Ali Al-Aradi

University of Toronto - Department of Statistics

100 St. George St.

Toronto, Ontario M5S 3G3

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

925

SSRN CITATIONS

7

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Outperformance and Tracking : Dynamic Asset Allocation for Active and Passive Portfolio Management

Applied Mathematical Finance, 25:3, 268-294, DOI: 10.1080/1350486X.2018.1507751
Number of pages: 33 Posted: 31 Jan 2017 Last Revised: 23 Mar 2019
Ali Al-Aradi and Sebastian Jaimungal
University of Toronto - Department of Statistics and University of Toronto - Department of Statistics
Downloads 474 (119,618)
Citation 2

Abstract:

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Active portfolio management, Stochastic Portfolio Theory, Portfolio Optimization, Stochastic Control, Growth Optimal Portfolio, Functionally Generated Portfolios

2.

Active and Passive Portfolio Management with Latent Factors

Number of pages: 41 Posted: 07 May 2019
Ali Al-Aradi and Sebastian Jaimungal
University of Toronto - Department of Statistics and University of Toronto - Department of Statistics
Downloads 231 (259,179)
Citation 3

Abstract:

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Active Portfolio Management, Convex Analysis, Stochastic Portfolio Theory, Growth Optimal Portfolio, Hidden Markov Models, Partial information, Machine Learning

3.

Technical Uncertainty in Real Options with Learning

Number of pages: 20 Posted: 06 Oct 2014 Last Revised: 24 Jun 2017
University of Toronto - Department of Statistics, University of Oxford and University of Toronto - Department of Statistics
Downloads 220 (271,460)

Abstract:

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Real Options, Irreversible Investment, Technical Uncertainty, Learning