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 0 1 185
Discrete-Time Quadratic Hedging of Barrier Options in Exponential L\'{e}vy Model 0 0 0 3 1 1 1 11
Dynamically optimal portfolios for monotone mean--variance preferences 0 0 6 6 3 5 21 21
Hedging in L\'evy Models and the Time Step Equivalent of Jumps 0 0 1 10 0 0 3 65
Numeraire-invariant quadratic hedging and mean--variance portfolio allocation 1 1 1 9 1 1 1 25
Numeraire-invariant quadratic hedging and mean–variance portfolio allocation 0 0 0 5 1 1 2 3
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 0 0 1 75 3 3 7 278
On the Structure of General Mean-Variance Hedging Strategies 0 0 0 14 2 2 4 56
Optimal Hedging with Higher Moments 0 0 0 65 2 2 2 153
Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions 0 0 1 19 0 1 2 27
Risk, Return and Portfolio Allocation under Alternative Pension Arrangements with Imperfect Financial Markets 0 0 0 42 3 3 5 511
Semimartingale theory of monotone mean--variance portfolio allocation 0 0 0 4 3 4 6 29
Simple Explicit Formula for Near-Optimal Stochastic Lifestyling 0 1 1 4 1 5 6 21
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure 0 0 0 3 0 2 2 15
Simplified stochastic calculus via semimartingale representations 0 0 0 3 1 1 1 12
Simplified stochastic calculus with applications in Economics and Finance 0 0 1 33 0 0 4 80
Simplified stochastic calculus with applications in economics and finance 0 0 0 1 2 2 2 5
The Hansen ratio in mean--variance portfolio theory 0 0 0 7 2 3 8 24
The law of one price in quadratic hedging and mean-variance portfolio selection 0 0 0 4 0 1 7 31
The law of one price in quadratic hedging and mean–variance portfolio selection 0 0 4 4 1 2 3 3
Total Working Papers 1 2 16 362 26 39 88 1,642

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 2 46
A unified approach to radial, hyperbolic, and directional efficiency measurement in data envelopment analysis 0 0 0 0 2 3 6 12
An improved convolution algorithm for discretely sampled Asian options 0 0 0 4 1 2 3 45
Antidumping Constraints and Trade Elimination 0 0 0 8 0 1 5 41
Convex duality and Orlicz spaces in expected utility maximization 0 0 0 0 0 0 1 6
Dynamic programming and mean-variance hedging in discrete time 0 0 1 95 0 0 3 288
Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets 0 0 0 6 2 2 4 33
MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING 0 0 0 2 1 4 4 16
MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION 0 0 0 23 1 1 2 76
Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation 0 0 0 0 2 3 5 5
OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS 0 0 0 11 1 1 3 70
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 2 3
On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility 0 0 0 15 1 1 2 100
Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions 0 0 0 4 0 1 1 36
Preface 0 0 0 1 0 1 1 19
Risk, Return and Portfolio Allocation under Alternative Pension Systems with Incomplete and Imperfect Financial Markets 0 0 0 45 3 3 4 141
Semimartingale theory of monotone mean–variance portfolio allocation 0 0 0 1 0 0 1 8
Simple explicit formula for near-optimal stochastic lifestyling 0 0 0 0 1 3 3 10
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure 0 0 1 1 2 2 5 5
Simplified stochastic calculus with applications in Economics and Finance 0 0 0 3 0 0 3 19
The impact of changing demographics and pensions on the demand for housing and financial assets* 0 0 1 41 0 0 2 135
The law of one price in quadratic hedging and mean–variance portfolio selection 0 0 0 0 1 2 2 2
Total Journal Articles 0 0 3 269 18 31 64 1,116

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

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Statistics updated 2025-12-06