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Farid Aitsahlia

Clinical Asst Professor & Richardson Fellow

(352) 392-5058

Email

Education

  • PhD - Operations Research, Stanford University, 1995

Research Interests

  • Asset pricing models
  • Computational Methods in Finance
  • Market Microstructure
Last 3 years

Courses Taught

  • Ai & Machine Learning (FIN6930)
  • Asset Allocation (FIN6528)
  • Corporate Finance (FIN6425)
  • Derivative Securities (FIN6537)
  • Fin Theory I (FIN7938)
  • Finan Theory 1 (FIN7446)
  • Investments (FIN6930)
  • Risk Mgt & Insurance (FIN3011)
  • Special Topics (FIN6930)
Last 3 years

Phd Students Advised

  • Bradly Labrum — 2020
  • Grant Backlund — 2020
  • Pete Garcia — 2020
  • Philip Garton — 2020
  • Ruyue Yuan — 2020
  • Sam Lopez — 2020
Last 5 years

Professional Service

  • Associate Editor, World Scientific — 2015 to Present
  • Editor, Journal of Risk — 2013 to Present
  • 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/Textbook Reviewer/Referee, Production and Operations Management — 2019
Last 5 years

Journal Article Publications

  • 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
  • Menu Simplification for Portfolio Selection Under Short-Sales Constraints
    Status: Published
    Journal: European Financial Management
    Published Year: 2023
    Authors: Farid AitSahlia, Thomas Doellman, Sabuhi Sardali
  • 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

Contact Details

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

(352) 392-5058

Email

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