Cara M. Marshall, Ph.D.
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Director
of Risk Management Graduate Program |
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Ph.D.,
Financial Economics, Fordham University, September 2008. 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 has
also worked as a consultant (www.FinTechTrainingSolutions)
and conducted training at leading investment banks, asset management firms,
hedge funds, and government agencies.
Specifically, Cara has trained employees at: Goldman Sachs, Deutsche
Bank, JPMorgan Chase, Citi, Morgan Stanley, Bank of America, Wells Fargo,
Barclays, Lazard, Bank of China, Prudential, Fidelity, RBC, FHFA, and U.S.
Department of the Treasury, among others.
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Curriculum
Vitae:
pdf
Dissertation: Volatility
Trading: Hedge Funds and the Search for Alpha (New Challenges to the Efficient
Markets Hypothesis)
Research
Interests:
Risk Management, Financial Engineering, Derivatives, Behavioral Finance,
FinTech including programming in VBA and Python
Classes I have Taught
RM701,
Introduction to Enterprise Risk Management
RM704,
Risk Measurement
RM709, Portfolio Management
RM711, Applied Financial Analysis (Financial Modeling with
VBA).
RM792, Python for Financial Applications
RM790,
Capstone Course for Risk Management Graduate Program
ECON715:
Corporate Finance (graduate)
BUS241: Corporate Finance (undergraduate)
CSCI018 (now CSCI048): Computing for Business (undergraduate)
View Some Results of my Teaching Evaluations (this site no
longer posts evaluations)
Published
Work
Books:
Editor (with Tanya Beder) of Financial Engineering: The Evolution of a Profession. Published by Wiley-Blackwell, 2011.
Journal Articles:
“Isolating the systematic and
unsystematic components of a single stock's (or portfolio's) standard deviation,” Applied Economics, Fall 2014.
“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.
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.
Working Papers
“Portfolio Theory and Investment Management: A Practitioner’s Guide” working paper.
“Volatility
Trading: Hedge Funds and the Search for Alpha” presented at 34th Annual
Conference of the Eastern Economic Association, Boston (March, 2008).
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.