Ales Cerný

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 5

Top Topics

Provably Correct

Data Envelopment Analysis

Efficient Frontier

Top Venues

Eur. J. Oper. Res.

Math. Oper. Res.

Publications

Margaréta Halická, Mária Trnovská, Ales Cerný
A unified approach to radial, hyperbolic, and directional efficiency measurement in data envelopment analysis. Eur. J. Oper. Res. 312 (1) (2024)
Ales Cerný, Christoph Czichowsky, Jan Kallsen
Numeraire-Invariant Quadratic Hedging and Mean-Variance Portfolio Allocation. Math. Oper. Res. 49 (2) (2024)
Ales Cerný, Johannes Ruf
Simplified stochastic calculus with applications in Economics and Finance. Eur. J. Oper. Res. 293 (2) (2021)
Ales Cerný, Igor Melichercík
Simple explicit formula for near-optimal stochastic lifestyling. Eur. J. Oper. Res. 284 (2) (2020)
Pavol Brunovský, Ales Cerný, Ján Komadel
Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions. Eur. J. Oper. Res. 264 (3) (2018)
Sara Biagini, Ales Cerný
Admissible Strategies in Semimartingale Portfolio Selection. SIAM J. Control. Optim. 49 (1) (2011)