Edwin Burmeister
Professor Edwin Burmeister joined the Duke faculty as a Research Professor in 1991 from the University of Virginia, where he is a Commonwealth
Professor of Economics Emeritus. After receiving his undergraduate and M.A. degrees from Cornell, Burmeister completed his graduate studies at M.I.T.,
where he earned his Ph.D. in 1965. His first faculty position was at the University of Pennsylvania, where he taught for 11 years as Assistant (1965-1968), Associate (1968-1971) and Professor of Economics (1971-1976). He has published
numerous articles in the areas of mathematical economics and economic theory, particularly in the fields of capital theory, economic growth and
macroeconomics. At present, he is working on the role of expectations in determining interest rates and stock market prices. Professor Burmeister teaches
a course on Financial Markets and Investments (Econ 158/258). He is an elected Fellow of the Econometric Society and served as editor of the International Economic Review and as an associate editor of several other
journals.
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Recent Research
Research Areas:
Finance
Capital Theory
Economic Growth
Recent Papers:
Notes on Forecasting Benchmark Return
Using Macroeconomic Factors to Control Portfolio Risk
The Burmeister-McElroy Sliced Normal Theorem: Conditional
forecasting with probabilistic scenarios
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Office Information
Office:
Phone:
Email:
Fax:
Office hrs:
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201B Social Science
(919) 660-1849
eb@econ.duke.edu
(919) 684-8974
Tu 1:15-2:15 pm
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Selected Publications
"The Capital Theory Controversy," Assesment of Piero Sraffa's Contributions to Economics, 1995
"The Residual Market Factor, the APT, and Mean-Variance Efficiency," Review of Quantitative Finance and Accounting, 1991
"Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theoy," Journal of Finance, 1988
"Sraffa, Labor Theories of Value, and the Economics of Real Wage Rate Determination," Journal of Political Economy, 1983
[More]
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Course Descriptions
Financial Markets and Investments (Econ 158)
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Links
Prof. Burmeister's Vita
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