Cederburg, Scott, Michael S. O'Doherty, Feifei Wang, and Xuemin (Sterling) Yan, 2019, On the performance of volatility-managed portfolios, Forthcoming in Journal of Financial Economics.
Finance
Michael O'Doherty
Interim Department Chair, Associate Professor of Finance and Charles Jones Russell Distinguished Professor
Dr. O'Doherty's research interests include asset pricing, investments, financial econometrics, mutual funds and hedge funds. He has published in leading peer-reviewed journals such as the Journal of Finance, Journal of Financial Economics, Journal of Financial and Quantitative Analysis and Management Science. He is the recipient of numerous college, industry and conference awards, most recently the 2018 TIAA Paul A. Samuelson Award for Outstanding Scholarly Writing on Lifelong Financial Security.
At the University of Missouri, Dr. O’Doherty has taught courses at the undergraduate, MBA, and PhD levels.
Education
BS Chemical Engineering and Finance, Iowa State University, 2004; PhD Finance, University of Iowa, 2011Recent Publications
Cederburg, Scott, and Michael S. O'Doherty, 2019, Understanding the risk-return relation: The aggregate wealth proxy actually matters, Journal of Business & Economic Statistics 37(4), 721-735.
Cederburg, Scott, Michael S. O'Doherty, N. E. Savin, and Ashish Tiwari, 2018, Conditional benchmarks and predictors of mutual fund performance, Critical Finance Review 7(2), 331-372.
Brown, David C., Scott Cederburg, and Michael S. O'Doherty, 2017, Tax uncertainty and retirement savings diversification, Journal of Financial Economics 126(3), 689-712.
O'Doherty, Michael S., N. E. Savin, and Ashish Tiwari, 2017, Hedge fund replication: A model combination approach, Review of Finance 21(4), 1767-1804.