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The CAPM Is Alive and Well

Published 1 November 1993Open access
Ravi Jagannathan, Zhenyu Wang
Citations54
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Abstract

. The postscript le of this paper can be obtained via anonymous ftp at ftp.socsci.umn.edu in the subdirectory of outgoing/wang. The lename is alive.ps zThe authors bene ted from discussions with Rao Aiyagari, Gordon Alexander, Charlie

Keywords

Economics, Econometrics and Finance