Welcome to Cara Marshall's Web Page

Cara M. Marshall, Ph.D.

	Tenure-Track Lecturer, Queens College of the City University of New York Cara.Marshall@qc.cuny.edu
	Ph.D., Financial Economics, Fordham University, September 2008. MBA, Quantitative Analysis, St. John's University, 2002 BS, Marketing and Computer Information Science, Oswego State University, 1999

Curriculum Vitae: pdf

Dissertation: Volatility Trading: Hedge Funds and the Search for Alpha (New Challenges to the Efficient Markets Hypothesis)

Research Interests: Financial Engineering, Risk Management, Derivatives, Behavioral Finance, Experimental Methods in Finance

Fall 2011:
ECON715, Corporate Finance (2 sections – for the Accounting and Risk Management graduate programs)
RM704, Risk Measurement (for Risk Management graduate program)

Spring 2011:
ECON715, Corporate Finance (2 sections – for the Accounting and Risk Management graduate programs)
RM709, Portfolio Management (for Risk Management graduate program)

Fall 2010:
RM704, Risk Measurement (for Risk Management graduate program)
BUS241, Corporate Finance
CSCI 018, Computing for Business Applications
ECON715, Corporate Finance (for the Accounting and Risk Management graduate programs)

View Results of my Teaching Evaluations

I am featured in a recent letter to Alumni

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.

“Portfolio Theory and Investment Management: A Practitioner’s Guide” 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, 2011.

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.

Chapters in Books:

“Commodity Market”, a contribution (with Helen Lu) to Financial Engineering: The Evolution of a Profession. Published by Wiley-Blackwell, 2011. Editors: Cara M. Marshall and Tanya Beder.

“Financial Engineering and Macroeconomic Innovation”, a contribution (with John O’Connell) to Financial Engineering: The Evolution of a Profession. Published by Wiley-Blackwell, 2011. 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.

Note: Publications are available for download via RePEc. My RePEc page is here: http://authors.repec.org/pro/pma974/.