Skip to contents Miles, David [Author] ; Černý, Aleš [Other] Risk, return and portfolio allocation under alternative pension arrangements with imperfect financial markets Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Munich: Univ., Center for Economic Studies, 2001 Published in: CESifo GmbH: CESifo working papers ; 441 Černý, Aleš [Author] Mathematical techniques in finance : tools for incomplete markets - [2. ed.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Princeton, NJ [u.a.]: Princeton Univ. Press, 2009 Dadák, Jaromír [Other]; Dobrovolný, František [Other]; Peška, Vlastimil [Other]; Baillon, Giacomo de [Other]; Mindl, Jiří [Other]; Warchal, Bohdan [Performer]; Sedláček, Ivan [Performer]; Podařil, Aleš [Performer]; Černý, Jožka [Performer]; Múčka, František [Performer]; Kovářík, Václav [Performer]; Grycová, Vlasta [Performer] ; Brněnský Dětský Sbor Kantiléna, Československý Rozhlas Prag Krajské Studio Brünn Folk Instruments Ensemble Vánoce na Moravě = Christmas in Moravia (1 Schallpl) Sound Recordings Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: Supraphon, c 1986 Published in: Artia Prague Biagini, Sara [Author] ; Černý, Aleš [Other] Convex Duality and Orlicz Spaces in Expected Utility Maximization Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3078111 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Mathematical Finance 30(1), 85-127, 2020 Miles, David [Author] ; Černý, Aleš [Other] Risk, Return and Portfolio Allocation Under Alternative Pension Arrangements with Imperfect Financial Markets Books View online Schließen > Access https://ssrn.com/abstract=268968 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: CESifo Working Paper Series ; No. 441 Černý, Aleš [Author] ; Kallsen, Jan [Other] A Counterexample Concerning the Variance-Optimal Martingale Measure Books View online Schließen > Access https://ssrn.com/abstract=912952 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Mathematical Finance, 2008, 18(2), 305-316 Černý, Aleš [Author] Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2746572 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: J. Kallsen and A. Papapantoleon (eds.), Advanced Modeling in Mathematical Finance, 257-275, Springer, 2016 Černý, Aleš [Author] Dynamic Programming and Mean-Variance Hedging in Discrete Time Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=561223 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Applied Mathematical Finance, 2004, 11(1), 1-25 Černý, Aleš [Author] Fast Fourier Transform and Option Pricing Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1098367 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2020 Published in: Preprint Černý, Aleš [Author] Generalized Sharpe Ratios and Asset Pricing in Incomplete Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=244731 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: AFA 2001 New Orleans Meetings Černý, Aleš [Author] The Hansen Ratio in Mean-Variance Portfolio Theory Books View online Schließen > Access https://ssrn.com/abstract=3664641 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Arxiv preprint 2007.15980 Černý, Aleš [Author] ; Kallsen, Jan [Other] Hedging by Sequential Regressions Revisited Books View online Schließen > Access https://ssrn.com/abstract=1004706 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Mathematical Finance, 2009, 19(4), 591-617 Černý, Aleš [Author] ; Miles, David [Other]; Schmidt, Lubomir [Other] The Impact of Changing Demographics and Pensions on the Demand for Housing and Financial Assets Books View online Schließen > Access https://ssrn.com/abstract=750604 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Černý, Aleš [Author] ; Kyriakou, Ioannis [Other] An Improved Convolution Algorithm for Discretely Sampled Asian Options Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1323252 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Černý, Aleš [Author] Introduction to Fast Fourier Transform in Finance Books View online Schließen > Access https://ssrn.com/abstract=559416 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Research paper Černý, Aleš [Author] ; Kallsen, Jan [Other] Mean-Variance Hedging and Optimal Investment in Heston's Model with Correlation Books View online Schließen > Access https://ssrn.com/abstract=909305 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Mathematical Finance, 2008, 18(3), 473-492 Černý, Aleš [Author] Minimal Martingale Measure, CAPM, and Representative Agent Pricing in Incomplete Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=851188 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Imperial College Management School Working Paper Černý, Aleš [Author] ; Kallsen, Jan [Other] On the Structure of General Mean-Variance Hedging Strategies Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=882762 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: The Annals of Probability, 2007, 35(4), 1479-1531 Černý, Aleš [Author] Optimal Continuous-Time Hedging with Leptokurtic Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=713361 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Imperial College Business School Discussion Paper ; No. 04/33 Černý, Aleš [Author] Performance of Dynamic Hedging Strategies : The Tale of Two Trading Desks Books View online Schließen > Access https://ssrn.com/abstract=877912 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Imperial College Business School Working Paper
Miles, David [Author] ; Černý, Aleš [Other] Risk, return and portfolio allocation under alternative pension arrangements with imperfect financial markets Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Munich: Univ., Center for Economic Studies, 2001 Published in: CESifo GmbH: CESifo working papers ; 441
Černý, Aleš [Author] Mathematical techniques in finance : tools for incomplete markets - [2. ed.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Princeton, NJ [u.a.]: Princeton Univ. Press, 2009
Dadák, Jaromír [Other]; Dobrovolný, František [Other]; Peška, Vlastimil [Other]; Baillon, Giacomo de [Other]; Mindl, Jiří [Other]; Warchal, Bohdan [Performer]; Sedláček, Ivan [Performer]; Podařil, Aleš [Performer]; Černý, Jožka [Performer]; Múčka, František [Performer]; Kovářík, Václav [Performer]; Grycová, Vlasta [Performer] ; Brněnský Dětský Sbor Kantiléna, Československý Rozhlas Prag Krajské Studio Brünn Folk Instruments Ensemble Vánoce na Moravě = Christmas in Moravia (1 Schallpl) Sound Recordings Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: Supraphon, c 1986 Published in: Artia Prague
Biagini, Sara [Author] ; Černý, Aleš [Other] Convex Duality and Orlicz Spaces in Expected Utility Maximization Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3078111 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Mathematical Finance 30(1), 85-127, 2020
Miles, David [Author] ; Černý, Aleš [Other] Risk, Return and Portfolio Allocation Under Alternative Pension Arrangements with Imperfect Financial Markets Books View online Schließen > Access https://ssrn.com/abstract=268968 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: CESifo Working Paper Series ; No. 441
Černý, Aleš [Author] ; Kallsen, Jan [Other] A Counterexample Concerning the Variance-Optimal Martingale Measure Books View online Schließen > Access https://ssrn.com/abstract=912952 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Mathematical Finance, 2008, 18(2), 305-316
Černý, Aleš [Author] Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2746572 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: J. Kallsen and A. Papapantoleon (eds.), Advanced Modeling in Mathematical Finance, 257-275, Springer, 2016
Černý, Aleš [Author] Dynamic Programming and Mean-Variance Hedging in Discrete Time Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=561223 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Applied Mathematical Finance, 2004, 11(1), 1-25
Černý, Aleš [Author] Fast Fourier Transform and Option Pricing Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1098367 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2020 Published in: Preprint
Černý, Aleš [Author] Generalized Sharpe Ratios and Asset Pricing in Incomplete Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=244731 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: AFA 2001 New Orleans Meetings
Černý, Aleš [Author] The Hansen Ratio in Mean-Variance Portfolio Theory Books View online Schließen > Access https://ssrn.com/abstract=3664641 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Arxiv preprint 2007.15980
Černý, Aleš [Author] ; Kallsen, Jan [Other] Hedging by Sequential Regressions Revisited Books View online Schließen > Access https://ssrn.com/abstract=1004706 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Mathematical Finance, 2009, 19(4), 591-617
Černý, Aleš [Author] ; Miles, David [Other]; Schmidt, Lubomir [Other] The Impact of Changing Demographics and Pensions on the Demand for Housing and Financial Assets Books View online Schließen > Access https://ssrn.com/abstract=750604 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Černý, Aleš [Author] ; Kyriakou, Ioannis [Other] An Improved Convolution Algorithm for Discretely Sampled Asian Options Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1323252 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Černý, Aleš [Author] Introduction to Fast Fourier Transform in Finance Books View online Schließen > Access https://ssrn.com/abstract=559416 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Research paper
Černý, Aleš [Author] ; Kallsen, Jan [Other] Mean-Variance Hedging and Optimal Investment in Heston's Model with Correlation Books View online Schließen > Access https://ssrn.com/abstract=909305 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Mathematical Finance, 2008, 18(3), 473-492
Černý, Aleš [Author] Minimal Martingale Measure, CAPM, and Representative Agent Pricing in Incomplete Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=851188 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Imperial College Management School Working Paper
Černý, Aleš [Author] ; Kallsen, Jan [Other] On the Structure of General Mean-Variance Hedging Strategies Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=882762 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: The Annals of Probability, 2007, 35(4), 1479-1531
Černý, Aleš [Author] Optimal Continuous-Time Hedging with Leptokurtic Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=713361 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Imperial College Business School Discussion Paper ; No. 04/33
Černý, Aleš [Author] Performance of Dynamic Hedging Strategies : The Tale of Two Trading Desks Books View online Schließen > Access https://ssrn.com/abstract=877912 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Imperial College Business School Working Paper
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