  {"id":8480,"date":"2022-05-13T12:52:36","date_gmt":"2022-05-13T16:52:36","guid":{"rendered":"http:\/\/149.4.100.129\/academics\/rm\/?page_id=8480"},"modified":"2025-09-30T11:04:22","modified_gmt":"2025-09-30T15:04:22","slug":"faculty-directory-cara-marshall","status":"publish","type":"page","link":"https:\/\/www.qc.cuny.edu\/academics\/rm\/faculty-directory-cara-marshall\/","title":{"rendered":"Cara Marshall"},"content":{"rendered":"<p>[et_pb_section fb_built=&#8221;1&#8243; _builder_version=&#8221;4.16&#8243; background_color=&#8221;rgba(0,0,0,0)&#8221; custom_padding=&#8221;16px|||||&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_row column_structure=&#8221;2_3,1_3&#8243; _builder_version=&#8221;4.17.3&#8243; _module_preset=&#8221;default&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_column type=&#8221;2_3&#8243; _builder_version=&#8221;4.17.3&#8243; _module_preset=&#8221;default&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_text _builder_version=&#8221;4.17.3&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;Open Sans||||||||&#8221; text_font_size=&#8221;16px&#8221; header_4_font=&#8221;Open Sans|600|||on||||&#8221; header_4_text_color=&#8221;#E71939&#8243; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p><strong>Cara Marshall, Ph.D.<\/strong><\/p>\n<p>Cara Marshall is currently the Director of the Risk Management program. \u00a0She is a lecturer of finance and risk management at ºì¶¹ÊÓÆµ.\u00a0 Dr. Marshall\u00a0has nearly two decades of experience designing and delivering academic and industry training to finance professionals and students at both the undergraduate and graduate levels.<\/p>\n<p>Dr. Marshall holds a Ph.D. in Financial Economics from Fordham University, an MBA focused on Quantitative Analysis from St. John\u2019s University, and a B.S. in Marketing and Computer Information Science from Oswego State University.<\/p>\n<p>Dr. Marshall is a published author and her research interests focus on financial engineering, Monte Carlo Simulation modeling, and derivatives, as well as behavioral and experimental methods in finance. \u00a0Dr. Marshall\u2019s doctoral dissertation examined the efficiency of the pricing of volatility on U.S. options exchanges.\u00a0 Wiley-Blackwell recently published her book titled: Financial Engineering: <u>The Evolution of a Profession<\/u>.\u00a0 The book is comprised of chapters written by various academics as well as practitioners.\u00a0 It is intended to help bridge the gap between theory and practical application.<\/p>\n<p>Dr. Marshall also works as a consultant who regularly trains employees at investment banks, hedge funds, commercial banks, and government agencies across the U.S., as well as in Toronto, London, Hong Kong, Singapore, and other locations around the world.<\/p>\n<p><a href=\"https:\/\/sites.google.com\/view\/marshall-phd\">For more, see Dr. Marshall&#8217;s website.\u00a0<\/a><\/p>\n<p>[\/et_pb_text][et_pb_text _builder_version=&#8221;4.17.3&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;Open Sans||||||||&#8221; text_font_size=&#8221;16px&#8221; header_4_font=&#8221;Open Sans|600|||on||||&#8221; header_4_text_color=&#8221;#E71939&#8243; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p><span style=\"text-decoration: underline\"><strong>Schools Attended:<\/strong><\/span><\/p>\n<p>Ph.D. Financial Economics, September 2008. Fordham University.<\/p>\n<p>Masters of Business Administration in Quantitative Analysis\/CIS, December 2002<br \/>St. Johns University.<\/p>\n<p>Bachelor of Science in Marketing, Computer Information Science Minor, May 1999 State University of New York College at Oswego.<\/p>\n<p>[\/et_pb_text][et_pb_text _builder_version=&#8221;4.17.3&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;Open Sans||||||||&#8221; text_font_size=&#8221;16px&#8221; header_4_font=&#8221;Open Sans|600|||on||||&#8221; header_4_text_color=&#8221;#E71939&#8243; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p><span style=\"text-decoration: underline\"><strong>Publications:<\/strong><\/span><\/p>\n<p><em>Books Written:<\/em><\/p>\n<ul>\n<li>Editor (with Tanya Beder) of <span style=\"text-decoration: underline\">Financial Engineering: The Evolution of a Profession<\/span>. Published by Wiley-Blackwell, 2011.<\/li>\n<\/ul>\n<p><em>Book Chapters:<\/em><\/p>\n<ul>\n<li>&#8220;Commodity Market&#8221;, a contribution to <span style=\"text-decoration: underline\">Financial Engineering: The Evolution of a Profession<\/span>. Published by Wiley-Blackwell, 2011. Editors: Cara M. Marshall and Tanya Beder.<\/li>\n<li>&#8220;Financial Engineering and Macroeconomic Innovation&#8221;, a contribution to <span style=\"text-decoration: underline\">Financial Engineering: The Evolution of a Profession<\/span>. Published by Wiley-Blackwell, 2011. Editors: Cara M. Marshall and Tanya Beder.<\/li>\n<li>&#8220;Monte Carlo Simulation in the Pricing of Derivatives&#8221;, a contribution to <span style=\"text-decoration: underline\">Financial Derivatives: Pricing and Risk Management<\/span>. Published by Wiley-Blackwell, 2009. Editors: Robert W. Kolb and James A. Overdahl.<\/li>\n<li>&#8220;The Use of Derivatives in Financial Engineering: Hedge Fund Applications&#8221;, a contribution (with John F. Marshall) to <span style=\"text-decoration: underline\">Financial Derivatives: Pricing and Risk Management<\/span>. Published by Wiley-Blackwell, 2009. Editors: Robert W. Kolb and James A. Overdahl.<\/li>\n<\/ul>\n<p><em>Journal Articles:<\/em><\/p>\n<ul>\n<li>Marshall, C.M. (2014). Isolating the systematic and unsystematic components of a single stock&#8217;s (or portfolio&#8217;s) standard deviation<a href=\"http:\/\/www.tandfonline.com\/eprint\/wGmxW7EnRp7azMAWiwup\/full#.VD6zv2ddXh4\" target=\"_blank\" rel=\"noopener\"><\/a>, <em>Applied Economics<\/em>, Fall 2014.<\/li>\n<li>Marshall, C.M. (2013). Volatility-Based Pairs Trading: Empirical Evidence from U.S. Options Markets, <em>Journal of Financial and Economic Practice,<\/em> Fall 2013.<\/li>\n<li>Marshall, C.M. (2009). Dispersion trading: Empirical evidence from U.S. options markets, <em>Global Finance Journal,<\/em> 20(3), 289-301.<\/li>\n<li>&#8220;Replication of Vinod &amp; Morey&#8217;s (2002) JOI Article and Porting to Excel&#8221; <em>Indian Journal of Economics &amp; Business<\/em> Volume 4 no: 2 (December 2005). The original work was titled, &#8220;Estimation Risk in Morningstar Fund Ratings,&#8221; H.D. Vinod and Mathew R. Morey, <em>Journal of Investing<\/em> Vol. 11 (4), 2002, 67-75.<\/li>\n<\/ul>\n<p><strong>Dr. Marshall&#8217;s office is in Powdermaker 331<\/strong><br \/><strong>Telephone: (718) 997-5387<\/strong><br \/><strong>Email Address: <\/strong><a href=\"mailto:Cara.Marshall@qc.cuny.edu\"><strong>Cara.Marshall@qc.cuny.edu<\/strong> <\/a><\/p>\n<p>[\/et_pb_text][\/et_pb_column][et_pb_column type=&#8221;1_3&#8243; _builder_version=&#8221;4.17.3&#8243; _module_preset=&#8221;default&#8221; custom_padding=&#8221;|||20px|false|false&#8221; custom_padding_tablet=&#8221;20px|||0px|false|false&#8221; custom_padding_phone=&#8221;20px|||0px|false|false&#8221; custom_padding_last_edited=&#8221;on|desktop&#8221; border_width_left=&#8221;1px&#8221; border_width_top_tablet=&#8221;1px&#8221; border_width_top_phone=&#8221;1px&#8221; border_width_top_last_edited=&#8221;on|desktop&#8221; border_width_left_tablet=&#8221;0px&#8221; border_width_left_phone=&#8221;0px&#8221; border_width_left_last_edited=&#8221;on|desktop&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_text _builder_version=&#8221;4.17.3&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;Open Sans||||||||&#8221; text_font_size=&#8221;16px&#8221; header_4_font=&#8221;Open Sans|600|||on||||&#8221; header_4_text_color=&#8221;#000000&#8243; global_colors_info=&#8221;{}&#8221;]<\/p>\n<ul>\n<li>\n<h4 style=\"text-align: justify\" class=\"ms-standardheader ms-WPTitle\"><span>Faculty Directory<\/span><span id=\"WebPartCaptionWPQ4\"><\/span><\/h4>\n<ul>\n<li><a href=\"https:\/\/www.qc.cuny.edu\/academics\/rm\/faculty-directory-sylvain-bouteille\/\">Sylvain Bouteille, MS, MBA<\/a><\/li>\n<li><a href=\"https:\/\/www.qc.cuny.edu\/academics\/rm\/faculty-directory-michael-dellova\/\">Michael Dellova, MA, MBA<\/a><\/li>\n<li><a href=\"https:\/\/www.qc.cuny.edu\/academics\/rm\/faculty-directory-adam-kapelner\/\">Adam Kapelner, PhD<\/a><\/li>\n<li><a href=\"https:\/\/www.qc.cuny.edu\/academics\/rm\/faculty-directory-cara-marshall\/\" style=\"font-size: 16px\">Cara Marshall, MBA, PhD<\/a><\/li>\n<li><a href=\"https:\/\/www.qc.cuny.edu\/academics\/rm\/faculty-directory-francois-de-paul-silatchom\/\">Francois De Paul Silatchom, PhD, CQF<\/a><\/li>\n<li><a href=\"https:\/\/www.qc.cuny.edu\/academics\/rm\/faculty-directory-edward-talisse\/\" style=\"font-size: 16px\">Edward Talisse, CFA, CPA, FRM, CQF, MBA<\/a><\/li>\n<li><a href=\"https:\/\/www.qc.cuny.edu\/academics\/rm\/faculty-directory-john-wagner\/\">John Wagner, MBA<\/a><\/li>\n<li><a href=\"https:\/\/www.qc.cuny.edu\/academics\/rm\/faculty-directory-yan-yan-2\/\">Yan Yan, PhD<\/a><\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>[\/et_pb_text][\/et_pb_column][\/et_pb_row][\/et_pb_section]<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Cara Marshall, Ph.D. Cara Marshall is currently the Director of the Risk Management program. \u00a0She is a lecturer of finance and risk management at ºì¶¹ÊÓÆµ.\u00a0 Dr. Marshall\u00a0has nearly two decades of experience designing and delivering academic and industry training to finance professionals and students at both the undergraduate and graduate levels. Dr. Marshall holds [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_et_pb_use_builder":"on","_et_pb_old_content":"","_et_gb_content_width":"","inline_featured_image":false,"footnotes":""},"page_category":[],"wf_page_folders":[199],"class_list":["post-8480","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/www.qc.cuny.edu\/academics\/rm\/wp-json\/wp\/v2\/pages\/8480","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.qc.cuny.edu\/academics\/rm\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.qc.cuny.edu\/academics\/rm\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.qc.cuny.edu\/academics\/rm\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.qc.cuny.edu\/academics\/rm\/wp-json\/wp\/v2\/comments?post=8480"}],"version-history":[{"count":0,"href":"https:\/\/www.qc.cuny.edu\/academics\/rm\/wp-json\/wp\/v2\/pages\/8480\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.qc.cuny.edu\/academics\/rm\/wp-json\/wp\/v2\/media?parent=8480"}],"wp:term":[{"taxonomy":"page_category","embeddable":true,"href":"https:\/\/www.qc.cuny.edu\/academics\/rm\/wp-json\/wp\/v2\/page_category?post=8480"},{"taxonomy":"wf_page_folders","embeddable":true,"href":"https:\/\/www.qc.cuny.edu\/academics\/rm\/wp-json\/wp\/v2\/wf_page_folders?post=8480"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}