default search action
Walter Schachermayer
Person information
- affiliation: University of Vienna, Austria
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2021
- [j13]Ioannis Karatzas, Jan Maas, Walter Schachermayer:
Trajectorial dissipation and gradient flow for the relative entropy in Markov chains. Commun. Inf. Syst. 21(4): 481-536 (2021) - 2020
- [j12]Mathias Pohl
, Alexander Ristig, Walter Schachermayer, Ludovic Tangpi
Theoretical and empirical analysis of trading activity. Math. Program. 181(2): 405-434 (2020)
2010 – 2019
- 2018
- [j11]Christoph Czichowsky, Rémi Peyre, Walter Schachermayer, Junjian Yang:
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. Finance Stochastics 22(1): 161-180 (2018) - 2017
- [j10]Beatrice Acciaio
The space of outcomes of semi-static trading strategies need not be closed. Finance Stochastics 21(3): 741-751 (2017) - [j9]Jaksa Cvitanic, Walter Schachermayer, Hui Wang:
Erratum to: Utility maximization in incomplete markets with random endowment. Finance Stochastics 21(3): 867-872 (2017) - 2014
- [j8]Stefan Gerhold, Paolo Guasoni
Transaction costs, trading volume, and the liquidity premium. Finance Stochastics 18(1): 1-37 (2014) - [j7]Christoph Czichowsky, Johannes Muhle-Karbe, Walter Schachermayer:
Transaction Costs, Shadow Prices, and Duality in Discrete Time. SIAM J. Financial Math. 5(1): 258-277 (2014) - [p1]Mathias Beiglböck, Christian Léonard, Walter Schachermayer:
On the duality theory for the Monge?Kantorovich transport problem. Optimal Transport 2014: 216-265 - 2013
- [j6]Stefan Gerhold, Johannes Muhle-Karbe, Walter Schachermayer:
The dual optimizer for the growth-optimal portfolio under transaction costs. Finance Stochastics 17(2): 325-354 (2013)
2000 – 2009
- 2009
- [j5]Walter Schachermayer, Mihai Sîrbu, Erik Taflin:
In which financial markets do mutual fund theorems hold true? Finance Stochastics 13(1): 49-77 (2009) - 2006
- [j4]Luciano Campi
A super-replication theorem in Kabanov's model of transaction costs. Finance Stochastics 10(4): 579-596 (2006) - 2003
- [j3]Walter Schachermayer:
A super-martingale property of the optimal portfolio process. Finance Stochastics 7(4): 433-456 (2003) - 2001
- [j2]Jaksa Cvitanic, Walter Schachermayer, Hui Wang:
Utility maximization in incomplete markets with random endowment. Finance Stochastics 5(2): 259-272 (2001)
1990 – 1999
- 1997
- [j1]Freddy Delbaen, Pascale Monat, Walter Schachermayer, Martin Schweizer, Christophe Stricker:
Weighted norm inequalities and hedging in incomplete markets. Finance Stochastics 1(3): 181-227 (1997)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-05-02 21:03 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by: