Cara M. Marshall, Ph.D.

 

 Substitute Lecturer, Queens College of the City University of New York
Cara.Marshall@qc.cuny.edu
Ph.D.,  Financial Economics, Fordham University, Successfully Defended, 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: Derivatives, Behavioral Finance, Experimental Methods in Finance, International Economics

Courses Fall 2008:
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, November 2008.  Under review at Journal of Financial Education.

“Dispersion Trading: Empirical Evidence from U.S. Options Markets” working paper, November 2008.  Under review at Global Finance Journal.

“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 The Companion to Financial Engineering. Published by Wiley-Blackwell. Publication is planned for 2009.


Chapters in Books:

“Monte Carlo Simulation in the Pricing of Derivatives”, a contribution to The Companion to Financial Derivatives. Published by Wiley-Blackwell. Editors: Robert W. Kolb and James A. Overdahl. Publication is planned for 2009.

“The Use of Derivatives in Financial Engineering: Hedge Fund Applications”, a contribution (with John F. Marshall) to The Companion to Financial Derivatives. Published by Wiley-Blackwell. Editors: Robert W. Kolb and James A. Overdahl. Publication is planned for 2009.


Journal Articles:

"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 also available for download via RePEc.  My RePEc page is here: http://authors.repec.org/pro/pma974/.

 

Copyright: Cara M. Marshall, Ph.D.