University of Florida
Warrington College of Business
Finance, Insurance and Real Estate Department
Stuzin Hall 301F
Contact details
Expertise and interest areas
Education All years
- PhD - Operations Research, Stanford University, 1995
Courses taught Last 3 years
- Ai & Machine Learning (FIN6930)
- Ai and Machine Learning (FIN6930)
- Asset Allocation (FIN6528)
- Corporate Finance (FIN6425)
- Derivative Securities (FIN6537)
- Fin Theory I (FIN7938)
- Fintech Ai/Ml in Fin (FIN6779)
- Investments (FIN6930)
- Risk Mgt & Insurance (FIN3011)
- Special Topics (FIN6930)
Professional service Last 5 years
Book chapter publications Last 5 years
- Stochastic Optimal Stopping: Numerical Methods Status: AcceptedAccepted Year: 2024Author: Farid AitSahlia
- Stochastic Optimal Stopping: Problem Formulations Status: AcceptedAccepted Year: 2024Author: Farid AitSahlia
Journal article publications Last 5 years
- 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