Farid Aitsahlia
- Clinical Assoc Professor & Richardson Fellow
Location
- Warrington College of Business
- Eugene F. Brigham Finance, Insurance and Real Estate Department
- Master of Finance and Technology
- Stuzin Hall 301F
My undergraduate degree in Mathematics is from the University of Algiers. My M.S. and Ph.D. degrees in Operations Research are from Stanford University. I spent several years in industry before moving to academia. I was at HP Labs before and right after I obtained my doctoral degree. Then I joined a couple of Silicon Valley start-ups, Financial Engines and DemandTec, before joining the University of Florida.
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)
- Corporate Finance (FIN6425)
- 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
- Ph.D, Operations Research., Stanford University, 1994
- MS, Operations Research., Stanford University, 1984
Book publications
- Options On Extremes And Averages
- Status: Published
- Date: 2015
- Authors: Farid Aitsahlia
- Options On Extremes And Averages
- Status: Published
- Date: 2012
- Authors: Farid Aitsahlia
- Elementary Probability Theory: With Stochastic Processes And An Introduction To Mathematical Finance
- Status: Published
- Date: 2010
- Authors: Farid Aitsahlia, Kai Lai. Chung
- Selected Works Of Kai Lai Chung
- Status: Published
- Date: 2009
- Authors: Elton P. Hsu, Ruth J. Williams, Farid Aitsahlia
- Elementary Probability Theory With Stochastic Processes And An Introduction To Mathematical Finance
- Status: Published
- Date: 2002
- Authors: Farid Aitsahlia, K. L.. Chung
- Elementary Probability Theory
- Status: Published
- Date: 2002
- Authors: Farid Aitsahlia, Kai L. Chung
- Options On Extremes And Averages
- Status: Accepted/In Press
- Date:
- Authors: Farid Aitsahlia
Journal article publications
- Menu Simplification For Portfolio Selection Under Short‐Sales Constraints
- Journal: European Financial Management
- Status: Published
- Date: 2022
- Authors: Farid Aitsahlia, Thomas Doellman, Sabuhi Sardarli
- Implementing Mean–Variance Spanning Tests With Short-Sales Constraints
- Journal: The Journal of Investment Strategies
- Status: Published
- Date: 2022
- Authors: Farid Aitsahlia, Thomas Doellman, Sabuhi Sardarli