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 2 2 89
Admissible strategies in semimartingale portfolio selection 0 0 0 30 0 4 4 189
Discrete-Time Quadratic Hedging of Barrier Options in Exponential L\'{e}vy Model 0 0 0 3 0 2 3 13
Dynamically optimal portfolios for monotone mean--variance preferences 0 0 6 6 4 8 29 29
Hedging in L\'evy Models and the Time Step Equivalent of Jumps 0 0 1 10 0 18 20 83
Numeraire-invariant quadratic hedging and mean--variance portfolio allocation 0 0 1 9 0 10 11 35
Numeraire-invariant quadratic hedging and mean–variance portfolio allocation 0 0 0 5 1 5 6 8
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility 0 0 1 75 0 6 12 284
On the Structure of General Mean-Variance Hedging Strategies 0 0 0 14 0 2 6 58
Optimal Hedging with Higher Moments 0 0 0 65 0 5 7 158
Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions 0 0 1 19 1 4 6 31
Risk, Return and Portfolio Allocation under Alternative Pension Arrangements with Imperfect Financial Markets 0 0 0 42 1 13 17 524
Semimartingale theory of monotone mean--variance portfolio allocation 0 0 0 4 0 6 11 35
Simple Explicit Formula for Near-Optimal Stochastic Lifestyling 0 0 1 4 2 4 10 25
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure 0 0 0 3 1 4 6 19
Simplified stochastic calculus via semimartingale representations 0 0 0 3 0 7 8 19
Simplified stochastic calculus with applications in Economics and Finance 0 0 1 33 0 7 11 87
Simplified stochastic calculus with applications in economics and finance 0 0 0 1 1 17 19 22
The Hansen ratio in mean--variance portfolio theory 0 0 0 7 0 3 8 27
The law of one price in quadratic hedging and mean-variance portfolio selection 0 0 0 4 1 4 11 35
The law of one price in quadratic hedging and mean–variance portfolio selection 0 0 4 4 1 4 7 7
Total Working Papers 0 0 16 362 13 135 214 1,777

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 3 4 49
A unified approach to radial, hyperbolic, and directional efficiency measurement in data envelopment analysis 0 0 0 0 0 3 8 15
An improved convolution algorithm for discretely sampled Asian options 0 0 0 4 0 3 6 48
Antidumping Constraints and Trade Elimination 0 0 0 8 1 3 6 44
Convex duality and Orlicz spaces in expected utility maximization 0 0 0 0 1 7 8 13
Dynamic programming and mean-variance hedging in discrete time 0 0 1 95 1 5 7 293
Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets 0 0 0 6 3 5 9 38
MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING 0 0 0 2 1 6 10 22
MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION 0 0 0 23 0 3 5 79
Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation 0 0 0 0 1 3 8 8
OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS 0 0 0 11 0 3 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 0 6 7 106
Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions 0 0 0 4 1 7 8 43
Preface 0 0 0 1 0 1 2 20
Risk, Return and Portfolio Allocation under Alternative Pension Systems with Incomplete and Imperfect Financial Markets 0 0 0 45 0 3 6 144
Semimartingale theory of monotone mean–variance portfolio allocation 0 0 0 1 1 6 7 14
Simple explicit formula for near-optimal stochastic lifestyling 0 0 0 0 1 5 8 15
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure 0 0 0 1 0 8 12 13
Simplified stochastic calculus with applications in Economics and Finance 0 0 0 3 0 6 8 25
The impact of changing demographics and pensions on the demand for housing and financial assets* 0 0 1 41 0 4 5 139
The law of one price in quadratic hedging and mean–variance portfolio selection 0 0 0 0 0 8 10 10
Total Journal Articles 0 0 2 269 11 98 151 1,214

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

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Statistics updated 2026-03-04