Admissible Strategies in Semimartingale Portfolio Selection. - Sara Biagini; Ales Cerný (SIAM J. Control. Optim., 2011)

Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions. - Pavol Brunovský; Ales Cerný; Ján Komadel (Eur. J. Oper. Res., 2018)

Simple explicit formula for near-optimal stochastic lifestyling. - Ales Cerný; Igor Melichercík (Eur. J. Oper. Res., 2020)

Simplified stochastic calculus with applications in Economics and Finance. - Ales Cerný; Johannes Ruf (Eur. J. Oper. Res., 2021)

Numeraire-Invariant Quadratic Hedging and Mean-Variance Portfolio Allocation. - Ales Cerný; Christoph Czichowsky; Jan Kallsen (Math. Oper. Res., 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., 2024)

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)