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Further Evidence on the Risk-Return Relationship

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References

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2003Creating Fama and French Factors with Style45 cited
2007A review of capital asset pricing models30 cited
1994Portfolio Inefficiency and the Cross-Section of Expected Returns30 cited

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2011Does Finance Theory Make the Case forCapitalization-Weighted Indexing?29 cited

2007Conditions for a CAPM equilibrium with positive prices23 cited