Solomon allegedly wrote the book of Proverbs. The Hebrew histories also say that he had an extensive trade network, meaning he could've gathered some of his wisdom through contact to the Greeks. If that is so, could Athena be Lady Wisdom (or the other way around)? The Bible does also say that Solomon turned to other gods.
"Lady wisdom" is a translation of the, grammatically female, hebrew word for wisdom (hokhme). In the Septuagint it's translated simply as Sophia (also female). In Luther's bible it's "die Weisheit". The reason for "lady" is, most likely, the lack of a grammatical gender in Modern English.