Books by Bruce Neal Lehmann
Arbitrage-free limit order boo
Arbitrage-free limit order books and the pricing of order flow risk
Notes for a contingent claims
Notes for a contingent claims theory of limit order markets
The legacy of Fischer Black
The role of beliefs in inferen
The role of beliefs in inference for rational expectations models
Diversification and the optima
Diversification and the optimal construction of basis portfolios
Empirical testing of asset pri
Empirical testing of asset pricing models
Asset pricing and intrinsic va
Asset pricing and intrinsic values
Residual risk revisited
Residual risk revisited