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 0 5 8 95
Admissible strategies in semimartingale portfolio selection 0 0 0 30 0 3 8 193
Discrete-Time Quadratic Hedging of Barrier Options in Exponential L\'{e}vy Model 0 0 0 3 0 1 4 14
Dynamically optimal portfolios for monotone mean--variance preferences 1 1 2 7 2 5 21 35
Hedging in L\'evy Models and the Time Step Equivalent of Jumps 0 0 1 10 0 10 31 95
Numeraire-invariant quadratic hedging and mean--variance portfolio allocation 0 0 1 9 1 3 15 39
Numeraire-invariant quadratic hedging and mean–variance portfolio allocation 0 0 0 5 0 3 10 12
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 0 0 0 75 0 2 15 288
On the Structure of General Mean-Variance Hedging Strategies 0 0 0 14 0 1 7 60
Optimal Hedging with Higher Moments 0 0 0 65 0 2 9 160
Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions 0 0 0 19 0 1 7 33
Risk, Return and Portfolio Allocation under Alternative Pension Arrangements with Imperfect Financial Markets 0 0 0 42 2 6 23 530
Semimartingale theory of monotone mean--variance portfolio allocation 0 0 0 4 1 3 14 39
Simple Explicit Formula for Near-Optimal Stochastic Lifestyling 0 0 1 4 0 5 14 30
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure 0 0 0 3 1 7 13 26
Simplified stochastic calculus via semimartingale representations 0 0 0 3 0 3 11 22
Simplified stochastic calculus with applications in Economics and Finance 0 0 1 33 1 9 18 96
Simplified stochastic calculus with applications in economics and finance 0 0 0 1 1 3 22 25
The Hansen ratio in mean--variance portfolio theory 0 0 0 7 0 5 11 32
The law of one price in quadratic hedging and mean-variance portfolio selection 0 0 0 4 0 3 10 38
The law of one price in quadratic hedging and mean–variance portfolio selection 0 0 0 4 0 2 9 9
Total Working Papers 1 1 6 363 9 82 280 1,871

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 0 10 17
An improved convolution algorithm for discretely sampled Asian options 0 0 0 4 1 2 7 50
Antidumping Constraints and Trade Elimination 0 0 0 8 0 2 7 46
Convex duality and Orlicz spaces in expected utility maximization 0 0 0 0 0 1 10 15
Dynamic programming and mean-variance hedging in discrete time 0 0 0 95 0 2 8 296
Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets 0 0 0 6 0 1 10 40
MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING 0 0 0 2 0 1 11 23
MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION 0 0 0 23 0 2 6 81
Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation 0 0 0 0 0 2 10 10
OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS 0 0 0 11 0 3 9 77
On indication, strict monotonicity, and efficiency of projections in a general class of path-based data envelopment analysis models 0 0 0 0 0 1 4 6
On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility 0 0 0 15 0 2 12 111
Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions 0 0 0 4 2 4 13 48
Preface 0 0 0 1 0 1 3 21
Risk, Return and Portfolio Allocation under Alternative Pension Systems with Incomplete and Imperfect Financial Markets 0 0 0 45 0 1 7 145
Semimartingale theory of monotone mean–variance portfolio allocation 0 0 0 1 0 2 9 16
Simple explicit formula for near-optimal stochastic lifestyling 0 0 0 0 1 3 12 19
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure 0 0 0 1 0 1 13 14
Simplified stochastic calculus with applications in Economics and Finance 0 0 0 3 11 12 19 38
The impact of changing demographics and pensions on the demand for housing and financial assets* 0 0 0 41 0 3 9 144
The law of one price in quadratic hedging and mean–variance portfolio selection 0 0 0 0 0 2 13 13
Total Journal Articles 0 0 0 269 15 48 205 1,279

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

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Statistics updated 2026-07-10