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 1 9 96
Admissible strategies in semimartingale portfolio selection 0 0 0 30 0 1 9 194
Discrete-Time Quadratic Hedging of Barrier Options in Exponential L\'{e}vy Model 0 0 0 3 1 1 5 15
Dynamically optimal portfolios for monotone mean--variance preferences 1 2 2 8 2 4 21 37
Hedging in L\'evy Models and the Time Step Equivalent of Jumps 0 0 0 10 0 3 33 98
Numeraire-invariant quadratic hedging and mean--variance portfolio allocation 0 0 1 9 0 3 17 41
Numeraire-invariant quadratic hedging and mean–variance portfolio allocation 0 0 0 5 0 0 10 12
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 0 1 1 76 0 1 14 289
On the Structure of General Mean-Variance Hedging Strategies 0 0 0 14 1 1 7 61
Optimal Hedging with Higher Moments 0 0 0 65 1 1 10 161
Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions 0 0 0 19 2 2 9 35
Risk, Return and Portfolio Allocation under Alternative Pension Arrangements with Imperfect Financial Markets 0 0 0 42 1 3 23 531
Semimartingale theory of monotone mean--variance portfolio allocation 0 0 0 4 0 1 14 39
Simple Explicit Formula for Near-Optimal Stochastic Lifestyling 0 0 1 4 3 3 17 33
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure 0 0 0 3 1 2 14 27
Simplified stochastic calculus via semimartingale representations 0 0 0 3 2 2 13 24
Simplified stochastic calculus with applications in Economics and Finance 0 0 0 33 0 1 16 96
Simplified stochastic calculus with applications in economics and finance 0 0 0 1 0 1 22 25
The Hansen ratio in mean--variance portfolio theory 0 0 0 7 1 1 12 33
The law of one price in quadratic hedging and mean-variance portfolio selection 0 0 0 4 0 0 8 38
The law of one price in quadratic hedging and mean–variance portfolio selection 0 0 0 4 0 0 8 9
Total Working Papers 1 3 5 365 16 32 291 1,894

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 1 4 50
A unified approach to radial, hyperbolic, and directional efficiency measurement in data envelopment analysis 0 0 0 0 0 1 9 18
An improved convolution algorithm for discretely sampled Asian options 0 0 0 4 0 2 8 51
Antidumping Constraints and Trade Elimination 0 0 0 8 0 0 6 46
Convex duality and Orlicz spaces in expected utility maximization 0 0 0 0 1 1 10 16
Dynamic programming and mean-variance hedging in discrete time 0 0 0 95 1 2 10 298
Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets 0 0 0 6 0 1 10 41
MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING 0 0 0 2 1 1 12 24
MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION 0 0 0 23 0 0 6 81
Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation 0 0 0 0 0 0 8 10
OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS 0 0 0 11 0 0 8 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 0 4 6
On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility 0 0 0 15 0 1 13 112
Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions 0 0 0 4 0 3 14 49
Preface 0 0 0 1 0 0 3 21
Risk, Return and Portfolio Allocation under Alternative Pension Systems with Incomplete and Imperfect Financial Markets 0 0 0 45 0 1 8 146
Semimartingale theory of monotone mean–variance portfolio allocation 0 0 0 1 0 0 8 16
Simple explicit formula for near-optimal stochastic lifestyling 0 1 1 1 1 3 14 21
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure 0 0 0 1 0 2 13 16
Simplified stochastic calculus with applications in Economics and Finance 0 0 0 3 0 12 20 39
The impact of changing demographics and pensions on the demand for housing and financial assets* 0 0 0 41 0 0 9 144
The law of one price in quadratic hedging and mean–variance portfolio selection 0 0 0 0 0 0 13 13
Total Journal Articles 0 1 1 270 4 31 210 1,295

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 5 13
Total Chapters 0 0 0 0 1 1 5 13

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Statistics updated 2026-09-10