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Conditions for a CAPM equilibrium with positive prices
Moshe Levy
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Corresponding author for this work
BA Business Department
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peer-review
13
Scopus citations
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Keyphrases
Risk Premium
100%
Investment Decisions
100%
Segmented Markets
50%
Firm Fundamentals
50%
Economics, Econometrics and Finance
CAPM
100%
Investors
50%
Risk Premium
50%
Market Segmentation
25%