Scott Cederburg

University of Arizona - Department of Finance

McClelland Hall

P.O. Box 210108

Tucson, AZ 85721-0108

United States

SCHOLARLY PAPERS

18

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Top 2,547

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24,421

SSRN CITATIONS
Rank 10,882

SSRN RANKINGS

Top 10,882

in Total Papers Citations

112

CROSSREF CITATIONS

25

Scholarly Papers (18)

1.

The Safe Withdrawal Rate: Evidence from a Broad Sample of Developed Markets

Number of pages: 41 Posted: 28 Sep 2022 Last Revised: 25 Jul 2023
Emory University - Department of Finance, University of Arizona - Department of Finance, University of Missouri at Columbia - Department of Finance and University of Arizona - Department of Finance
Downloads 6,330 (2,122)

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Retirement, safe withdrawal rate, survivor bias, easy data bias, financial ruin

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
Emory University - Department of Finance, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 3,316 (6,388)
Citation 8

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

3.

Beyond the Status Quo: A Critical Assessment of Lifecycle Investment Advice

Number of pages: 70 Posted: 01 Nov 2023
Emory University - Department of Finance, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 3,300 (16,793)

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Retirement, retirement savings, target-date funds, survivor bias, easy data bias

4.

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 2,449 (10,188)
Citation 4

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

5.

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 1,508 (22,019)
Citation 9

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Conditional CAPM, Beta Anomaly, Beta-Return Relation

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 Lehigh University - College of Business
Downloads 1,193 (30,979)
Citation 8

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volatility-managed portfolios, portfolio choice

7.

Long-Horizon Losses in Stocks, Bonds, and Bills

Number of pages: 114 Posted: 18 Nov 2021 Last Revised: 30 Oct 2023
Emory University - Department of Finance, University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 1,156 (32,671)

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

8.

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 1,022 (38,633)
Citation 7

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mutual funds, investor behavior, smart money

9.

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, University of Arizona - Department of Finance and University of Pavol Jozef Šafárik in Kosice
Downloads 625 (74,925)

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10.

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah, University of Arizona - Department of Finance and Federal Reserve Bank of Boston
Downloads 614 (76,568)
Citation 17

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11.

On the Economic Significance of Stock Return Predictability

Review of Finance
Number of pages: 113 Posted: 10 May 2019 Last Revised: 18 Oct 2022
University of Arizona - Department of Finance, The University of Texas at Austin and University of Missouri at Columbia - Department of Finance
Downloads 482 (103,922)

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

12.
Downloads 472 (105,687)

Dominated ETFs

Number of pages: 49 Posted: 06 Nov 2020 Last Revised: 20 Dec 2021
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 458 (108,475)

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Exchange Traded Funds (ETFs), Dominated Products

Dominated ETFs

Number of pages: 49 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 14 (975,886)

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Exchange Traded Funds (ETFs), Dominated Products

13.

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 428 (118,626)
Citation 3

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Hierarchical Bayes, Factor models, Asset-pricing anomalies

14.

Is ‘Not Trading’ Informative? Evidence from Corporate Insiders’ Portfolios

Financial Analysts Journal, 78(1): 79-100 https://doi.org/10.1080/0015198X.2021.1984825
Number of pages: 46 Posted: 18 Nov 2021 Last Revised: 17 Mar 2022
Luke DeVault, Scott Cederburg and Kainan Wang
Clemson University - Department of Finance, University of Arizona - Department of Finance and University of Toledo
Downloads 370 (140,007)

Abstract:

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Insider trades, portfolio insiders

15.

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
Reichman University - Interdisciplinary Center (IDC) Herzliyah and University of Arizona - Department of Finance
Downloads 337 (155,450)
Citation 3

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16.

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 336 (155,450)
Citation 1

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Mutual funds, performance evaluation, conditional performance evaluation

17.

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 302 (174,040)
Citation 4

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ICAPM, Intertemporal risk, Latent factor, Informative priors

18.

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 181 (284,566)
Citation 4

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Aggregate wealth portfolio, ICAPM, Risk-return tradeoff