Associate Professor of Finance
McClelland Hall 315M
1130 E. Helen St.
P.O. Box 210108
Tucson, Arizona 85721-0108
Areas of Expertise
- Asset pricing (empirical and theoretical): factor models, cross-sectional anomalies, long-run risk, asset allocation, and applied Bayesian econometrics
PhD in Finance, University of Iowa, 2011
Scott Cederburg joined the Eller College of Management in 2011 after earning his PhD in Business Administration (Finance) from the University of Iowa in 2011. Prior to academia, he was a senior financial analyst with Ethanol Capital Management and an investment analyst with Schwendiman Funds. A Chartered Financial Analyst, Cederburg’s research interests include asset pricing, cross-sectional anomalies, long-run risk, asset allocation and applied Bayesian econometrics.
- FIN 602 Dynamic Asset Pricing—Fall
Publications and Working Papers
"On the performance of volatility-managed portfolios," with Michael S. O'Doherty, Feifei Wang, and Xuemin (Sterling) Yan, Journal of Financial Economics, forthcoming.
"Pricing intertemporal risk when investment opportunities are unobservable," Journal of Financial and Quantitative Analysis, forthcoming.
"Are stocks riskier over the long run? Taking cues from economic theory," with Doron Avramov and Katarina Lucivjanska, Review of Financial Studies, Vol. 31, Issue 2, February 2018, 556-594.
"Tax uncertainty and retirement savings diversification," David C. Brown, Scott Cederburg, and Michael S. O'Doherty, Journal of Financial Economics, Vol. 126, Issue 3, December 2017, Pages 689-712.
"Asset-pricing anomalies at the firm level," with Michael S. O'Doherty, Journal of Econometrics, Vol. 186, No. 1, 2015, 113-128.
"Does it pay to bet against beta? On the conditional performance of the beta anomaly," with Michael S. O'Doherty, Journal of Finance, Vol. 71, No. 2, 2016, 737-774.
"Conditional benchmarks and predictors of mutual fund performance," with Michael S. O'Doherty, N. E. Savin, and Ashish Tiwari, Critical Finance Review, Vol. 7, Issue 2, 2018, 331-372.
"Understanding the risk-return relation: The aggregate wealth proxy actually matters," with Michael S. O'Doherty, Journal of Business and Economic Statistics, forthcoming.
"Uncertainty and the pricing of intertemporal risk," working paper.