## Items where Author is "Kallsen, J."

**5**.

## Article

Černý, A. ORCID: 0000-0001-5583-6516, Czichowsky, C. & Kallsen, J. (2023).
Numeraire-invariant quadratic hedging and mean-variance portfolio allocation.
*Mathematics of Operations Research*, 49(2),
pp. 752-781.
doi: 10.1287/moor.2023.1374

Černý, A. & Kallsen, J. (2009).
Hedging by sequential regressions revisited.
*Mathematical Finance*, 19(4),
pp. 591-617.
doi: 10.1111/j.1467-9965.2009.00381.x

Černý, A. & Kallsen, J. (2008).
Mean-variance hedging and optimal investment in Heston's model with correlation.
*Mathematical Finance*, 18(3),
pp. 473-492.
doi: 10.1111/j.1467-9965.2008.00342.x

Černý, A. & Kallsen, J. (2008).
A counterexample concerning the variance-optimal martingalle measure.
*Mathematical Finance*, 18(2),
pp. 305-316.
doi: 10.1111/j.1467-9965.2007.00334.x

Černý, A. & Kallsen, J. (2007).
On the structure of general mean-variance hedging strategies.
*Annals of Probability*, 35(4),
pp. 1479-1531.
doi: 10.1214/009117906000000872