Cara M. Marshall, Ph.D.
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Lecturer, Queens College of the
City University of New York |
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Ph.D., Financial Economics,
Fordham University, Successfully Defended, September 2008. |
Curriculum Vitae: pdf
Dissertation: Volatility Trading: Hedge Funds and the Search for Alpha (New Challenges to the Efficient Markets Hypothesis)
Research Interests: Derivatives, Behavioral Finance, Experimental Methods in Finance, International Economics
Courses
Spring 2010:
BUS241,
Undergraduate level Corporate Finance
CSCI 018, Computing for Business Applications
ECON715, Graduate level Corporate Finance
View Results of my Teaching Evaluations
Working
Papers
"Isolating the Systematic and Unsystematic Components of a Single Stock’s (or Portfolio’s) Standard Deviation" working paper.
“Volatility-Based Pairs Trading: Empirical evidence from U.S. options markets” working paper.
“Volatility
Trading: Hedge Funds and the Search for Alpha” presented at 34th Annual
Conference of the Eastern Economic Association, Boston (March, 2008).
Published Work
Books:
Editor (with Tanya Beder) of Financial Engineering: The Evolution of a Profession. Published by Wiley-Blackwell. Publication is planned for spring 2010.
Chapters in Books:
“A Profile of Financial Engineering Curricula”, a contribution to Financial Engineering: The Evolution of a Profession. Published by Wiley-Blackwell. Publication is planned for spring 2010. Editors: Cara M. Marshall and Tanya Beder.
“Careers in Financial Engineering”, a contribution to Financial Engineering: The Evolution of a Profession. Published by Wiley-Blackwell. Publication is planned for spring 2010. Editors: Cara M. Marshall and Tanya Beder.
“Monte Carlo Simulation in the Pricing of Derivatives”, a contribution to Financial Derivatives: Pricing and Risk Management. Published by Wiley-Blackwell, 2009. Editors: Robert W. Kolb and James A. Overdahl.
“The Use of Derivatives in Financial Engineering: Hedge Fund Applications”, a contribution (with John F. Marshall) to Financial Derivatives: Pricing and Risk Management. Published by Wiley-Blackwell, 2009. Editors: Robert W. Kolb and James A. Overdahl.
Journal Articles:
“Dispersion trading: Empirical evidence from U.S. options markets,” Global Finance Journal 2009, 20(3), 289-301.
"Replication of Vinod & Morey’s (2002) JOI Article and Porting to Excel" Indian Journal of Economics & Business Volume 4 no: 2 (December 2005). The original work was titled, "Estimation Risk in Morningstar Fund Ratings," H.D. Vinod and Mathew R. Morey, Journal of Investing Vol. 11 (4), 2002, 67-75.
Note: Publications are available for download via RePEc. My RePEc page is
here: http://authors.repec.org/pro/pma974/.
Copyright: Cara M. Marshall, Ph.D.