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 602 Dynamic Asset Pricing - Fall

Publications and Working Papers

  • "Does it pay to bet against beta? On the conditional performance of the beta anomaly," with Michael S. O'Doherty, Journal of Finance, forthcoming.

  • "Asset-pricing anomalies at the firm level," with Michael S. O'Doherty, Journal of Econometrics, Vol. 186, No. 1, 2015, 113-128.

  • "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.