Scott H Cederburg

  • 15 Citations
  • 2 h-Index
20152018
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Fingerprint Dive into the research topics where Scott H Cederburg is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
Capital asset pricing model Business & Economics
Anomaly Business & Economics
Investors Business & Economics
Uncertainty Business & Economics
Inference Business & Economics
Investment opportunities Business & Economics
Asset pricing Business & Economics
Retirement saving Business & Economics

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Research Output 2015 2018

  • 15 Citations
  • 2 h-Index
  • 7 Article
2 Citations (Scopus)

Are stocks riskier over the long run? Taking cues from economic theory

Avramov, D., Avramov, D., Cederburg, S. H. & Lučivjanská, K., Jan 1 2018, In : Review of Financial Studies. 31, 2, p. 556-594 39 p.

Research output: Contribution to journalArticle

Economic theory
Inference
Mean reversion
Investors
Habit formation

Conditional benchmarks and predictors of mutual fund performance

Cederburg, S. H., O’Doherty, M. S., Savin, N. E. & Tiwari, A., Jan 1 2018, In : Critical Finance Review. 7, 2, p. 331-372 42 p.

Research output: Contribution to journalArticle

Benchmark
Mutual fund performance
Predictors
Factors
Performance attribution

Pricing Intertemporal Risk when Investment Opportunities are Unobservable

Cederburg, S. H., Jan 1 2018, (Accepted/In press) In : Journal of Financial and Quantitative Analysis.

Research output: Contribution to journalArticle

Investment opportunities
Pricing
Capital asset pricing model
Prior information
Market returns

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

Cederburg, S. H. & O’Doherty, M. S., May 30 2018, (Accepted/In press) In : Journal of Business and Economic Statistics. p. 1-15 15 p.

Research output: Contribution to journalArticle

Risk Aversion
Conditional Variance
Relative Risk
Coefficient
Stock Market
1 Citation (Scopus)

Tax uncertainty and retirement savings diversification

Brown, D. C., Cederburg, S. H. & O'Doherty, M. S., 2017, (Accepted/In press) In : Journal of Financial Economics.

Research output: Contribution to journalArticle

Diversification
Tax
Uncertainty
Retirement saving
Investors