- Ph.D., Baruch College
- M.A., Columbia University
- B.A., Swarthmore College
- equity markets
- bond markets
Scott’s research is in empirical asset pricing. His focus is on identifying and explaining patterns in equity, bond, and equity option returns. Prior to joining Robinson, Scott spent three years at the University of Nebraska – Lincoln. He received his doctorate from Baruch College in 2012, a master’s degree in statistics from Columbia University in 2006, and a bachelor’s degree in computer science and math from Swarthmore College in 2001. Scott also spent six years working at hedge funds as a portfolio manager and in risk management.
- A Lottery Demand-based Explanation of the Beta Anomaly (with Stephen J. Brown, Turan G. Bali, and Yi Tang), Journal of Financial And Quantitative Analysis, Volume 52, Number 6, Pages 2369-2397, 2017.
- Bear Beta (with Zhongjin Lu), Journal of Financial Economics, Volume 131, Number 3, Pages 736-760, 2019.
- Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns? (with Turan G. Bali) – Journal of Financial and Quantitative Analysis, Volume 48, Number 4, Pages 1145-1171, 2013.
- A Margin Requirement Based Return Calculation for Portfolios of Short Option Positions, Managerial Finance, Volume 39, Number 6, Pages 550-568, 2013.
- Empirical Asset Pricing: The Cross Section of Stock Returns. John Wiley & Sons, Inc., 2016 (with Robert F. Engle and Turan G. Bali).