The Journal of Risk is led by Editor-in-Chief Farid Aitsahlia who is currently based at the University of Florida.
He received his Ph.D. degree in Operations Research (with a specialization in mathematical finance) from Stanford University and then spent several years in industry before returning to academia.
He was at Hewlett-Packard Laboratories while still a graduate student and right after he earned his doctoral degree. He later joined two Silicon Valley start-ups (Financial Engines and DemandTec) before moving to the University of Florida.
His research focus is on computational finance, risk management and market efficiency. His papers on American and path-dependent option pricing have appeared in the Journal of Computational Finance, the Journal of Derivatives, the Annals of Applied Probability, and Applied Mathematical Finance, among others.
He is the co-author with Kai Lai Chung of the fourth edition of Elementary Probability Theory (Springer, 2003) and will soon publish his latest book, Options on Extremes and Averages, with World Scientific.
"JOR is the ideal forum for state-of-the-art risk management methodologies, their practical implementations, and policy evaluations"
(Farid AitSahlia, University of Florida)