Farid Aitsahlia
Clinical Asst Professor & Richardson Fellow
(352) 392-5058
- PhD - Operations Research, Stanford University, 1995
Education
Research Interests
- Asset pricing models
- Computational Methods in Finance
- Market Microstructure
Last 3 years
Courses Taught
- Ai & Machine Learning (FIN6930)
- Ai and Machine Learning (FIN6930)
- Asset Allocation (FIN6528)
- Corporate Finance (FIN6425)
- Derivative Securities (FIN6537)
- Fin Theory I (FIN7938)
- Investments (FIN6930)
- Risk Mgt & Insurance (FIN3011)
- Special Topics (FIN6930)
Last 5 years
Professional Service
Last 5 years
Book Chapter Publications
-
Stochastic Optimal Stopping: Numerical Methods
Status: AcceptedAccepted Year: 2024Author: Farid AitSahlia
-
Stochastic Optimal Stopping: Problem Formulations
Status: AcceptedAccepted Year: 2024Author: Farid AitSahlia
Last 5 years
Journal Article Publications
-
American Options under Stochastic Volatility: Parameter Estimation and Pricing Efficiency
Status: In Preparation; Not Yet SubmittedJournal: Journal of Computational Finance, TheAuthor: Farid AitSahlia
-
Implementing Mean-Variance Spanning Tests with Short-Sales Constraints
Status: PublishedJournal: Journal of Investment ManagementAccepted Year: 2023Authors: Farid AitSahlia, Tom Doellman, Sabuhi Sardali
-
Menu Simplification for Portfolio Selection Under Short-Sales Constraints
Status: PublishedJournal: European Financial ManagementPublished Year: 2023Authors: Farid AitSahlia, Thomas Doellman, Sabuhi Sardarli
-
American Options under Stochastic Volatility: Parameter estimation and Pricing Efficiency
Status: Working PaperJournal: Journal of Computational Finance, TheAuthors: Farid AitSahlia, Manisha Goswami, Suchandan Guha
-
Liquidity and Risk Management: Crossing Networks Impact'
Status: Working PaperJournal: Review of Financial Studies, TheAuthor: Farid AitSahlia
Contact Details
University of Florida
Warrington College of Business
Finance, Insurance and Real Estate Department
Stuzin Hall 301F
(352) 392-5058