معرفی
Aleš Černý is a Professor of Finance at Bayes Business School, part of City St George's, University of London. He holds an MSc in Mathematical Engineering from the Czech Technical University (1994) and a PhD in Economics from the University of Warwick (1998). Prior to joining Bayes in 2005, he worked at Imperial College London. His research focuses on financial markets' incompleteness, with notable contributions to asset pricing, derivatives, and portfolio optimization. He authored the textbook Mathematical Techniques in Finance: Tools for Incomplete Markets (Princeton University Press), now in its second edition.
Research interests include mean-variance hedging, optimal allocation under higher moments, and pension finance. He has supervised numerous PhD students at institutions like Comenius University and the University of Luxembourg. His work has been published in top journals such as Mathematical Finance, SIAM Journal on Control and Optimization, and European Journal of Operational Research.
Professional activities include editorial roles at Review of Derivatives Research and refereeing for journals like Annals of Operations Research. He has given invited talks globally on topics like incomplete markets and stochastic modeling. His consulting work involves optimal lifecycle asset allocation for government organizations in the UK and Japan.
