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Information about:
Cara Marie Marshall

Personal Details | Affiliation | Works
This is information that was supplied by Cara Marshall in registering through RePEc. If you are Cara Marie Marshall , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Cara
Middle Name: Marie
Last Name: Marshall
Suffix:

RePEc Short-ID: pma974

Email:
Homepage: http://www.qc-econ-bba.org/facultypages/marshall/
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Cara Marshall, 2008. "Isolating the Systematic Component of a Single Stock’s (or Portfolio’s) Standard Deviation," Working Papers 0003 Classification- JEL:, Department of Economics, Queens College of the City University of New York, revised Dec 2008. [Downloadable!]

  2. Cara Marshall, 2008. "Monte Carlo Simulation in the Pricing of Derivatives," Fordham Economics Discussion Paper Series dp2008-08, Fordham University, Department of Economics. [Downloadable!]

  3. RePEc:quc:wpaper:0004 is not listed on IDEAS

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2008-05-10 Author is listed
  2. NEP-FMK: Financial Markets (1) 2008-05-10 Author is listed
  3. NEP-MST: Market Microstructure (1) 2008-12-21 Author is listed
  4. NEP-ORE: Operations Research (1) 2008-12-21 Author is listed
  5. NEP-RMG: Risk Management (2) 2008-12-21 2008-12-21 Author is listed
  6. NEP-UPT: Utility Models & Prospect Theory (1) 2008-12-21 Author is listed
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This page was last updated on 2009-10-31.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.