Cara M. Marshall, Ph.D.
of Risk Management Graduate Program and Tenured Lecturer, Queens College of
the City University of New York
Financial Economics, Fordham University, September 2008.
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
RM704, Risk Measurement
RM711, Applied Financial Analysis (Financial Modeling with VBA).
RM709, Portfolio Management
RM790, Capstone Course for Risk Management Graduate Program
In the past I have taught:
BUS241: Corporate Finance (undergraduate)
ECON715: Corporate Finance (graduate)
CSCI018: Computing for Business (undergraduate)
BUS350: Investment Analysis (undergraduate)
View Results of my Teaching Evaluations
Editor (with Tanya Beder) of Financial Engineering: The Evolution of a Profession. Published by Wiley-Blackwell, 2011.
“Isolating the systematic and
unsystematic components of a single stock's (or portfolio's) standard deviation
“Volatility-Based Pairs Trading: Empirical evidence from U.S. options markets” Journal of Financial and Economic Practice, Fall 2013.
“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.
“Portfolio Theory and Investment Management: A Practitioner’s Guide” working paper.
Trading: Hedge Funds and the Search for Alpha” presented at 34th Annual
Conference of the Eastern Economic Association, Boston (March,
Find me on the Google Scholar Citation Index
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.