Access Statistics for Aleš Černý

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Admissible Strategies in Semimartingale Portfolio Selection 0 0 0 21 4 5 7 94
Admissible strategies in semimartingale portfolio selection 0 0 0 30 2 3 7 192
Discrete-Time Quadratic Hedging of Barrier Options in Exponential L\'{e}vy Model 0 0 0 3 1 1 4 14
Dynamically optimal portfolios for monotone mean--variance preferences 0 0 1 6 3 8 23 33
Hedging in L\'evy Models and the Time Step Equivalent of Jumps 0 0 1 10 6 8 27 91
Numeraire-invariant quadratic hedging and mean--variance portfolio allocation 0 0 1 9 2 3 14 38
Numeraire-invariant quadratic hedging and mean–variance portfolio allocation 0 0 0 5 3 5 10 12
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 0 0 0 75 1 3 14 287
On the Structure of General Mean-Variance Hedging Strategies 0 0 0 14 1 2 7 60
Optimal Hedging with Higher Moments 0 0 0 65 2 2 9 160
Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions 0 0 1 19 1 3 8 33
Risk, Return and Portfolio Allocation under Alternative Pension Arrangements with Imperfect Financial Markets 0 0 0 42 2 3 19 526
Semimartingale theory of monotone mean--variance portfolio allocation 0 0 0 4 2 3 14 38
Simple Explicit Formula for Near-Optimal Stochastic Lifestyling 0 0 1 4 5 7 14 30
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure 0 0 0 3 4 5 10 23
Simplified stochastic calculus via semimartingale representations 0 0 0 3 2 2 10 21
Simplified stochastic calculus with applications in Economics and Finance 0 0 1 33 6 6 17 93
Simplified stochastic calculus with applications in economics and finance 0 0 0 1 2 3 21 24
The Hansen ratio in mean--variance portfolio theory 0 0 0 7 3 3 10 30
The law of one price in quadratic hedging and mean-variance portfolio selection 0 0 0 4 3 4 12 38
The law of one price in quadratic hedging and mean–variance portfolio selection 0 0 4 4 2 3 9 9
Total Working Papers 0 0 10 362 57 82 266 1,846

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A COUNTEREXAMPLE CONCERNING THE VARIANCE‐OPTIMAL MARTINGALE MEASURE 0 0 0 9 0 0 3 49
A unified approach to radial, hyperbolic, and directional efficiency measurement in data envelopment analysis 0 0 0 0 0 2 10 17
An improved convolution algorithm for discretely sampled Asian options 0 0 0 4 1 1 6 49
Antidumping Constraints and Trade Elimination 0 0 0 8 1 2 7 45
Convex duality and Orlicz spaces in expected utility maximization 0 0 0 0 1 3 10 15
Dynamic programming and mean-variance hedging in discrete time 0 0 0 95 2 4 9 296
Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets 0 0 0 6 0 4 9 39
MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING 0 0 0 2 1 2 11 23
MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION 0 0 0 23 2 2 6 81
Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation 0 0 0 0 1 2 9 9
OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS 0 0 0 11 2 3 8 76
On indication, strict monotonicity, and efficiency of projections in a general class of path-based data envelopment analysis models 0 0 0 0 1 3 4 6
On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility 0 0 0 15 1 4 11 110
Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions 0 0 0 4 2 4 11 46
Preface 0 0 0 1 0 0 2 20
Risk, Return and Portfolio Allocation under Alternative Pension Systems with Incomplete and Imperfect Financial Markets 0 0 0 45 0 0 6 144
Semimartingale theory of monotone mean–variance portfolio allocation 0 0 0 1 0 1 7 14
Simple explicit formula for near-optimal stochastic lifestyling 0 0 0 0 2 4 11 18
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure 0 0 0 1 1 1 13 14
Simplified stochastic calculus with applications in Economics and Finance 0 0 0 3 1 2 9 27
The impact of changing demographics and pensions on the demand for housing and financial assets* 0 0 0 41 3 5 9 144
The law of one price in quadratic hedging and mean–variance portfolio selection 0 0 0 0 2 3 13 13
Total Journal Articles 0 0 0 269 24 52 184 1,255

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative pension reform strategies for Japan 0 0 0 0 0 0 4 12
Total Chapters 0 0 0 0 0 0 4 12

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06