Cara Marshall, PhD
Office Location: Powdermaker Hall 300K
Office Hours: F2010 - M 12:30-2:30
Telephone: (718) 997-5387
Fax: (718) 997-5535
Primary Email Address: Cara.Marshall@qc.cuny.edu
Cara Marshall is a Lecturer at Queens College of the City University of New York. Her research interests focus on financial engineering, Monte Carlo Simulation modeling, and derivatives, as well as behavioral and experimental methods in finance. Ms. Marshall’s doctoral dissertation examined the efficiency of the pricing of volatility on U.S. options exchanges. Prior to academia, she consulted to several leading commercial and investment banks and hedge funds. Ms. Marshall has published papers in several scholarly journals and contributed a number of chapters to books published by John Wiley & Sons. Ms. Marshall holds a Ph.D. in Financial Economics from Fordham University and an MBA with a focus on Quantitative Analysis from St. John’s University.
Ph.D. Financial Economics
Dissertation Successfully Defended, September 2008. Fordham University.
Masters of Business Administration in Quantitative Analysis/CIS, December 2002
St. Johns University.
Bachelor of Science in Marketing, Computer Information Science Minor, May 1999 State University of New York College at Oswego.
Financial Engineering, Risk Management, Derivatives, Behavioral Finance, Experimental Methods in Finance
- Editor (with Tanya Beder) of Financial Engineering: The Evolution of a Profession. Published by Wiley-Blackwell. Publication is planned for winter 2010.
- "Commodity Market", a contribution to Financial Engineering: The Evolution of a Profession. Published by Wiley-Blackwell. Publication is planned for winter 2010. Editors: Cara M. Marshall and Tanya Beder.
- "Financial Engineering and Macroeconomic Innovation", a contribution to Financial Engineering: The Evolution of a Profession. Published by Wiley-Blackwell. Publication is planned for winter 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.
- Marshall, C.M. (2009). Dispersion trading: Empirical evidence from U.S. options markets, Global Finance Journal, 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.
- "Volatility Trading: Hedge Funds and the Search for Alpha" presented at 34th Annual Conference of the Eastern Economic Association, Boston (March, 2008).
Work in Progress:
- "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.
Courses I Teach/Have Taught:
Course Website Course Description: CSCI018
Course Website Course Description: ECON715
Course Website Course Description: BUS241
Course Website Course Description: RM704
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|Diane Coogan-Pushner, PhD, CFA|
|Georges Courtadon, PhD|
|Orin Linden, PhD, FCAS, MAAA, ARM|
|Luc Marest, MBA, MS|
|Cara Marshall, PhD|
|Ardavan Mobasheri, MS|
|Stefan Ralescu, PhD|
|Jeffrey Satenstein, CPA|
|Suleyman Taspinar, PhD|
|Renee Weiss, PhD|