Books Written:

Editor (with Tanya Beder) of Financial Engineering: The Evolution of a Profession. Published by Wiley-Blackwell, 2011.

Book Chapters:

"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.

Journal Articles:

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.

Submitted Works:

"Volatility Trading: Hedge Funds and the Search for Alpha" presented at 34th Annual Conference of the Eastern Economic Association, Boston (March, 2008).

Working Papers:

"Portfolio Theory and Investment Management: A Practitioner's Guide" working paper.