Aleš Černý

53 papers and 590 indexed citations i.

Aleš Černý has authored 53 papers that have received a total of 590 indexed citations. This includes 43 papers in Finance, 22 papers in Economics and Econometrics and 17 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (36 papers), Financial Risk and Volatility Modeling (19 papers) and Risk and Portfolio Optimization (12 papers). Aleš Černý is often cited by papers focused on Stochastic processes and financial applications (36 papers), Financial Risk and Volatility Modeling (19 papers) and Risk and Portfolio Optimization (12 papers) and collaborates with scholars based in United Kingdom, Germany and Slovakia. Aleš Černý's co-authors include Jan Kallsen, Johannes Ruf, David Miles, Fabio Maccheroni and Chris Brooks and has published in prestigious journals such as European Journal of Operational Research, The Economic Journal and SIAM Journal on Control and Optimization