Scott Cederburg

University of Arizona - Department of Finance

McClelland Hall

P.O. Box 210108

Tucson, AZ 85721-0108

United States

SCHOLARLY PAPERS

12

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CITATIONS
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35

Scholarly Papers (12)

1.

Tax Uncertainty and Retirement Savings Diversification

Number of pages: 51 Posted: 23 Jun 2016 Last Revised: 19 Nov 2016
David C. Brown, Scott Cederburg and Michael S. O'Doherty
University of Arizona - Department of Finance, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 1,816 (8,355)
Citation 2

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Tax Uncertainty, Asset Location, Retirement Savings, IRA, Roth

2.

Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly

Journal of Finance, Forthcoming
Number of pages: 92 Posted: 23 Apr 2013 Last Revised: 24 Jun 2015
Scott Cederburg and Michael S. O'Doherty
University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 1,284 (14,572)
Citation 12

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Conditional CAPM, Beta Anomaly, Beta-Return Relation

3.

Mutual Fund Investor Behavior Across the Business Cycle

Number of pages: 31 Posted: 17 Mar 2008
Scott Cederburg
University of Arizona - Department of Finance
Downloads 891 (25,247)
Citation 5

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mutual funds, investor behavior, smart money

4.

Cross-Sectional Asset Pricing Puzzles: A Long-Run Perspective

Third Singapore International Conference on Finance 2009, AFA 2010 Atlanta Meetings Paper
Number of pages: 71 Posted: 12 Dec 2008 Last Revised: 29 Nov 2011
Doron Avramov, Scott Cederburg and Satadru Hore
Interdisciplinary Center (IDC) Herzliyah, University of Arizona - Department of Finance and Federal Reserve Bank of Boston
Downloads 546 (48,847)
Citation 15

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5.

Are Stocks Riskier Over the Long Run? Taking Cues from Economic Theory

Number of pages: 70 Posted: 09 Jun 2015 Last Revised: 03 Mar 2017
Doron Avramov, Scott Cederburg and Katarina Lucivjanska
Interdisciplinary Center (IDC) Herzliyah, University of Arizona - Department of Finance and University of Pavol Jozef Šafárik in Kosice
Downloads 467 (59,503)
Citation 2

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6.

On the Performance of Volatility-Managed Portfolios

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 70 Posted: 18 Apr 2019
University of Arizona - Department of Finance, University of Missouri at Columbia - Department of Finance, Miami University of Ohio and University of Missouri - Columbia
Downloads 345 (86,138)

Abstract:

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volatility-managed portfolios, portfolio choice

7.

Asset-Pricing Anomalies at the Firm Level

Journal of Econometrics, Forthcoming
Number of pages: 49 Posted: 18 Jun 2014
Scott Cederburg and Michael S. O'Doherty
University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 329 (89,955)
Citation 3

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Hierarchical Bayes, Factor models, Asset-pricing anomalies

8.

Implications of Long-Run Risk for Asset Allocation Decisions

Netspar Discussion Paper No. 03/2012-011
Number of pages: 36 Posted: 28 Apr 2012
Doron Avramov and Scott Cederburg
Interdisciplinary Center (IDC) Herzliyah and University of Arizona - Department of Finance
Downloads 287 (104,375)
Citation 3

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9.

Pricing Intertemporal Risk when Investment Opportunities Are Unobservable

Number of pages: 79 Posted: 23 Sep 2010 Last Revised: 27 May 2018
Scott Cederburg
University of Arizona - Department of Finance
Downloads 241 (125,179)

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ICAPM, Intertemporal risk, Latent factor, Informative priors

10.

Conditional Benchmarks and Predictors of Mutual Fund Performance

Number of pages: 46 Posted: 18 Feb 2016 Last Revised: 04 Mar 2018
University of Arizona - Department of Finance, University of Missouri at Columbia - Department of Finance, University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Downloads 231 (131,163)

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Mutual funds, performance evaluation, conditional performance evaluation

11.

On the Economic Value of Stock Market Return Predictors

Number of pages: 54 Posted: 10 May 2019
University of Arizona - Department of Finance, The University of Texas at Austin and University of Missouri at Columbia - Department of Finance
Downloads 127 (220,431)

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Market return predictability, Bayesian investors, Stochastic volatility, Multiperiod horizons

12.

Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters

Cederburg, Scott, and Michael S. O'Doherty, 2017, Understanding the risk-return relation: The aggregate wealth proxy actually matters, Journal of Business and Economic Statistics, Forthcoming
Number of pages: 78 Posted: 19 Nov 2014 Last Revised: 05 Dec 2017
Scott Cederburg and Michael S. O'Doherty
University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 125 (223,119)

Abstract:

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Aggregate wealth portfolio, ICAPM, Risk-return tradeoff