Ales Cerný

According to our database, Ales Cerný authored at least 7 papers between 2011 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

On indication, strict monotonicity, and efficiency of projections in a general class of path-based data envelopment analysis models.

Margaréta Halická, Mária Trnovská, Ales Cerný

Eur. J. Oper. Res., 2025

2024

A unified approach to radial, hyperbolic, and directional efficiency measurement in data envelopment analysis.

Margaréta Halická, Mária Trnovská, Ales Cerný

Eur. J. Oper. Res., January, 2024

Numeraire-Invariant Quadratic Hedging and Mean-Variance Portfolio Allocation.

Ales Cerný, Christoph Czichowsky, Jan Kallsen

Math. Oper. Res., 2024

2021

Simplified stochastic calculus with applications in Economics and Finance.

Ales Cerný, Johannes Ruf

Eur. J. Oper. Res., 2021

2020

Simple explicit formula for near-optimal stochastic lifestyling.

Ales Cerný, Igor Melichercík

Eur. J. Oper. Res., 2020

2018

Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions.

Pavol Brunovský, Ales Cerný, Ján Komadel

Eur. J. Oper. Res., 2018

2011

Admissible Strategies in Semimartingale Portfolio Selection.

Sara Biagini, Ales Cerný

SIAM J. Control. Optim., 2011