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Eller College Home > Department of Finance > Faculty and Research > Scott Cederburg

Scott Cederburg

Scott Cederburg

Contact Info and Links

Contact Information

Curriculum Vitae

SSRN Author Page

Assistant Professor

  • Ph.D. Finance, University of Iowa, 2011
Current Courses
  • FIN 422, Risk Management & Derivatives, Spring
  • FIN 602, Dynamic Asset Pricing, Fall
Research Interests
  • Asset Pricing (empirical and theoretical): factor models, cross-sectional anomalies, long-run risk,
    asset allocation, applied Bayesian econometrics
Publications and Working Papers
  • "Asset-pricing anomalies at the firm level," with Michael S. O'Doherty, forthcoming in Journal of Econometrics.

  • "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.

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