| Mathematical techniques in finance: Tools for incomplete markets A Černý Princeton University Press, 2009 | 189 | 2009 |
| On the structure of general mean-variance hedging strategies A Černý, J Kallsen Annals of Probability 35 (4), 1479-1531, 2007 | 165 | 2007 |
| Generalised Sharpe ratios and asset pricing in incomplete markets A Černý Review of Finance 7 (2), 191-233, 2003 | 131 | 2003 |
| The theory of good-deal pricing in incomplete markets A Černý, S Hodges Mathematical Finance–Bachelier Congress 2000, 175-202, 2002 | 114* | 2002 |
| An improved convolution algorithm for discretely sampled Asian options A Černý, I Kyriakou Quantitative Finance 11 (3), 381-389, 2011 | 83 | 2011 |
| Introduction to fast Fourier transform in Finance A Černý Journal of Derivatives 12 (1), 73-88, 2004 | 70 | 2004 |
| Dynamic programming and mean‐variance hedging in discrete time A Černý Applied Mathematical Finance 11 (1), 1-25, 2004 | 67 | 2004 |
| Mean–variance hedging and optimal investment in Heston's model with correlation A Černý, J Kallsen Mathematical Finance 18 (3), 473-492, 2008 | 64 | 2008 |
| Hedging by sequential regressions revisited A Černý, J Kallsen Mathematical Finance 19 (4), 591-617, 2009 | 60 | 2009 |
| Optimal hedging with higher moments C Brooks, A Černý, J Miffre Journal of Futures Markets 32 (10), 909-944, 2012 | 58* | 2012 |
| Risk, return, and portfolio allocation under alternative pension systems with incomplete and imperfect financial markets D Miles, A Černý Economic Journal 116 (511), 529-557, 2006 | 49* | 2006 |
| The impact of changing demographics and pensions on the demand for housing and financial assets A Černý, DK Miles, Ľ Schmidt Journal of Pension Economics and Finance 9 (3), 393-420, 2010 | 30 | 2010 |
| Admissible strategies in semimartingale portfolio selection S Biagini, A Černý SIAM Journal on Control and Optimization 49 (1), 42-72, 2011 | 28 | 2011 |
| Optimal continuous‐time hedging with leptokurtic returns A Černý Mathematical Finance 17 (2), 175-203, 2007 | 28 | 2007 |
| Market value margin via mean-variance hedging A Tsanakas, M Wuthrich, A Černý ASTIN Bulletin 43 (3), 301-322, 2013 | 20 | 2013 |
| Semimartingale theory of monotone mean-variance portfolio allocation A Černý Mathematical Finance 30 (3), 1168-1178, 2020 | 18 | 2020 |
| A counterexample concerning the variance‐optimal martingale measure A Černý, J Kallsen Mathematical Finance 18 (2), 305-316, 2008 | 18 | 2008 |
| On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility A Černý, F Maccheroni, M Marinacci, A Rustichini Journal of Mathematical Economics 48 (6), 386-395, 2012 | 17 | 2012 |
| Convex duality and Orlicz spaces in expected utility maximization S Biagini, A Černý Mathematical Finance 30 (1), 85-127, 2020 | 16 | 2020 |
| Characterization of the oblique projector U (VU)† V with application to constrained least squares A Černý Linear Algebra and Its Applications 431 (9), 1564-1570, 2009 | 15 | 2009 |
David MilesImperial CollegeVerified email at imperial.ac.uk
