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Černý, Aleš
154  Ergebnisse:
Personensuche X
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1

On indication, strict monotonicity, and efficiency of proje..:

Halická, Margaréta ; Trnovská, Mária ; Černý, Aleš
European Journal of Operational Research.  , 2024
Link: https://doi.org/10.1016/..
 
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2

A unified approach to radial, hyperbolic, and directional e..:

Halická, Margaréta ; Trnovská, Mária ; Černý, Aleš
European Journal of Operational Research.  312 (2024)  1 - p. 298-314 , 2024
Link: https://doi.org/10.1016/..
 
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3

Numeraire-Invariant Quadratic Hedging and Mean–Variance Por..:

Černý, Aleš ; Czichowsky, Christoph ; Kallsen, Jan
Mathematics of Operations Research.  49 (2024)  2 - p. 752-781 , 2024
Link: https://doi.org/10.1287/..
 
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4

Simplified calculus for semimartingales: Multiplicative com..:

Černý, Aleš ; Ruf, Johannes
Stochastic Processes and their Applications.  161 (2023)  - p. 572-602 , 2023
Link: https://doi.org/10.1016/..
 
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5

Simplified stochastic calculus with applications in Economi..:

Černý, Aleš ; Ruf, Johannes
European Journal of Operational Research.  293 (2021)  2 - p. 547-560 , 2021
Link: https://doi.org/10.1016/..
 
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6

Simple explicit formula for near-optimal stochastic lifesty..:

Černý, Aleš ; Melicherčík, Igor
European Journal of Operational Research.  284 (2020)  2 - p. 769-778 , 2020
Link: https://doi.org/10.1016/..
 
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7

Semimartingale theory of monotone mean–variance portfolio a..:

Černý, Aleš
Mathematical Finance.  30 (2020)  3 - p. 1168-1178 , 2020
Link: https://doi.org/10.1111/..
 
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8

Convex duality and Orlicz spaces in expected utility maximi..:

Biagini, Sara ; Černý, Aleš
Mathematical Finance.  30 (2019)  1 - p. 85-127 , 2019
Link: https://doi.org/10.1111/..
 
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9

Optimal trade execution under endogenous pressure to liquid..:

Brunovský, Pavol ; Černý, Aleš ; Komadel, Ján
European Journal of Operational Research.  264 (2018)  3 - p. 1159-1171 , 2018
Link: https://doi.org/10.1016/..
 
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10

Mathematical Techniques in Finance 

Tools for Incomplete Markets 
Cerný, Ales - Second . , [2016]
Link: https://doi.org/10.1515/..
 
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11

Erratum to: A Singular Differential Equation Stemming from ..:

Brunovský, Pavol ; Černý, Aleš ; Winkler, Michael
Applied Mathematics & Optimization.  75 (2016)  1 - p. 149-149 , 2016
Link: https://doi.org/10.1007/..
 
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12

MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING:

Tsanakas, Andreas ; Wüthrich, Mario V. ; Černý, Aleš
ASTIN Bulletin.  43 (2013)  3 - p. 301-322 , 2013
Link: https://doi.org/10.1017/..
 
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13

A Singular Differential Equation Stemming from an Optimal C..:

Brunovský, Pavol ; Černý, Aleš ; Winkler, Michael
Applied Mathematics & Optimization.  68 (2013)  2 - p. 255-274 , 2013
Link: https://doi.org/10.1007/..
 
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14

On the computation of optimal monotone mean–variance portfo..:

Černý, Aleš ; Maccheroni, Fabio ; Marinacci, Massimo.
Journal of Mathematical Economics.  48 (2012)  6 - p. 386-395 , 2012
Link: https://doi.org/10.1016/..
 
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15

Admissible Strategies in Semimartingale Portfolio Selection:

Biagini, Sara ; Černý, Aleš
SIAM Journal on Control and Optimization.  49 (2011)  1 - p. 42-72 , 2011
Link: https://doi.org/10.1137/..
 
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