Aleš Černý

Available identifiers

zbMath Open cerny.alesMaRDI QIDQ519881

List of research outcomes

Publication	Date of Publication	Type
On indication, strict monotonicity, and efficiency of projections in a general class of path-based data envelopment models	2023-11-27	Paper
A unified approach to radial, hyperbolic, and directional efficiency measurement in data envelopment analysis	2023-11-14	Paper
Simplified calculus for semimartingales: multiplicative compensators and changes of measure	2023-06-19	Paper
Simplified stochastic calculus via semimartingale representations	2022-02-22	Paper
Pure-jump semimartingales	2021-09-10	Paper
Simplified stochastic calculus with applications in economics and finance	2021-06-07	Paper
Semimartingale theory of monotone mean–variance portfolio allocation	2021-03-23	Paper
Convex duality and Orlicz spaces in expected utility maximization	2020-05-14	Paper
Simple explicit formula for near-optimal stochastic lifestyling	2020-05-07	Paper
Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions	2017-11-23	Paper
Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model	2017-07-31	Paper
Erratum to: ``A singular differential equation stemming from an optimal control problem in financial economics	2017-03-31	Paper
A singular differential equation stemming from an optimal control problem in financial economics	2014-03-24	Paper
MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING	2014-02-27	Paper
On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility	2012-11-29	Paper
Admissible Strategies in Semimartingale Portfolio Selection	2011-05-17	Paper
An improved convolution algorithm for discretely sampled Asian options	2011-04-28	Paper
HEDGING BY SEQUENTIAL REGRESSIONS REVISITED	2009-12-07	Paper
Characterization of the oblique projector \(U(VU)^{\dagger}V\) with application to constrained least squares	2009-09-14	Paper
https://portal.mardi4nfdi.de/entity/Q3391755	2009-08-12	Paper
MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION	2008-08-21	Paper
A COUNTEREXAMPLE CONCERNING THE VARIANCE‐OPTIMAL MARTINGALE MEASURE	2008-04-30	Paper
OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS	2007-10-29	Paper
On the structure of general mean-variance hedging strategies	2007-07-12	Paper
Dynamic programming and mean‐variance hedging in discrete time	2005-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q4826101	2004-11-09	Paper
Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets *	2003-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q2782354	2003-04-28	Paper

Research outcomes over time

Doctoral students

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