Farid Aitsahlia

Farid Aitsahlia

Clinical Assoc Professor & Richardson Fellow

(352) 392-5058

Email

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

Journal article publications Last 5 years

  • 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
  • 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

Contact and other resources

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

(352) 392-5058

Email