test of Simple Continuous Time CAPM
Jong Ryong Lee
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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