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 anomaly, Journal 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.