Ali Al-Aradi

University of Toronto - Department of Statistics

100 St. George St.

Toronto, Ontario M5S 3G3

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

760

SSRN CITATIONS

3

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 432 (85,065)
Citation 2

Abstract:

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

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 183 (206,349)

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Real Options, Irreversible Investment, Technical Uncertainty, Learning

Technical Uncertainty in Real Options with Learning

Journal of Energy Markets, Vol. 11, No. 4, 2018
Number of pages: 24 Posted: 10 Dec 2018
University of Toronto - Department of Statistics, University of Oxford and University of Toronto - Department of Statistics
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real option, investment under uncertainty, technical uncertainty, irreversibility, Markov chains.

3.

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 145 (251,015)
Citation 1

Abstract:

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