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researcher

Aleš Černý

5 papers hereh-index 3158 citations6 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author4

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.OC3
  • math.PR1
  • q-fin.PM1
same name
  • Aleš Černý — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedOn the Structure of General Mean-Variance Hedging Strategies

95 citations · 110 across the 4 of their papers we have counts for

collaborators
Showing 2022 · math.OCShow all

1 paper · 2 filters

math.OC2022

The law of one price in quadratic hedging and mean-variance portfolio selection

Aleš Černý, Christoph Czichowsky

The law of one price (LOP) broadly asserts that identical financial flows should command the same price. We show that, when properly formulated, LOP is the minimal condition for a…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.