Farid Aitsahlia

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

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• PhD - Operations Research, Stanford University, 1995

• Stochastic Optimal Stopping: Numerical Methods
  Status: Accepted
  Accepted Year: 2024
  Author: Farid AitSahlia
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• Stochastic Optimal Stopping: Problem Formulations
  Status: Accepted
  Accepted Year: 2024
  Author: Farid AitSahlia
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• 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
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• 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
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• 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
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• 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
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• Liquidity and Risk Management: Crossing Networks Impact'
  Status: Working Paper
  Journal: Review of Financial Studies, The
  Author: Farid AitSahlia
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