Scott Cederburg

Contact Information

• 520.621.1716 office
• 520.621.1261 fax
• cederburg@email.arizona.edu
• McClelland Hall 315M

Curriculum Vitae

• View or download CV

SSRN Author Page

• View page and papers

Assistant Professor

• Ph.D. Finance, University of Iowa, 2011

Current Courses

• FIN 422, Risk Management & Derivatives, Spring
• FIN 602, Dynamic Asset Pricing, Fall

Research Interests

• Asset Pricing (empirical and theoretical): factor models, cross-sectional anomalies, long-run risk,
  asset allocation, applied Bayesian econometrics

Publications and Working Papers

• "Intertemporal Risk and the Cross Section of Expected Stock Returns," working paper.
  
  
• "Cross-Sectional Asset Pricing Puzzles: An Equilibrium Perspective," with Doron Avramov and Satadru Hore, working paper.
  
  
• "Asset-Pricing Anomalies at the Firm Level," with Phil Davies and Michael O'Doherty, working paper.
  
  
• "Implications of Long-Run Risk for Asset Allocation Decisions," with Doron Avramov, working paper.