|Cara Marshall is a tenured Lecturer at Queens College of the City University of New York and the Director of Queens College’s Graduate Program in Risk Management. Dr. Marshall teaches in the areas of risk management, portfolio management, financial modeling, Microsoft Excel and VBA programming, Python programming, risk measurement, and corporate finance.
Professor Marshall Cara has also worked as a consultant and conducted training at leading investment banks, asset management firms, hedge funds, and government agencies. Specifically, some of the firms where Cara has trained employees include: Goldman Sachs, Deutsche Bank, JPMorgan Chase, Citi, Morgan Stanley, Bank of America, Wells Fargo, Barclays, Lazard, Bank of China, Prudential, HSBC, Fidelity, RBC, FHFA, and U.S. Department of the Treasury.
"Commodity Market", a contribution 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 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.
Marshall, C.M. (2014). Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation, Applied Economics, Fall 2014.
Marshall, C.M. (2013). Volatility-Based Pairs Trading: Empirical Evidence from U.S. Options Markets, Journal of Financial and Economic Practice, Fall 2013.
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.