Ali Al-Aradi

Arabic script: علي العرادي  Pronounciation


Ph.D. Candidate
Dept. of Statistical Sciences
University of Toronto


LinkedIn    GitHub    Google Scholar Page    arXiv Page



Hello! Welcome to my homepage. I am a fourth year Ph.D. candidate at the University of Toronto under the supervision of Prof. Sebastian Jaimungal.


My main research interests are in stochastic portfolio theory, stochastic optimal control and portfolio selection problems.



News and Events

December 2018

- I will be presenting at the Quantitative Methods in Finance 2018 Conference in Sydney, Australia.

August 2018

- I will be participating in the Financial Mathematics Team Challenge 2018 in Rio de Janeiro, Brazil.
  Update: our team came in first place! Here is our final report.

July 2018

- My paper with S. Jaimungal entitled Outperformance and tracking: Dynamic asset allocation for active and passive portfolio management was accepted for publication in Applied Mathematical Finance.

- I will be presenting at the Bachelier Finance Society 10th World Congress in Dublin, Ireland.

May 2018

- Joint work with Á. Cartea and S. Jaimungal entitled Technical uncertainty in real options with learning was accepted for publication in The Journal of Energy Markets.

April 2018

- I will be presenting a poster on Outperformance and Tracking via Convex Analysis at the Statistics Graduate Student Research Day at the Fields Institute.   Update: I was given an award for best poster presentation!