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The CAPM Is Alive and Well

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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. 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

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