Scott H Cederburg
- Associate Professor, Finance
- Member of the Graduate Faculty
Contact
- (520) 621-7554
- McClelland Hall, Rm. 315R
- Tucson, AZ 85721
- cederburg@arizona.edu
Degrees
- Ph.D. Business Administration (Finance)
- University of Iowa
- M.B.A. Business Administration
- University of Nebraska-Lincoln
- B.B.A. Finance and Accounting
- University of Nebraska-Lincoln
Awards
- Eller Dean's Research Award for Associate Professors
- Eller College of Management, Spring 2019
- Paul A. Samuelson Award
- TIAA, Spring 2019
- Eller Outstanding Honors Thesis Advisor
- Eller College of Management, Spring 2018
- Eller College of Management, Spring 2017
- Best Paper Award
- Wellington Finance Summit, Fall 2017
Interests
No activities entered.
Courses
2024-25 Courses
-
Dissertation
FIN 920 (Spring 2025) -
Risk Mgmt + Derivatives
FIN 422 (Spring 2025) -
Dissertation
FIN 920 (Fall 2024) -
Dynamic Asset Price Thry
FIN 602 (Fall 2024) -
Risk Mgmt + Derivatives
FIN 422 (Fall 2024)
2023-24 Courses
-
Dissertation
FIN 920 (Spring 2024) -
Risk Mgmt + Derivatives
FIN 422 (Spring 2024) -
Dissertation
FIN 920 (Fall 2023) -
Dynamic Asset Price Thry
FIN 602 (Fall 2023)
2022-23 Courses
-
Dissertation
FIN 920 (Spring 2023) -
Portfolio Management Theory
FIN 526 (Spring 2023) -
Risk Mgmt + Derivatives
FIN 422 (Spring 2023) -
Dissertation
FIN 920 (Fall 2022) -
Dynamic Asset Price Thry
FIN 602 (Fall 2022) -
Honors Thesis
FIN 498H (Fall 2022)
2021-22 Courses
-
Dissertation
FIN 920 (Spring 2022) -
Portfolio Management Theory
FIN 526 (Spring 2022) -
Risk Mgmt + Derivatives
FIN 422 (Spring 2022) -
Dissertation
FIN 920 (Fall 2021) -
Dynamic Asset Price Thry
FIN 602 (Fall 2021)
2020-21 Courses
-
Dissertation
FIN 920 (Spring 2021) -
Portfolio Management Theory
FIN 526 (Spring 2021) -
Risk Mgmt + Derivatives
FIN 422 (Spring 2021) -
Dissertation
FIN 920 (Fall 2020) -
Dynamic Asset Price Thry
FIN 602 (Fall 2020)
2019-20 Courses
-
Dissertation
FIN 920 (Spring 2020) -
Dissertation
FIN 920 (Fall 2019) -
Dynamic Asset Price Thry
FIN 602 (Fall 2019)
2018-19 Courses
-
Dissertation
FIN 920 (Spring 2019) -
Portfolio Management Theory
FIN 526 (Spring 2019) -
Risk Mgmt + Derivatives
FIN 422 (Spring 2019) -
Dissertation
FIN 920 (Fall 2018) -
Dynamic Asset Price Thry
FIN 602 (Fall 2018)
2017-18 Courses
-
Dissertation
FIN 920 (Spring 2018) -
Honors Thesis
FIN 498H (Spring 2018) -
Risk Mgmt + Derivatives
FIN 422 (Spring 2018) -
Dissertation
FIN 920 (Fall 2017) -
Dynamic Asset Price Thry
FIN 602 (Fall 2017) -
Honors Thesis
FIN 498H (Fall 2017)
2016-17 Courses
-
Honors Thesis
FIN 498H (Spring 2017) -
Risk Mgmt + Derivatives
FIN 422 (Spring 2017) -
Dynamic Asset Price Thry
FIN 602 (Fall 2016)
Scholarly Contributions
Journals/Publications
- Cederburg, S. H., Johnson, T. L., & O'Doherty, M. S. (2022). On the Economic Significance of Stock Return Predictability. Review of Finance.
- Anarkulova, A., Cederburg, S. H., & O'Doherty, M. S. (2022). Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets. Journal of Financial Economics.
- DeVault, L., Cederburg, S. H., & Wang, K. (2022). Is 'Not Trading' Informative? Evidence from Corporate Insiders' Portfolios. Financial Analysts Journal.
- Cederburg, S. H., O'Doherty, M. S., Wang, F., & Yan, X. (. (2020). On the Performance of Volatility-Managed Portfolios. Journal of Financial Economics.
- Cederburg, S. H. (2019). Pricing Intertemporal Risk When Investment Opportunities Are Unobservable. Journal of Financial and Quantitative Analysis, 54(4), 1759-1789.
- Cederburg, S. H., & O'Doherty, M. S. (2017). Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters. Journal of Business and Economic Statistics.
- Avramov, D., Cederburg, S. H., & Lucivjanska, K. (2018). Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory. Review of Financial Studies, 31(2), 556-594.
- Cederburg, S. H., O'Doherty, M. S., Savin, N. E., & Tiwari, A. (2018). Conditional Benchmarks and the Identification of Skill in Active Management. Critical Finance Review, 7(2), 331-372.
- Brown, D. C., Cederburg, S. H., & O'Doherty, M. S. (2017). Tax Uncertainty and Retirement Savings Diversification. Journal of Financial Economics, 126, 689-712.
- Cederburg, S., & O'Doherty, M. S. (2016). Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly. Journal of Finance, 71, 737-774.
- Cederburg, S., & O'Doherty, M. S. (2015). Asset-Pricing Anomalies at the Firm Level. Journal of Econometrics, 186(1), 113-128.
Presentations
- Cederburg, S. H. (2021). Dominated ETFs. Sao Paulo School of Economics Seminar Series.
- Cederburg, S. H. (2021). Dominated ETFs. Virginia Tech Seminar Series.
- Cederburg, S. H. (2021). The Long-Horizon Returns of Stocks, Bonds, and Bills: Evidence from a Broad Sample of Developed Markets. University of Kansas Seminar Series.
- Anarkulova, A., Cederburg, S. H., & O'Doherty, M. S. (2020, Fall). Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets. Florida International University Seminar Series.
- Anarkulova, A., Cederburg, S. H., & O'Doherty, M. S. (2020, Fall). Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets. Rutgers University Seminar Series.
- Anarkulova, A., Cederburg, S. H., & O'Doherty, M. S. (2020, Fall). Stocks for the Long Run? Evidence from a Broad Sample of Developed Markets. University of Iowa Seminar Series.
- Cederburg, S. H., & Stoughton, N. (2020, Fall). Discretionary NAVs. Conference on Financial Market Regulation.
- Cederburg, S. H., Johnson, T. L., & O'Doherty, M. S. (2019, Fall). On the Economic Value of Stock Market Return Predictors. European Finance Association Annual Meeting.
- Cederburg, S. H., Johnson, T. L., & O'Doherty, M. S. (2019, Fall). On the Economic Value of Stock Market Return Predictors. Melbourne Asset Pricing Meeting.
- Cederburg, S. H. (2018, Fall). On the Economic Value of Stock Market Return Predictors. University of Nebraska-Lincoln.
- Cederburg, S. H., & Stoughton, N. (2018, Fall). Discretionary NAVs. TCU Finance Conference.
- Cederburg, S. H., O'Doherty, M., & Brown, D. C. (2017, February). Tax Uncertainty and Retirement Savings Diversification. Academic Research Colloquim for Financial Planning and Related Disciplines. Washington D.C..
- Cederburg, S. H. (2016, Fall). On the Identification of Skill in Active Mutual Fund Management. Utah State University.
- Avramov, D., & Cederburg, S. (2014, September). The Idiosyncratic Volatility-Expected Return Relation: Reconciling the Conflicting Evidence. Northern Finance Association.
