Scott Cederburg

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

• "On the performance of volatility-managed portfolios," Journal of Financial Economics, forthcoming (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)
• "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)
• "Asset-pricing anomalies at the firm level," Journal of Econometrics, 2015, Vol. 186, No. 1, 113-128 (with 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)
• "Conditional benchmarks and predictors of mutual fund performance," Journal of Business and Economic Statistics, Vol. 37, Issue 4, 2019, 721-735 (with M. S. O'Doherty)
• "Uncertainty and the pricing of intertemporal risk," working paper