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Aleš Černý

  1. Numeraire-invariant quadratic hedging and mean--variance portfolio allocation
    2021/10/18 by Aleš Černý, Černý, Aleš, Christoph Czichowsky +3 · 1 citation
    Economics, Econometrics and Finance · #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Stochastic processes and financial applications