Generalized Sharpe Ratios and Asset Pricing in Incomplete Markets

By A. Cern. 2002

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Towards a General Theory of Good Deal Bounds (2006, background): “For an interesting, but slightly different, view of good deal bounds, see [2] and [3].”
PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES (2009, unknown): “3 For an alternative approach based on expected truncated quadratic utility see Černý (2003).”
On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares (2008, background): “For example, Cerny (2003) extends Sharpe’s work to the Generalized Sharpe Ratios which provide a consistent ranking of investment opportunities even when asset returns are highly non-normal.”
Bid-Ask Dynamic Pricing in Financial Markets with Transaction Costs and Liquidity Risk (2007, methodology): “For papers along these lines we refer to Cherny [20], Staum [62], Björk and Slinko [9], and Klöppel and Schweizer [53].”