Bruce N. Lehmann

The Empirical Foundations of the Arbitrage Pricing Theory I: The Empirical Tests

Year: 1985
Journal: Journal of Financial Economics
Authors: Bruce N. Lehmann; David M. Modest

The Empirical Foundations of the Arbitrage Pricing Theory II: The Optimal Construction of Basis Portfolios

Year: 1985
Journal: Journal of Financial Economics
Authors: Bruce N. Lehmann; David M. Modest

Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons

Year: 1985
Journal: Journal of Finance
Authors: Bruce N. Lehmann; David M. Modest

Residual Risk Revisited

Year: 1986
Journal: Journal of Econometrics
Authors: Bruce N. Lehmann

Fads, Martingales, and Market Efficiency

Year: 1988
Journal: Quarterly Journal of Economics
Authors: Bruce N. Lehmann

Earnings Dividend Policy and Present Value Relations: Building Blocks of Dividend Policy Invariant Cash Flows

Year: 1991
Journal: Review of Quantitative Finance and Accounting
Authors: Bruce N. Lehmann

Empirical Testing of Asset Pricing Models

Year: 1992
Journal: No Journal Matched
Authors: Bruce N. Lehmann

Performance Measurement Using Multiple Asset Class Portfolio Data: A Study of UK Pension Funds

Year: 1997
Journal: No Journal Matched
Authors: David Blake; Bruce N. Lehmann; Allan Timmermann

Diversification and the Optimal Construction of Basis Portfolios

Year: 2003
Journal: Management Science
Authors: Bruce N. Lehmann; David M. Modest

Notes for a Contingent Claims Theory of Limit Order Markets

Year: 2005
Journal: No Journal Matched
Authors: Bruce N. Lehmann

The Role of Beliefs in Inference for Rational Expectations Models

Year: 2005
Journal: Journal of Econometrics
Authors: Bruce N. Lehmann