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.
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.
EducationBS Chemical Engineering and Finance, Iowa State University, 2004; PhD Finance, University of Iowa, 2011
Scott Cederburg & Michael S. O’Doherty (2018) Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters, Journal of Business & Economic Statistics, DOI: 10.1080/07350015.2017.1419140
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.
Cederburg, Scott, and Michael S. O'Doherty, 2016, "Does it pay to bet against beta? On the conditional performance of the beta anomaly", Journal of Finance 71 (2), 737-774.
O'Doherty, Michael S., N. E. Savin, and Ashish Tiwari, 2016, Evaluating hedge funds with pooled benchmarks, Management Science. 62(1), 69-89.
Cederburg, Scott, and Michael S. O'Doherty, 2015, Asset-pricing anomalies at the firm level, Journal of Econometrics 186 (1), 113-128.
O'Doherty, Michael S., N. E. Savin, and Ashish Tiwari, 2012, Modeling the cross section of stock returns: A model pooling approach, Journal of Financial and Quantitative Analysis 47 (6), 1331-1360.