Aitsahlia, Farid

Farid Aitsahlia

Clinical Asst Professor & Richardson Fellow

(352) 392-5058

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Contact Details

Expertise And Interest Areas

Education All years

PhD - Operations Research, Stanford University, 1995

Courses Taught Last 3 years

Ai & Machine Learning (FIN6930)
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Ai and Machine Learning (FIN6930)
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Asset Allocation (FIN6528)
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Corporate Finance (FIN6425)
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Derivative Securities (FIN6537)
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Fin Theory I (FIN7938)
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Investments (FIN6930)
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Risk Mgt & Insurance (FIN3011)
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Special Topics (FIN6930)
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Professional Service Last 5 years

Associate Editor, World Scientific — 2015 to Present
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Editor, Journal of Risk — 2013 to Present
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Book/Textbook Reviewer/Referee, European Financial Management — 2023 to 2024
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Book/Textbook Reviewer/Referee, North American Journal of Economics and Finance — 2024
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Other, National Science Foundation — 2023 to 2024
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Book/Textbook Reviewer/Referee, Cambridge University Press — 2021 to 2022
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Book/Textbook Reviewer/Referee, Finance Research Letters — 2022
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Book/Textbook Reviewer/Referee, World Scientific Publishing Company — 2022
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Book/Textbook Reviewer/Referee, Computational Management Science — 2021
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Book/Textbook Reviewer/Referee, World Scientific Publishing Company — 2021
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Book/Textbook Reviewer/Referee, Managerial Finance — 2019 to 2020
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Book/Textbook Reviewer/Referee, Production and Operations Management — 2019
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Book Chapter Publications Last 5 years

Stochastic Optimal Stopping: Numerical Methods
Status: Accepted

Accepted Year: 2024

Author: Farid AitSahlia
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Stochastic Optimal Stopping: Problem Formulations
Status: Accepted

Accepted Year: 2024

Author: Farid AitSahlia
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Journal Article Publications Last 5 years

American Options under Stochastic Volatility: Parameter Estimation and Pricing Efficiency
Status: In Preparation; Not Yet Submitted

Journal: Journal of Computational Finance, The

Author: Farid AitSahlia
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Implementing Mean-Variance Spanning Tests with Short-Sales Constraints
Status: Published

Journal: Journal of Investment Management

Accepted Year: 2023

Authors: Farid AitSahlia, Tom Doellman, Sabuhi Sardali
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Menu Simplification for Portfolio Selection Under Short-Sales Constraints
Status: Published

Journal: European Financial Management

Published Year: 2023

Authors: Farid AitSahlia, Thomas Doellman, Sabuhi Sardarli
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American Options under Stochastic Volatility: Parameter estimation and Pricing Efficiency
Status: Working Paper

Journal: Journal of Computational Finance, The

Authors: Farid AitSahlia, Manisha Goswami, Suchandan Guha
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Liquidity and Risk Management: Crossing Networks Impact'
Status: Working Paper

Journal: Review of Financial Studies, The

Author: Farid AitSahlia
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Contact And Other Resources

University of Florida
Warrington College of Business
Finance, Insurance and Real Estate Department
Stuzin Hall 301F

(352) 392-5058