Scott Cederburg

University of Arizona - Department of Finance

McClelland Hall

P.O. Box 210108

Tucson, AZ 85721-0108

United States

SCHOLARLY PAPERS

14

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9,192

SSRN CITATIONS
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Top 20,546

in Total Papers Citations

23

CROSSREF CITATIONS

25

Scholarly Papers (14)

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 1,924 (9,466)
Citation 4

Abstract:

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

2.

Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 81 Posted: 03 Jun 2020 Last Revised: 19 Jan 2021
University of Arizona, Eller College of Management, Department of Finance, Students, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 1,510 (13,887)

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Long-horizon stock returns, loss probability, survivor bias, easy data bias

3.

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 1,357 (16,419)
Citation 6

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Conditional CAPM, Beta Anomaly, Beta-Return Relation

4.

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 933 (28,599)
Citation 6

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mutual funds, investor behavior, smart money

5.

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 779 (36,746)
Citation 8

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volatility-managed portfolios, portfolio choice

6.

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 569 (55,732)
Citation 17

Abstract:

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7.

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 525 (61,704)

Abstract:

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8.

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 350 (99,975)
Citation 2

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Hierarchical Bayes, Factor models, Asset-pricing anomalies

9.

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 299 (118,870)
Citation 3

Abstract:

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10.

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 263 (135,964)
Citation 2

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ICAPM, Intertemporal risk, Latent factor, Informative priors

11.

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 260 (137,571)

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Mutual funds, performance evaluation, conditional performance evaluation

12.

On the Economic Significance of Stock Return Predictability

Number of pages: 80 Posted: 10 May 2019 Last Revised: 30 Dec 2019
University of Arizona - Department of Finance, The University of Texas at Austin and University of Missouri at Columbia - Department of Finance
Downloads 225 (158,346)

Abstract:

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

13.

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 134 (248,709)

Abstract:

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Aggregate wealth portfolio, ICAPM, Risk-return tradeoff

14.

(Sub)Optimal Asset Allocation to ETFs

Number of pages: 47 Posted: 06 Nov 2020
David C. Brown, Scott Cederburg and Mitch Towner
University of Arizona - Department of Finance, University of Arizona - Department of Finance and University of Arizona - Department of Finance
Downloads 64 (398,437)

Abstract:

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Exchange Traded Funds (ETFs), Dominated Products, Bench-marking, Smart Beta