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RBC #1415
9500 Gilman Dr. #0519
La Jolla , California 92093-0519
Bruce Lehmann
Professor
- Profile
- Publications
Profile
The GPS community is deeply saddened by the unexpected death of our colleague and friend, Professor Bruce Lehmann on Saturday, June 2, 2018. Read our tribute here.
Education and CV
Ph.D., Economics, University of Chicago, 1983M.A., Economics, University of Chicago, 1979
A.B., Economics and History, Washington University, 1977
Publications
Publications of Note
Lehmann is the author of numerous articles in scholarly journals, including:
"PPP Deviations in the Long Run" (with Michael Adler), Journal of Finance
"Mutual Fund Performance Evaluation: a Comparison of Benchmarks and Benchmark Comparisons," Journal of Finance
"The Empirical Foundations of the Arbitrage Pricing Theory," Journal of Financial Economics; and "Trading the Liquidity on the Tokyo Stock Exchange: A Bird's Eye View" (all with David M. Modest), Journal of Finance
"Growth Optimal Portfolio Restrictions on Asset Pricing Models," (with Ravi Bansal), Macroeconomic Dynamics 1
"Fads, Martingales and Market Efficiency," Quarterly Journal of Economics
"Residual Risk Revisited," Journal of Econometrics
"Empirical Testing of Asset Pricing Models" in the New Palgrave Dictionary of Money and Finance