Robert J. Trulaske Sr., College of Business, University of Missouri

People Directory

Michael O'Doherty

Associate Professor of Finance and Charles Jones Russell Distinguished Professor
Finance
Office: 
513
Building: 
Cornell Hall
Phone: 
(573) 882-2733

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, 2011

Publications

Journal Articles

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.

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.

Cederburg, Scott, and Michael S. O'Doherty, 2018, Understanding the risk-return relation: The aggregate wealth proxy actually matters, Forthcoming in Journal of Business and Economic Statistics.

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.

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, 2016, Does it pay to bet against beta? On the conditional performance of the beta anomalyJournal of Finance 71 (2), 737-774.

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.

O'Doherty, Michael S., 2012, On the conditional risk and performance of financially distressed stocks, Management Science 58 (8), 1502-1520.