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 1 2 2 89
Admissible strategies in semimartingale portfolio selection 0 0 0 30 3 4 4 189
Discrete-Time Quadratic Hedging of Barrier Options in Exponential L\'{e}vy Model 0 0 0 3 0 3 3 13
Dynamically optimal portfolios for monotone mean--variance preferences 0 0 6 6 2 7 25 25
Hedging in L\'evy Models and the Time Step Equivalent of Jumps 0 0 1 10 16 18 20 83
Numeraire-invariant quadratic hedging and mean--variance portfolio allocation 0 1 1 9 8 11 11 35
Numeraire-invariant quadratic hedging and mean–variance portfolio allocation 0 0 0 5 4 5 5 7
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 0 0 1 75 4 9 12 284
On the Structure of General Mean-Variance Hedging Strategies 0 0 0 14 1 4 6 58
Optimal Hedging with Higher Moments 0 0 0 65 3 7 7 158
Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions 0 0 1 19 1 3 5 30
Risk, Return and Portfolio Allocation under Alternative Pension Arrangements with Imperfect Financial Markets 0 0 0 42 12 15 16 523
Semimartingale theory of monotone mean--variance portfolio allocation 0 0 0 4 5 9 11 35
Simple Explicit Formula for Near-Optimal Stochastic Lifestyling 0 0 1 4 1 3 8 23
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure 0 0 0 3 3 3 5 18
Simplified stochastic calculus via semimartingale representations 0 0 0 3 2 8 8 19
Simplified stochastic calculus with applications in Economics and Finance 0 0 1 33 5 7 11 87
Simplified stochastic calculus with applications in economics and finance 0 0 0 1 5 18 18 21
The Hansen ratio in mean--variance portfolio theory 0 0 0 7 2 5 8 27
The law of one price in quadratic hedging and mean-variance portfolio selection 0 0 0 4 1 3 10 34
The law of one price in quadratic hedging and mean–variance portfolio selection 0 0 4 4 0 4 6 6
Total Working Papers 0 1 16 362 79 148 201 1,764

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 3 3 4 49
A unified approach to radial, hyperbolic, and directional efficiency measurement in data envelopment analysis 0 0 0 0 3 5 8 15
An improved convolution algorithm for discretely sampled Asian options 0 0 0 4 3 4 6 48
Antidumping Constraints and Trade Elimination 0 0 0 8 2 2 6 43
Convex duality and Orlicz spaces in expected utility maximization 0 0 0 0 6 6 7 12
Dynamic programming and mean-variance hedging in discrete time 0 0 1 95 3 4 7 292
Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets 0 0 0 6 1 4 6 35
MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING 0 0 0 2 2 6 9 21
MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION 0 0 0 23 2 4 5 79
Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation 0 0 0 0 2 4 7 7
OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS 0 0 0 11 3 4 5 73
On indication, strict monotonicity, and efficiency of projections in a general class of path-based data envelopment analysis models 0 0 0 0 0 0 2 3
On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility 0 0 0 15 4 7 7 106
Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions 0 0 0 4 3 6 7 42
Preface 0 0 0 1 1 1 2 20
Risk, Return and Portfolio Allocation under Alternative Pension Systems with Incomplete and Imperfect Financial Markets 0 0 0 45 1 6 6 144
Semimartingale theory of monotone mean–variance portfolio allocation 0 0 0 1 4 5 6 13
Simple explicit formula for near-optimal stochastic lifestyling 0 0 0 0 2 5 7 14
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure 0 0 0 1 7 10 12 13
Simplified stochastic calculus with applications in Economics and Finance 0 0 0 3 4 6 9 25
The impact of changing demographics and pensions on the demand for housing and financial assets* 0 0 1 41 2 4 5 139
The law of one price in quadratic hedging and mean–variance portfolio selection 0 0 0 0 5 9 10 10
Total Journal Articles 0 0 2 269 63 105 143 1,203

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 3 4 5 12
Total Chapters 0 0 0 0 3 4 5 12

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Statistics updated 2026-02-12