Also you can concatenate without using the cursor like this :

DECLARE @v-2 AS NVARCHAR(MAX)

SELECT TOP 10000 @v-2 = coalesce(@v + ', ' + M1.Name, M1.Name) FROM master.Sys.Columns M1 CROSS JOIN master.Sys.Columns M2 ORDER BY M1.Name

PRINT DATALENGTH(@v)

--257856

--EXEC (@v)