Aleš Černý

1.1k total citations
44 papers, 523 citations indexed

About

Aleš Černý is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Aleš Černý has authored 44 papers receiving a total of 523 indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Finance, 20 papers in Economics and Econometrics and 9 papers in Management Science and Operations Research. Recurrent topics in Aleš Černý's work include Stochastic processes and financial applications (28 papers), Financial Risk and Volatility Modeling (14 papers) and Economic theories and models (10 papers). Aleš Černý is often cited by papers focused on Stochastic processes and financial applications (28 papers), Financial Risk and Volatility Modeling (14 papers) and Economic theories and models (10 papers). Aleš Černý collaborates with scholars based in United Kingdom, Germany and Slovakia. Aleš Černý's co-authors include Jan Kallsen, Ioannis Kyriakou, Joëlle Miffre, Chris Brooks, David Miles, Andreas Tsanakas, Mario V. Wüthrich, Pavol Brunovský, Johannes Ruf and Sara Biagini and has published in prestigious journals such as European Journal of Operational Research, The Economic Journal and Mathematics of Operations Research.

In The Last Decade

Aleš Černý

41 papers receiving 494 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Aleš Černý United Kingdom	13	412	285	135	83	57	44	523
Rudi Zagst Germany	12	396 1.0×	227 0.8×	146 1.1×	88 1.1×	49 0.9×	109	540
Frank Thomas Seifried Germany	12	319 0.8×	235 0.8×	146 1.1×	53 0.6×	20 0.4×	52	403
Klaus Sandmann Germany	9	571 1.4×	265 0.9×	169 1.3×	164 2.0×	62 1.1×	28	681
Peter Lakner United States	10	396 1.0×	220 0.8×	152 1.1×	75 0.9×	29 0.5×	21	465
Marcel Rindisbacher United States	12	288 0.7×	220 0.8×	55 0.4×	68 0.8×	53 0.9×	27	370
San‐Lin Chung Taiwan	15	676 1.6×	397 1.4×	113 0.8×	70 0.8×	82 1.4×	53	784
Traian A. Pirvu Canada	12	412 1.0×	340 1.2×	260 1.9×	156 1.9×	27 0.5×	35	587
Marcos Escobar Canada	10	265 0.6×	101 0.4×	91 0.7×	85 1.0×	21 0.4×	57	319
George Chacko United States	13	931 2.3×	456 1.6×	113 0.8×	94 1.1×	150 2.6×	24	1.0k
Johannes Muhle‐Karbe United Kingdom	15	611 1.5×	360 1.3×	110 0.8×	72 0.9×	37 0.6×	69	658

Countries citing papers authored by Aleš Černý

Since Specialization

Citations

This map shows the geographic impact of Aleš Černý's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Aleš Černý with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Aleš Černý more than expected).

Fields of papers citing papers by Aleš Černý

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Aleš Černý. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Aleš Černý. The network helps show where Aleš Černý may publish in the future.

Co-authorship network of co-authors of Aleš Černý

This figure shows the co-authorship network connecting the top 25 collaborators of Aleš Černý. A scholar is included among the top collaborators of Aleš Černý based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Aleš Černý. Aleš Černý is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Černý, Aleš, et al.. (2023). Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation. Mathematics of Operations Research. 49(2). 752–781.

Černý, Aleš & Johannes Ruf. (2023). Simplified calculus for semimartingales: Multiplicative compensators and changes of measure. Stochastic Processes and their Applications. 161. 572–602.

Černý, Aleš, et al.. (2023). A unified approach to radial, hyperbolic, and directional efficiency measurement in data envelopment analysis. European Journal of Operational Research. 312(1). 298–314. 3 indexed citations

Černý, Aleš & Johannes Ruf. (2020). Supplement to: Simplified stochastic calculus with applications in Economics and Finance. SSRN Electronic Journal. 1 indexed citations

Černý, Aleš. (2019). Semimartingale Theory of Monotone Mean-Variance Portfolio Allocation. SSRN Electronic Journal. 2 indexed citations

Biagini, Sara & Aleš Černý. (2017). Convex Duality and Orlicz Spaces in Expected Utility Maximization. SSRN Electronic Journal. 1 indexed citations

Brunovský, Pavol, et al.. (2017). Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions. European Journal of Operational Research. 264(3). 1159–1171. 4 indexed citations

Tsanakas, Andreas, Mario V. Wüthrich, & Aleš Černý. (2013). MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING. Astin Bulletin. 43(3). 301–322. 12 indexed citations

Černý, Aleš & Ioannis Kyriakou. (2010). An improved convolution algorithm for discretely sampled Asian options. Quantitative Finance. 11(3). 381–389. 47 indexed citations

10.

Černý, Aleš. (2009). Characterization of the oblique projector U(VU)†V with application to constrained least squares. Linear Algebra and its Applications. 431(9). 1564–1570. 5 indexed citations

11.

Černý, Aleš & Jan Kallsen. (2009). HEDGING BY SEQUENTIAL REGRESSIONS REVISITED. Mathematical Finance. 19(4). 591–617. 35 indexed citations

12.

Černý, Aleš. (2009). Mathematical Techniques in Finance. Princeton University Press eBooks. 23 indexed citations

13.

Černý, Aleš & Jan Kallsen. (2008). MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION. Mathematical Finance. 18(3). 473–492. 31 indexed citations

14.

Brooks, Chris, Aleš Černý, & Joëlle Miffre. (2007). Optimal Hedging with Higher Moments. SSRN Electronic Journal. 8 indexed citations

15.

Černý, Aleš & Jan Kallsen. (2007). Hedging by Sequential Regressions Revisited. SSRN Electronic Journal. 7 indexed citations

16.

Černý, Aleš, et al.. (2006). The Impact of Changing Demographics and Pensions on the Demand for Housing and Financial Assets. SSRN Electronic Journal. 8 indexed citations

17.

Černý, Aleš. (2006). Introduction to Fast Fourier Transform in Finance. SSRN Electronic Journal. 7 indexed citations

18.

Černý, Aleš & Jan Kallsen. (2006). Mean-Variance Hedging and Optimal Investment in Heston's Model with Correlation. SSRN Electronic Journal. 8 indexed citations

19.

Černý, Aleš. (2006). Performance of Dynamic Hedging Strategies: The Tale of Two Trading Desks. SSRN Electronic Journal. 1 indexed citations

20.

Černý, Aleš. (2004). Dynamic programming and mean‐variance hedging in discrete time. Applied Mathematical Finance. 11(1). 1–25. 30 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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