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.
Michael O'Doherty
Michael O'Doherty is a Professor of Finance and the Charles Jones Russell Distinguished Professor at the Robert J. Trulaske, Sr. College of Business, University of Missouri. 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, Management Science, and Review of Finance. He is the recipient of numerous college, industry, and conference awards, including 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. He currently serves as the PhD Program Coordinator for the Department of Finance.
Education
BS Chemical Engineering and Finance, Iowa State University, 2004; PhD Finance, University of Iowa, 2011
Publications
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.