There are various studies done, however none are terribly scientific....
J Am Acad Dermatol. 2008 May;58(5):794-5.
Milk consumption and acne in teenaged boys.Adebamowo CA, Spiegelman D, Berkey CS, Danby FW, Rockett HH, Colditz GA, Willett WC, Holmes MD.
Department of Nutrition, Harvard School...