Scott Cederburg
Associate Professor of Finance
Sheafe/Neill/Estes Fellow in 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
Degrees
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.
Courses
- FIN 422 Risk Management and Derivatives - Spring
- FIN 526 Portfolio Management Theory - Spring
- FIN 602 Dynamic Asset Pricing - Fall
Publications and Working Papers
- "Stocks for the long run? Evidence from a broad sample of developed markets," Journal of Financial Economics, forthcoming (with M. S. O'Doherty, and A. Anarkulova)
- "Understanding the risk-return relation: The aggregate wealth proxy actually matters" Journal of Business and Economic Statistics, Vol. 37, Issue 4, 2019, 721-735 (with M. S. O'Doherty)
- "On the performance of volatility-managed portfolios," Journal of Financial Economics, Vol 138, Issue 1, 2020, 95-117 (with M. S. O'Doherty, F. Wang and X. Yan)
- "Pricing intertemporal risk when investment opportunities are unobservable," Journal of Financial and Quantitative Analysis, Vol. 54, Issue 4, 2019, 1759-1789
- "Are stocks riskier over the long run? Taking cues from economic theory," Review of Financial Studies, February 2018, Vol. 31, Issue 2, 556-594 (with D. Avramov and K. Lucivjanska)
- "Conditional benchmarks and predictors of mutual fund performance," Critical Finance Review, Vol. 7, Issue 2, 2018, 331-372 (with Michael S. O'Doherty, N. E. Savin and Ashish Tiwari).
- "Tax uncertainty and retirement savings diversification," Journal of Financial Economics, December 2017, Vol. 126, Issue 3, Pages 689-712 (with D. C. Brown and M. S. O'Doherty)
- "Does it pay to bet against beta? On the conditional performance of the beta anomaly," Journal of Finance, 2016, Vol. 71, No. 2, 737-774 (with M. S. O'Doherty)
- "Asset-pricing anomalies at the firm level," Journal of Econometrics, 2015, Vol. 186, No. 1, 113-128 (with M. S. O'Doherty)