Farid Aitsahlia

Farid Aitsahlia

  • Clinical Associate Professor

Location

  • Warrington College of Business
  • Eugene F. Brigham Finance, Insurance and Real Estate Department
  • Stuzin Hall 301F
Homepage

Expertise and interest areas

  • Asset pricing models
  • Computational Methods in Finance
  • Market Microstructure

Courses taught

  • Artificial Intelligence & Machine Learning Applications for Finance & FINTECH (FIN6779)
  • Asset Allocation and Investment Strategy (FIN6528)
  • Corporation Finance (FIN6425)
  • Derivative Securities (FIN6537)
  • Finance Research Workshop (FIN7938)
  • Financial Theory I (FIN7446)
  • Risk Management and Insurance (RMI3011)
  • Special Topics in Finance (FIN6930)

Education

  • PhD – Operations Research, Stanford University, 1995

Professional service

  • Associate Editor, World Scientific — 2015 to Present
  • Editor, Journal of Risk — 2013 to Present
  • Committee Member, National Science Foundation — 2024 to 2025
  • Book/Textbook Reviewer/Referee, European Financial Management — 2023 to 2024
  • Book/Textbook Reviewer/Referee, North American Journal of Economics and Finance — 2024
  • Professional Journal Referee, North American Journal of Economics and Finance — 2024
  • Research proposal reviewer, National Science Foundation — 2023 to 2024
  • Book/Textbook Reviewer/Referee, Cambridge University Press — 2021 to 2022
  • Book/Textbook Reviewer/Referee, Finance Research Letters — 2022
  • Book/Textbook Reviewer/Referee, World Scientific Publishing Company — 2022
  • Book/Textbook Reviewer/Referee, Computational Management Science — 2021
  • Book/Textbook Reviewer/Referee, World Scientific Publishing Company — 2021
  • Book/Textbook Reviewer/Referee, Managerial Finance — 2019 to 2020

Book chapter publications

  • Stochastic Optimal Stopping: Numerical Methods
    • Status: Accepted
    • Accepted Year: 2024
    • Author: Farid AitSahlia
  • Stochastic Optimal Stopping: Problem Formulations
    • Status: Accepted
    • Accepted Year: 2024
    • Author: Farid AitSahlia

Journal article publications

  • 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
  • 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
  • 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
  • Liquidity and Risk Management: Crossing Networks Impact'
    • Status: Working Paper
    • Journal: Review of Financial Studies, The
    • Author: Farid AitSahlia