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 0 0 87
Admissible strategies in semimartingale portfolio selection 0 0 0 30 0 1 4 185
Discrete-Time Quadratic Hedging of Barrier Options in Exponential L\'{e}vy Model 0 0 0 3 0 0 0 10
Dynamically optimal portfolios for monotone mean--variance preferences 4 4 4 4 9 9 9 9
Hedging in L\'evy Models and the Time Step Equivalent of Jumps 0 0 0 9 1 2 2 64
Numeraire-invariant quadratic hedging and mean--variance portfolio allocation 0 0 0 8 0 0 1 24
Numeraire-invariant quadratic hedging and mean–variance portfolio allocation 0 0 0 5 0 1 1 2
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 1 1 1 75 1 2 3 273
On the Structure of General Mean-Variance Hedging Strategies 0 0 0 14 1 1 1 53
Optimal Hedging with Higher Moments 0 0 0 65 0 0 0 151
Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions 0 0 1 18 0 0 1 25
Risk, Return and Portfolio Allocation under Alternative Pension Arrangements with Imperfect Financial Markets 0 0 0 42 0 0 1 507
Semimartingale theory of monotone mean--variance portfolio allocation 0 0 0 4 0 0 1 24
Simple Explicit Formula for Near-Optimal Stochastic Lifestyling 0 0 0 3 0 0 0 15
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure 0 0 0 3 0 0 0 13
Simplified stochastic calculus via semimartingale representations 0 0 0 3 0 0 1 11
Simplified stochastic calculus with applications in Economics and Finance 0 0 5 32 0 0 7 76
Simplified stochastic calculus with applications in economics and finance 0 0 0 1 0 0 0 3
The Hansen ratio in mean--variance portfolio theory 0 0 1 7 0 3 7 19
The law of one price in quadratic hedging and mean-variance portfolio selection 0 0 2 4 2 2 8 26
Total Working Papers 5 5 14 351 14 21 47 1,577

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 1 2 2 46
A unified approach to radial, hyperbolic, and directional efficiency measurement in data envelopment analysis 0 0 0 0 0 0 5 7
An improved convolution algorithm for discretely sampled Asian options 0 0 0 4 0 0 0 42
Antidumping Constraints and Trade Elimination 0 0 0 8 0 2 2 38
Convex duality and Orlicz spaces in expected utility maximization 0 0 0 0 0 0 0 5
Dynamic programming and mean-variance hedging in discrete time 1 1 1 95 1 2 2 287
Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets 0 0 0 6 1 1 2 30
MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING 0 0 0 2 0 0 0 12
MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION 0 0 1 23 1 1 4 75
Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation 0 0 0 0 0 0 0 0
OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS 0 0 1 11 0 0 2 68
On indication, strict monotonicity, and efficiency of projections in a general class of path-based data envelopment analysis models 0 0 0 0 1 1 2 2
On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility 0 0 0 15 0 0 2 99
Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions 0 0 0 4 0 0 0 35
Preface 0 0 0 1 0 0 0 18
Risk, Return and Portfolio Allocation under Alternative Pension Systems with Incomplete and Imperfect Financial Markets 0 0 0 45 0 0 1 138
Semimartingale theory of monotone mean–variance portfolio allocation 0 0 0 1 0 0 1 7
Simple explicit formula for near-optimal stochastic lifestyling 0 0 0 0 0 0 0 7
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure 0 0 1 1 0 0 1 1
Simplified stochastic calculus with applications in Economics and Finance 0 0 1 3 0 1 4 17
The impact of changing demographics and pensions on the demand for housing and financial assets* 1 1 1 41 1 1 3 135
Total Journal Articles 2 2 6 269 6 11 33 1,069

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 1 1 1 8
Total Chapters 0 0 0 0 1 1 1 8

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Statistics updated 2025-04-04