Scott Cederburg

Assistant Professor of Finance


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

Areas of Expertise

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


FIN 422 Risk Management & Derivatives - Spring
FIN 498H Honors Thesis - Fall/Spring
FIN 602 Dynamic Asset Pricing - Fall

Publications and Working Papers

  • "Tax uncertainty and retirement savings diversification," David C. Brown, Scott Cederburg, and Michael S. O'Doherty, Journal of Financial Economics, forthcoming.

  •  "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 the identification of skill in active management," with Michael S. O'Doherty, N. E. Savin, and Ashish Tiwari, working paper.

  • ​"Are stocks riskier over the long run? Taking cues from economic theory," with Doron Avramov and Katarina Lucivjanska, working paper.

  • "Uncertainty and the pricing of intertemporal risk," working paper.

  • "Understanding the risk-return relation: The aggregate wealth proxy actually matters," with Michael S. O'Doherty, working paper.