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Residual risk revisited
Lehmann, Bruce Neal - 1986
Persistent link: https://www.econbiz.de/10000695100
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Residual risk revisited
Lehmann, Bruce Neal - In: Journal of econometrics 45 (1990) 1, pp. 71-92
Persistent link: https://www.econbiz.de/10001332079
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Orthogonal frontiers and alternative mean-variance efficiency tests
Lehmann, Bruce Neal - In: The journal of finance : the journal of the American … 42 (1987) 3, pp. 601-619
Persistent link: https://www.econbiz.de/10001047855
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Fads, martingales, and market efficiency
Lehmann, Bruce Neal - In: The quarterly journal of economics 105 (1990) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001089009
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Portfolio manager behavior and arbitrage pricing theory
Lehmann, Bruce Neal - In: Finanzmarkt und Portfolio-Management 2 (1988) 2, pp. 35-44
Persistent link: https://www.econbiz.de/10001218925
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Fads, martingales, and market efficiency
Lehmann, Bruce Neal - 1988
Persistent link: https://www.econbiz.de/10000754887
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Some desiderata for the measurement of price discovery across markets
Lehmann, Bruce Neal - In: Journal of financial markets 5 (2002) 3, pp. 259-276
Persistent link: https://www.econbiz.de/10001706042
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Performance measurement using multiple asset class portfolio data : a study of UK pensions fund
Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1997
Persistent link: https://www.econbiz.de/10001469926
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Performance clustering and incentives in the Uk pension fund industry
Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10001469937
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Asset allocation dynamics and pension fund performance
Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10001469940