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Walter Schachermayer

List of Publications

Publications marked with [R] have appeared in refereed journals.

[186]   J. Backhoff-Veraguas, G. Pammer, W. Schachermayer:
The Gradient Flow of the Bass Functional in Martingale Optimal Transport.
Preprint (2024).
[PDF (391 k)] [arXiv:2407.18781]

[185]   W. Schachermayer, B. Tschiderer:
The Decomposition of Stretched Brownian Motion into Bass Martingales.
Preprint (2024).
[PDF (554 k)] [arXiv:2406.10656]

[184]   J. Backhoff-Veraguas, W. Schachermayer, B. Tschiderer:
The Bass functional of martingale transport.
Submitted (2023).
[PDF (326 k)] [arXiv:2309.11181]

[183]   J. Backhoff-Veraguas, M. Beiglböck, Tschiderer, W. Schachermayer:
The structure of martingale Benamou−Brenier in Rd.
Preprint (2023).
[PDF (570 k)] [arXiv:2306.11019]

[182]   G. Pammer, B. A. Robinson, W. Schachermayer:
A regularized Kellerer theorem in arbitrary dimension.
To appear in Ann. of Probability (2024).
[PDF (721 k)] [arXiv:2210.13847]

[181] [R]   I. Karatzas, W. Schachermayer:
A Weak Law of Large Numbers for Dependent Random Variables.
Theory of Probability and its Applications & Teor. Veroyatnost. i Primenen, Vol. 68 (2023), No. 3, pp. 501--509.
[PDF (323 k)] [arXiv:2204.10681] [DOI:mi.mathnet.ru/eng/tvp/68/3] [DOI:doi.org/10.1137/S0040585X97T99159]

[180] [R]   I. Karatzas, W. Schachermayer:
A Strong Law of Large Numbers for Positive Random Variables.
Illinois J. Math, Vol. 67 (2023), No. 3, pp. 517-528.
[PDF (310 k)] [arXiv:2111.15469] [DOI:10.1215/00192082-10817817]

[179] [R]   M. Beiglböck, G. Lowther, G. Pammer, W. Schachermayer:
Faking Brownian motion with continuous Markov martingales.
Finance and Stochastics, Vol. 28 (2024), pp. 259-284 .
[PDF (371 k)] [arXiv:2109.12927] [DOI:10.1007/s00780-023-00526-w]

[178] [R]   M. Beiglböck, G. Pammer, W. Schachermayer:
From Bachelier to Dupire via Optimal Transport.
Finance and Stochastics, Vol. 26 (2021), pp. 59--84.
[PDF (332 k)] [arXiv:2106.12395] [DOI:10.1007/s00780-021-00466-3]

[177] [R]   F. Hubalek, W. Schachermayer:
Convergence of Optimal Expected Utility for a Sequence of Binomial Models.
Published online in Mathematical Finance, Vol. 31 (2021), No. 4, pp. 1315--1331.
[PDF (263 k)] [arXiv:2009.09751] [DOI:10.1111/mafi.12326]

[176] [R]   I. Karatzas, J. Maas, W. Schachermayer:
Trajectorial dissipation and gradient flow for the relative entropy in Markov chains.
Communications in Information and Systems, Vol. 21 (2021), No. 4, pp. 481--536.
[PDF (416 k)] [arXiv:2005.14177] [DOI:10.4310/CIS.2021.v21.n4.a1]

[175] [R]   D. M. Kreps, W. Schachermayer:
Convergence of Optimal Expected Utility for a Sequence of Discrete-Time Markets.
Mathematical Finance, Vol. 30 (2020), No. 4, pp. 1205--1228.
[PDF (377 k)] [arXiv:1907.11424] [DOI:10.1111/mafi.12277]

[174] [R]   D. M. Kreps, W. Schachermayer:
Asymptotic Synthesis of Contingent Claims in a Sequence of Discrete-Time Markets.
Theoretical Economics, Vol. 16 (2021), No. 1, pp. 25-47.
[PDF (617 k)] [DOI:/10.2139/ssrn.3402645] [DOI:10.3982/TE4034]

[173] [R]   I. Karatzas, W. Schachermayer, B. Tschiderer:
A trajectorial approach to the gradient flow properties of Langevin-Smoluchowsk diffusions.
Teor. Veroyatnost. i Primenen & SIAM Theory Probab. Appl., Vol. 66 (2021), No. 4, pp. 668--707.
[PDF (565 k)] [arXiv:2008.09220] [DOI:mi.mathnet.ru/eng/tvp5505] [http://epubs.siam.org/doi/abs/10.1137/S0040585X97T990678]

[173c]   I. Karatzas, W. Schachermayer, B. Tschiderer:
Trajectorial Otto calculus.
Preliminary version of [173] (2019), 61 pages.
[PostScript (1416 k)] [PDF (1002 k)] [arXiv:1811.08686v4]

[173b]   I. Karatzas, W. Schachermayer, B. Tschiderer:
Pathwise Otto Calculus.
Prelimiary version of [173] (2019), 54 pages.
[PDF (761 k)] [arXiv:1811.08686v2]

[173a]   I. Karatzas, W. Schachermayer, B. Tschiderer:
Applying Itô calculus to Otto calculus.
Prelimiary version of [173] (2018), 34 pages.
[PostScript (991 k)] [PDF (614 k)] [arXiv:1811.08686]

[172] [R]   M. Pohl, A. Ristig, W. Schachermayer, L. Tangpi:
Theoretical and empirical analysis of trading activity.
Mathematical Programming, Vol. 181 (2020), pp. 405-434.
[PostScript (2715 k)] [PDF (507 k)] [arXiv:1803.04892] [DOI:10.1007/s10107-018-1341-x]

[171] [R]   M. Pohl, A. Ristig, W. Schachermayer, L. Tangpi:
The amazing power of dimensional analysis: Quantifying market impact.
Market Microstructure and Liquidity, Vol. 3 (2018), No.  03n04.
[PostScript (1316 k)] [PDF (294 k)] [arXiv:1702.05434] [DOI:10.1142/S2382626618500041]

[170] [R]   C. Cuchiero, W. Schachermayer, T.-K. L. Wong:
Cover's Universial Portfolio, Stochastic Portfolio Theory and the Numéraire Portfolio.
Mathematical Finance, Vol. 29 (2019), No. 3, pp. 773-803.
[PostScript (880 k)] [PDF (464 k)] [arXiv:1611.09631] [DOI:10.1111/mafi.12201]

[169] [R]   E. Neuwirth, W. Schachermayer:
Some Statistics concerning the Austrian Presidential Election 2016.
Austrian Journal of Statistics, Vol. 45 (2016), pp. 95-102.
[PostScript (528693 k)] [PDF (255 k)] [arXiv:1609.00506] [DOI:10.17713/ajs.v45i3.596]

[168] [R]   Ch. Czichowsky, R. Peyre, W. Schachermayer, J. Yang:
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs.
Finance and Stochastics, Vol. 22 (2018), No. 1, pp. 161-180.
[PostScript (1123 k)] [PDF (589 k)] [arXiv:1608.01415] [DOI:10.1007/s00780-017-0351-5]

[167]   W. Schachermayer:
Mathematics and Finance.
In: Mathematics and Society, 7th European Congress of Mathematics (7ECM) & Congress of the European Mathematical Society 18-22 July 2016, ISBN 9783037191644, (Wolfgang König, editor), European Mathematical Society Publishing House Zürich (2016), pp. 37-50.
[PostScript (1004508 k)] [PDF (398 k)]

[166]   W. Schachermayer:
The Asymptotic Theory of Transaction Costs.
Zürich Lectures in Advanced Mathematics (165 pages), European Mathematical Society, EMS Publishing House, ISBN 978-3-03719-173-6 (2017).
[PostScript (8723286 k)] [PDF (944 k)] [book order at EMS Publishing House] [Book review of Sébastien Lleo (0 k)]

[165] [R]   B. Acciaio, M. Larsson, W. Schachermayer:
The space of outcomes of semi-static trading strategies need not be closed.
Finance and Stochastics, Vol. 21 (2017), No. 3, pp. 741-751.
[PostScript (499 k)] [PDF (255 k)] [arXiv:1606.00631] [DOI:10.1007/s00780-017-0329-3]

[164] [R]   W. Schachermayer, F. Stebegg:
The sharp constant for the Burkholder-Davis-Gundy Inequality and non-smooth pasting.
Bernoulli, Vol. 24 (2018), No. 4A, pp.  2499-2530.
[PostScript (1047 k)] [PDF (584 k)] [arXiv:1507.07699] [DOI:10.3150/17-BEJ935]

[163] [R]   Ch. Czichowsky, W. Schachermayer:
Portfolio optimisation beyond semimartingales: shadow prices and fractional Brownian motion.
Annals of Applied Probability, Vol. 27 (2017), No. 3, pp. 1414-1451.
[PostScript (870 k)] [PDF (445 k)] [arXiv:1505.02416] [DOI:10.1214/16-AAP1234]

[162] [R]   Ch. Czichowsky, W. Schachermayer, J. Yang:
Shadow prices for continuous processes.
Mathematical Finance, Vol. 27 (2017), No. 3, pp. 623-658.
[PostScript (858 k)] [PS.gz (386 k)] [PDF (445 k)] [arXiv:1408.6065] [DOI:10.1111/mafi.12103]

[161] [R]   Ch. Czichowsky, W. Schachermayer:
Duality Theory for Portfolio Optimisation under Transaction Costs.
Annals of Applied Probability, Vol. 26 (2016), No. 3, pp. 1888-1941.
[PostScript (0 k)] [PDF (495 k)] [arXiv:1408.5989] [DOI:10.1214/15-AAP1136]

[160] [R]   W. Schachermayer:
The super-replication theorem under proportional transaction costs revisited.
Mathematics and Financial Economics, Vol. 8 (2014), No. 4, pp. 383-398.
[PostScript (596 k)] [PS.gz (289 k)] [PDF (0 k)] [arXiv:1405.1266] [DOI:10.1007/s11579-014-0129-x]

[159] [R]   Ch. Czichowsky, W.Schachermayer:
Strong supermartingales and limits of non-negative martingales.
Annals of Probability, Vol. 44 (2016), No. 1, pp. 171-205.
[PostScript (9611 k)] [PS.gz (4146 k)] [PDF (388 k)] [arXiv:1312.2024] [DOI:10.1214/14-AOP970]

[158] [R]   W. Schachermayer:
Admissible Trading Strategies under Transaction Costs.
Seminaire de Probabilite XLVI, Lecture Notes in Mathematics 2123 (2015), pp. 317-331.
[PostScript (552 k)] [PS.gz (270 k)] [PDF (292 k)] [arXiv:1308.1492] [DOI:10.1007/978-3-319-11970-0_11]

[157] [R]   B. Acciaio, M. Beiglböck, F. Penkner, W. Schachermayer:
A model-free version of the fundamental theorem of asset pricing and the super-replication theorem.
Mathematical Finance, Vol. 26 (2016), No. 2, pp. 233-251.
[PostScript (212 k)] [PS.gz (79 k)] [PDF (190 k)] [DOI: 10.1111/mafi.12060]

[156] [R]   Ch. Czichowsky, J. Muhle-Karbe, W. Schachermayer:
Transaction Costs and Shadow Prices in Discrete Time.
SIAM J. Finan. Math., Vol. 5 (2014), No. 1, pp. 258-277.
[PostScript (755 k)] [PS.gz (357 k)] [PDF (385 k)] [arXiv:1205.4643] [DOI: /10.1137/130925864]

[155] [R]   I. Ekeland, W. Schachermayer:
Optimal transport and the geometry of L1(Rd).
Proceedings of the AMS, Vol. 142 (2014), No. 10, pp. 3585-3596.
[PostScript (2148 k)] [PS.gz (641 k)] [PDF (289 k)] [DOI:10.1090/S0002-9939-2014-12094-6]

[154] [R]   B. Acciaio, M. Beiglböck, F. Penkner, W. Schachermayer, J. Temme:
A Trajectorial Interpretation of Doob's Martingale Inequalities.
Ann. Appl. Probab., Vol. 23 (2013), No. 4, pp. 1494-1505.
[PostScript (147 k)] [PS.gz (58 k)] [PDF (69 k)] [arXiv:1202.0447] [DOI: 10.1214/12-AAP878]

[153] [R]   S. Gerhold, P. Guasoni, J. Muhle-Karbe, W. Schachermayer:
Transaction Costs, Trading Volume, and the Liquidity Premium.
Finance and Stochastics, Vol. 18 (2014), No. 1, pp. 1-37.
[PostScript (11542 k)] [PS.gz (3525 k)] [PDF (618 k)] [arXiv:1108.1167] [DOI: 10.1007/s00780-013-0210-y]

[152] [R]   M. Keller-Ressel, W. Schachermayer, J. Teichmann:
Regularity of affine processes on general state spaces.
Electron. J. Probab.,Vol. 18 (2013), No. 43, pp. 1-17.
[PostScript (2779 k)] [PS.gz (909 k)] [PDF (385 k)] [arXiv:1105.0632] [DOI: 10.1214/EJP.v18-2043]

[151] [R]   M. Beiglböck, W. Schachermayer, B. Veliyev:
A short Proof of the Doob-Meyer Theorem.
Stochastic Processes and their Applications, Vol. 122 (2012), No. 4, pp. 1204-1209.
[PostScript (831 k)] [PS.gz (278 k)] [PDF (228 k)] [arXiv:1012.5292] [DOI: 10.1016/j.spa.2011.12.001]

[150] [R]   I. Ekeland, W. Schachermayer:
Law invariant risk measures on L¥(Rd).
Statistics and Risk Modeling, Vol. 28 (2011), No. 3, pp. 195-225.
[PostScript (3899 k)] [PS.gz (1218 k)] [PDF (367 k)] [DOI: 10.1524/stnd.2011.1099]

[149] [R]   S. Gerhold, J. Muhle-Karbe, W. Schachermayer:
Asymptotics and duality for the Davis and Norman problem.
Stochastics - Special Issue: The Mark Davis' Festschrift: stochastics, control and finance, Vol. 84 (2012), No. 5-6, pp. 625-641.
[PostScript (2505 k)] [PS.gz (813 k)] [PDF (362 k)] [arXiv:1010.0627] [DOI: 10.1080/17442508.2011.619699]

[148] [R]   M. Beiglböck, Ch. Léonard, W. Schachermayer:
A generalized dual maximizer for the Monge-Kantorovich transport problem.
ESAIM: Probability & Statistics, Vol. 16 (2012), pp. 306-323.
[PostScript (2837 k)] [PS.gz (942 k)] [PDF (383 k)] [arXiv:1009.1118] [DOI: 10.1051/ps/2011163]

[147] [R]   V. Prokaj, W. Schachermayer:
Hiding a constant drift - A strong solution.
Illinois Journal of Mathematics (special volume in honour of Donald Burkholder), Vol. 54 (2011), No. 4, pp. 1463-1480.
[PostScript (2545 k)] [PS.gz (771 k)] [PDF (209 k)] [DOI: projecteuclid.org/euclid.ijm/1348505537]

[146] [R]   St. Gerhold, J. Muhle-Karbe, W. Schachermayer:
The dual optimizer for the growth-optimal portfolio under transaction costs.
Finance and Stochastics, Vol. 17 (2013), No. 2, pp. 325-354.
[PostScript (4189 k)] [PS.gz (1272 k)] [PDF (305 k)] [arXiv:1005.5105] [DOI: 10.1007/s00780-011-0165-9]

[145] [R]   M. Beiglböck, W. Schachermayer, B. Veliyev:
A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage.
Annals of Probability, Vol. 39 (2011), No. 6, pp. 2424-2440.
[PostScript (2255 k)] [PS.gz (703 k)] [PDF (237 k)] [arXiv:1004.5559] [DOI: 10.1214/10-AOP602 9]

[144] [R]   M. Beiglböck, Ch. Léonard, W. Schachermayer:
On the duality theory for the Monge-Kantorovich transport problem.
London Mathematical Society (2014) Lecture Note Series 413 Optimal Transportation - Theory and Applications, edited by Y. Ollivier, H. Pajot and C. Villani, pp. 216-265.
[PostScript (841 k)] [PS.gz (304 k)] [PDF (374 k)] [arXiv:1010.5403] [DOI: 10.1017/CBO9781107297296.010]

[143a]   M. Beiglböck, Ch. Léonard, W. Schachermayer:
A general duality theorem for the Monge Kantorovich transport problem.
working version of [143].
[PostScript (630 k)] [PS.gz (274 k)] [PDF (354 k)]

[143] [R]   M. Beiglböck, Ch. Léonard, W. Schachermayer:
A general duality theorem for the Monge Kantorovich transport problem.
Studia Math., Vol. 209 (2012), pp. 151-167.
[PostScript (747 k)] [PS.gz (372 k)] [PDF (249 k)] [arXiv:0911.4347] [DOI: 10.4064/sm209-2-4]

[142] [R]   M. Keller-Ressel, W. Schachermayer, J. Teichmann:
Affine processes are regular.
Probability Theory and Related Fields, Vol. 151 (2011), No. 3-4, pp. 591-611.
[PostScript (2625 k)] [PS.gz (871 k)] [PDF (404 k)] [arXiv:0906.3392] [DOI: 10.1007/s00440-010-0309-4]

[141c]   W. Schachermayer:
Equivalent martingale measures and ramifications.
Survey article (11 pages), Encyclopedia of Quantitative Finance, Vol. 2 (2010), pp. 583-589.
[PostScript (263 k)] [PS.gz (122 k)] [PDF (148 k)] [Encyclopedia of Quantitative Finance]

[141b]   W. Schachermayer:
Risk Neutral Pricing.
Survey article (8 pages), Encyclopedia of Quantitative Finance, Vol. 4 (2010), pp. 1581-1585.
[PostScript (220 k)] [PS.gz (102 k)] [PDF (123 k)] [Encyclopedia of Quantitative Finance]

[141a]   W. Schachermayer:
The fundamental theorem of asset pricing.
Survey article (18 pages), Encyclopedia of Quantitative Finance, Vol. 2 (2010), pp. 792-801.
[PostScript (258 k)] [PS.gz (113 k)] [PDF (148 k)] [Encyclopedia of Quantitative Finance]

[140]   S. Kloeppel, R. Reda, W. Schachermayer:
A rotationally invariant technique for rare event simulation.
Risk Magazine, Vol. 22 (2009), No. 10, pp. 90-94.
[PostScript (1654 k)] [PS.gz (189 k)] [PDF (131 k)] [Magazine]

[139] [R]   V. Prokaj, M. Rásonyi, W. Schachermayer:
Hiding a constant drift.
Annales de l'Institut Henri Poincaré, Vol. 47 (2011), No. 2, pp. 498-514.
[PostScript (3317 k)] [PS.gz (1003 k)] [PDF (520 k)] [DOI: 10.1214/10-AIHP363]

[138] [R]   M. Kupper, W. Schachermayer:
Representation Results for Law Invariant Time Consistent Functions.
Mathematics and Financial Economics, Vol. 2 (2009), No. 3, pp. 189-210.
[PostScript (3208 k)] [PS.gz (961 k)] [PDF (223 k)] [DOI: 10.1007/s11579-009-0019-9]

[137] [R]   M. Beiglböck, W. Schachermayer:
Duality for Borel measurable cost functions.
Transactions of the AMS, Vol. 363 (2011), No. 8, pp. 4203-4224.
[PostScript (466 k)] [PS.gz (208 k)] [PDF (266 k)] [arXiv:0807.1468] [DOI: 10.1090/S0002-9947-2011-05174-3]

[136] [R]   M. Rásonyi, W. Schachermayer, R. Warnung:
Hiding a Drift.
Annals of Probability, Vol. 37 (2009), No. 6, pp. 2459-2479.
[PostScript (542 k)] [PS.gz (220 k)] [PDF (265 k)] [arXiv:math.PR/0802.1152v3] [DOI: 10.1214/09-AOP469]

[135] [R]   M. Beiglböck, M. Goldstern, G. Maresch, W. Schachermayer:
Optimal and Better Transport Plans.
Journal of Functional Analysis, Vol. 256 (2009), No. 6, pp. 1907-1927.
[PostScript (435 k)] [PS.gz (188 k)] [PDF (246 k)] [arXiv:0802.0646] [DOI: 10.1016/j.jfa.2009.01.013]

[134] [R]   W. Schachermayer, M. Sirbu, E. Taflin:
In which Financial Markets do Mutual Fund Theorems hold true?
Finance and Stochastics, Vol. 13 (2009), No. 1, pp. 49-77.
[PostScript (465 k)] [PS.gz (207 k)] [PDF (274 k)] [arXiv:0710.1909] [DOI: 10.1007/s00780-008-0072-x]

[133]   W. Schachermayer, J. Teichmann:
Wie K. Itô den stochastischen Kalkül revolutionierte.
Internationale Mathematische Nachrichten, Vol. 205 (2007), pp. 11-22.
[PostScript (240 k)] [PS.gz (113 k)] [PDF (141 k)] [IMN]

[132] [R]   H. Föllmer, W. Schachermayer:
Asymptotic Arbitrage and Large Deviations.
Mathematics and Financial Economics, Vol. 1 (2008), No. 3-4, pp. 213-249.
[PostScript (554 k)] [PS.gz (244 k)] [PDF (328 k)] [DOI: 10.1007/s11579-008-0009-3]

[131] [R]   P. Guasoni, M. Rásonyi, W. Schachermayer:
The Fundamental Theorem of Asset Pricing for Continuous Processes under Small Transaction Costs.
Annals of Finance, Vol. 6 (2010), No. 2, pp. 157-191. (2006).
[PostScript (524 k)] [PS.gz (231 k)] [PDF (307 k)] [DOI: 10.1007/s10436-008-0110-x]

[130] [R]   P. Guasoni, M. Rásonyi, W. Schachermayer:
Consistent Price Systems and Face-Lifting Pricing under Transaction Costs.
Annals of Applied Probability, Vol. 18 (2008), No. 2, pp. 491-520.
[PostScript (1542 k)] [PS.gz (630 k)] [PDF (654 k)] [arXiv:0803.4416] [DOI: 10.1214/07-AAP461]

[129] [R]   P. Grandits, F. Hubalek, W. Schachermayer, M. Zigo:
Optimal expected exponential utility of dividend payments in Brownian risk model.
Scandinavian Actuarial Journal, Vol. 2007 (2007), No. 2, pp. 73-107.
[PostScript (780 k)] [PS.gz (293 k)] [PDF (342 k)] [DOI: 10.1080/03461230601165201]

[128] [R]   W. Schachermayer, U. Schmock, J. Teichmann:
Non-monotone convergence in the quadratic Wasserstein distance.
Séminaire de Probabilités XLII, Springer Lecture Notes in Mathematics (C. Donati-Martin, M. Emery, A. Rouault, C. Stricker, editors), Vol. 1979 (2009), pp. 131-136.
[PostScript (288 k)] [PS.gz (136 k)] [PDF (103 k)] [arXiv:0704.0876] [DOI: 10.1007/978-3-642-01763-6_3]

[127] [R]   W. Schachermayer, J. Teichmann:
Characterization of optimal Transport Plans for the Monge-Kantorovich-Problem.
Proceedings of the A.M.S., Vol. 137 (2009), No. 2, pp. 519-529.
[PostScript (340 k)] [PS.gz (156 k)] [PDF (191 k)] [arXiv:0711.1268] [DOI: 10.1090/S0002-9939-08-09419-7]

[126]   F. Delbaen, W. Schachermayer:
The Mathematics of Arbitrage.
Springer Finance, xvi+371 p., ISBN 3-540-21992-7 (2006).
[book order at Springer]

[125] [R]   D. Rokhlin, W. Schachermayer:
A note on lower bounds of martingale measure densities.
Illinois Journal of Mathematics, Vol. 50 (2006), No. 4, pp. 815-824, Special issue for Josef Doob: A Collection of Mathematical Articles in His Memory (D. Burkholder, editor), University of Illinois.
[PostScript (174 k)] [PS.gz (69 k)] [PDF (199 k)] [arXiv:math/0505411] [DOI: http://projecteuclid.org/euclid.ijm/1258059493]

[124] [R]   L. Campi, W. Schachermayer:
A Super-Replication Theorem in Kabanov's Model of Transaction Costs.
Finance and Stochastics, Vol. 10 (2006), No. 4, pp. 579-596.
[PostScript (419 k)] [PS.gz (192 k)] [PDF (239 k)] [DOI: 10.1007/s00780-006-0022-4]

[123] [R]   E. Jouini, W. Schachermayer, N. Touzi:
Law invariant risk measures have the Fatou property.
Advances in Mathematical Economics, Vol. 9 (2006), pp. 49-71.
[PostScript (384 k)] [PS.gz (175 k)] [PDF (230 k)] [DOI: 10.1007/4-431-34342-3_4]

[122] [R]   E. Jouini, W. Schachermayer, N. Touzi:
Optimal risk sharing for law invariant monetary utility functions.
Mathematical Finance, Vol. 18 (2008), No. 2, pp. 269-292.
[PostScript (504 k)] [PS.gz (226 k)] [PDF (288 k)] [DOI: 10.1111/j.1467-9965.2007.00332.x]

[121] [R]   W. Schachermayer, J. Teichmann:
How close are the Option Pricing Formulas of Bachelier and Black-Merton-Scholes?
Mathematical Finance, Vol. 18 (2008), No. 1, pp. 155-170.
[PostScript (586 k)] [PS.gz (294 k)] [PDF (324 k)] [arXiv:0711.1272] [DOI: 10.1111/j.1467-9965.2007.00326.x]

[120] [R]   M. Drmota, W. Schachermayer, J. Teichmann:
A hyper-geometric approach to the BMV-conjecture.
Monatshefte für Mathematik, Vol. 146 (2005), pp. 179-201.
[PostScript (376 k)] [PS.gz (138 k)] [PDF (307 k)] [arXiv:math-ph/0408015] [DOI: 10.1007/s00605-005-0318-z]

[119]   W. Schachermayer:
Utility Maximisation in Incomplete Markets.
In: Stochastic Methods in Finance, Lectures given at the CIME-EMS Summer School in Bressanone/Brixen, Italy, July 6-12, 2003 (M. Fritelli, W. Runggaldier, eds.), ISBN 3540229531, Springer Lecture Notes in Mathematics, Vol. 1856 (2004), pp. 255-293.
[PostScript (535 k)] [PS.gz (232 k)] [PDF (326 k)] [Lecture Notes]

[118b]   W. Schachermayer:
The Notion of Arbitrage and Free Lunch in Mathematical Finance.
(Reprint of [118a]), Aspects of Mathematical Finance, Springer-Verlag Berlin Heidelberg (2008), pp. 15-22.
[PostScript (228 k)] [PS.gz (108 k)] [PDF (136 k)] [DOI: 10.1007/978-3-540-75265-3_3]

[118a]   W. Schachermayer:
The Notion of Arbitrage and Free Lunch in Mathematical Finance.
(Expanded version of [118]), Aspects des mathématiques financières (actes de colloque, Paris, le 1er février 2005), Académie des Sciences (2006), pp. 19-29.
[PostScript (228 k)] [PS.gz (108 k)] [PDF (136 k)]

[118]   F. Delbaen, W. Schachermayer:
What is a Free Lunch?
Notices of the AMS, Vol. 51 (2004), No. 5, pp. 526-528.
[PostScript (137 k)] [PS.gz (67 k)] [PDF (81 k)] [Article]

[117] [R]   P. Guasoni, W. Schachermayer:
Necessary Conditions for the Existence of Utility Maximizing Strategies under Transaction Costs.
Statistics and Decisions, Vol. 22 (2004), No. 2, pp. 153-170.
[PostScript (331 k)] [PS.gz (152 k)] [PDF (226 k)] [DOI: 10.1524/stnd.22.2.153.49129]

[116]   W. Schachermayer:
Portfolio Optimization in Incomplete Financial Markets.
Notes of the Scuola Normale Superiore Cattedra Galileiana, Pisa, 65 p., ISBN 8876421416 (2004).
[PostScript (723 k)] [PS.gz (302 k)] [PDF (437 k)] [book order at Springer]

[115] [R]   F. Hubalek, W. Schachermayer:
Optimizing Expected Utility of Dividend Payments for a Brownian Risk Process and a Peculiar Nonlinear ODE.
Insurance: Mathematics and Economics, Vol. 34 (2004), No. 2, pp. 193-225.
[PostScript (930 k)] [PS.gz (267 k)] [PDF (416 k)] [DOI: 10.1016/j.insmatheco.2003.12.001]

[114] [R]   W. Schachermayer:
A Note on Arbitrage and Closed Convex Cones.
Mathematical Finance, Vol. 15 (2005), No. 1, pp. 183-189.
[PostScript (263 k)] [PS.gz (126 k)] [PDF (153 k)] [DOI: 10.1111/j.0960-1627.2005.00215.x]

[113] [R]   J. Hugonnier, D. Kramkov, W. Schachermayer:
On Utility Based Pricing of Contingent Claims in Incomplete Markets.
Mathematical Finance, Vol. 15 (2005), No. 2, pp. 203-212.
[PostScript (295 k)] [PS.gz (139 k)] [PDF (178 k)] [DOI: 10.1111/j.0960-1627.2005.00217.x]

[112] [R]   M. Davis, W. Schachermayer, R. Tompkins:
The Evaluation of Venture Capital as an Instalment Option: Valuing Real Options Using Real Options.
Zeitschrift für Betriebswirtschaft, Vol. 3 (2004), pp. 77-96.
[Microsoft Word (251 k)] [PDF (93 k)] [DOI: 10.1007/978-3-663-12338-5_3]

[111] [R]   J. Gaier, P. Grandits, W. Schachermayer:
Asymptotic Ruin Probabilities and Optimal Investment.
Annals of Applied Probability, Vol. 13 (2003), No. 3, pp. 1054-1076.
[PostScript (659 k)] [PS.gz (276 k)] [PDF (235 k)] [DOI: 10.1214/aoap/1060202834]

[110] [R]   D. Kramkov, W. Schachermayer:
Necessary and sufficient conditions in the problem of optimal investment in incomplete markets.
Annals of Applied Probability, Vol. 13 (2003), No. 4, pp. 1504-1516.
[PostScript (187 k)] [PS.gz (74 k)] [PDF (192 k)] [DOI: 10.1214/aoap/1069786508]

[109] [R]   W. Schachermayer:
The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time.
Mathematical Finance, Vol. 14 (2004), No. 1, pp. 19-48.
[PostScript (428 k)] [PS.gz (161 k)] [PDF (319 k)] [DOI: 10.1111/j.0960-1627.2004.00180.x]

[108] [R]   D. Duffie, D. Filipovic, W. Schachermayer:
Affine Processes and Applications in Finance.
Annals of Applied Probability, Vol. 13 (2003), No. 3, pp. 984-1053.
[PostScript (936 k)] [PS.gz (389 k)] [PDF (496 k)] [DOI: 10.1214/aoap/1060202833]

[107a]   M. Davis, W. Schachermayer, R. Tompkins:
Installment Options and Static Hedging.
Reprint: Risk Finance, Vol. 3 (2002), No. 2, pp. 46-52.
[PostScript (207 k)] [PS.gz (72 k)] [PDF (198 k)] [DOI: 10.1108/eb043487]

[107]   M. Davis, W. Schachermayer, R. Tompkins:
Installment Options and Static Hedging.
Mathematical Finance: Trends in Mathematics (M. Kohlmann, S. Tang, editors) (2001), pp. 130-139.
[PostScript (207 k)] [PS.gz (72 k)] [PDF (198 k)] [DOI: 10.1007/978-3-0348-8291-0_12]

[106] [R]   E. Jouini, C. Napp, W. Schachermayer:
Arbitrage and state price deflators in a general intertemporal framework.
Journal of Mathematical Economics, Vol. 41 (2005), pp. 722-734.
[PostScript (861 k)] [PS.gz (217 k)] [PDF (255 k)] [DOI: 10.1016/j.jmateco.2004.06.001]

[105] [R]   W. Schachermayer:
A Super-Martingale Property of the Optimal Portfolio Process.
Finance and Stochastics, Vol. 7 (2003), No. 4, pp. 433-456.
[PostScript (365 k)] [PS.gz (142 k)] [PDF (295 k)] [DOI: 10.1007/s007800200096]

[105a]   W. Schachermayer:
How Potential Investments may Change the Optimal Portfolio for the Exponential Utility.
Working Paper of the SFB (working version of [105]) (2002), 28 pages.
[PostScript (395 k)] [PS.gz (152 k)] [PDF (310 k)]

[104]   W. Schachermayer:
Introduction to the Mathematics of Financial Markets.
In: S. Albeverio, W. Schachermayer, M. Talagrand: Lecture Notes in Mathematics 1816 - Lectures on Probability Theory and Statistics, Saint-Flour summer school 2000 (Pierre Bernard, editor), Springer Verlag, Heidelberg (2003), pp. 111-177.
[PostScript (667 k)] [PS.gz (249 k)] [PDF (727 k)]

[103]   W. Schachermayer:
Optimal Investment in Incomplete Financial Markets.
Mathematical Finance: Bachelier Congress 2000 (H. Geman, D. Madan, St.R. Pliska, T. Vorst, editors), Springer (2001), pp. 427-462.
[PostScript (406 k)] [PS.gz (156 k)] [PDF (336 k)] [DOI: 10.1007/978-3-662-12429-1_20]

[102] [R]   K. Pötzelberger, W. Schachermayer, H. Strasser:
The convolution theorem for infinite-dimensional parameter spaces.
Mathematical Methods of Statistics, Vol. 9 (2000), No. 3, pp. 223-236.
[PostScript (134 k)] [PS.gz (51 k)] [PDF (151 k)]

[101] [R]   M. Davis, W. Schachermayer, R. Tompkins:
Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options.
Quantitative Finance, Vol. 1 (2001), pp. 597-610.
[PostScript (430 k)] [PS.gz (145 k)] [PDF (326 k)] [DOI: 10.1080/713666004]

[100] [R]   W. Schachermayer:
Optimal Investment in Incomplete Markets when Wealth may Become Negative.
Annals of Applied Probability, Vol. 11 (2001), No. 3, pp. 694-734.
[abstract] [PostScript (439 k)] [PS.gz (162 k)] [PDF (329 k)] [DOI: 10.1214/aoap/1015345346]

[99a]   W. Schachermayer:
The Role of Mathematics in the Financial Markets
(English Reprint of [99]), Mathematics Everywhere (M. Aigner, E. Behrends, editors), AMS (2010), pp. 123-134.
[PDF (828 k)]

[99]   W. Schachermayer:
Die Rolle der Mathematik auf den Finanzmärkten.
"Alles Mathematik", in Die Urania Vorträge auf dem Weltkongress für Mathematik, Berlin 1998 (M. Aigner, E. Behrends, editors) (2000), pp. 99-111.
[abstract] [PostScript (238 k)] [PS.gz (82 k)] [PDF (131 k)] [DOI: 10.1007/978-3-540-77889-9_30]

[98a] [R]   J. Cvitanic, W. Schachermayer, H. Wang:
Erratum to "Utility Maximization in Incomplete Markets with Random Endowment".
Finance and Stochastics, Vol. 21 (2017), No. 3, pp. 867-872.
[PostScript (317219 k)] [PDF (224 k)] [PDF.gz (200 k)] [DOI:10.1007/s00780-017-0331-9]

[98] [R]   J. Cvitanic, W. Schachermayer, H. Wang:
Utility Maximization in Incomplete Markets with Random Endowment.
Finance and Stochastics, Vol. 5 (2001), No. 2, pp. 259-272.
[abstract] [PostScript (238 k)] [PS.gz (94 k)] [PDF (236 k)] [DOI: 10.1007/PL00013534]

[97] [R]   M. Emery, W. Schachermayer:
On Vershik's Standardness Criterion and Tsirelson's Notion of Cosiness.
Séminaire de Probabilités XXXV, Springer Lecture Notes in Mathematics, Vol. 1755 (2001), pp. 265-305.
[abstract] [PostScript (2355 k)] [PS.gz (1140 k)] [PDF (401 k)] [DOI: 10.1007/978-3-540-44671-2_20]

[96] [R]   F. Hubalek, W. Schachermayer:
The Limitations of No-Arbitrage Arguments for Real Options.
International Journal of Theoretical and Applied Finance, Vol. 4 (2001), No. 2, pp. 361-373.
[abstract] [PostScript (599 k)] [PS.gz (139 k)] [PDF (164 k)] [DOI: 10.1142/S0219024901001024]

[95]   F. Delbaen, W. Schachermayer:
Applications to Mathematical Finance.
Handbook of the Geometrie of Banach Spaces (W. Johnson, J. Lindenstrauss, editors), Vol. 1 (2000), pp. 367-391.
[abstract] [PostScript (315 k)] [PS.gz (123 k)] [PDF (265 k)] [DOI: 10.1016/S1874-5849(01)80011-5]

[94]   F. Delbaen, W. Schachermayer:
Non-Arbitrage and the Fundamental Theorem of Asset Pricing: Summary of Main Results.
Introduction to Mathematical Finance (D.C. Heath, G. Swindle, editors), "Proceedings of Symposia in Applied Mathematics" of the AMS, Vol. 57 (1999), pp. 49-58.
[PostScript (185 k)] [PS.gz (74 k)] [PDF (243 k)]

[93]   M. Emery, W. Schachermayer:
A remark on Tsirelson's stochastic differential equation.
Séminaire de Probabilités XXXIII, Springer Lecture Notes in Mathematics, Vol. 1709 (1999), pp. 291-303.
[PostScript (237 k)] [PS.gz (93 k)] [PDF (256 k)] [DOI: 10.1007/BFb0096518]

[92]   M. Emery, W. Schachermayer:
Brownian filtrations are not stable under equivalent time-changes.
Séminaire de Probabilités XXXIII, Springer Lecture Notes in Mathematics, Vol. 1709 (1999), pp. 267-276.
[PostScript (213 k)] [PS.gz (84 k)] [PDF (234 k)]

[91]   W. Brannath, W. Schachermayer:
A Bipolar Theorem for Subsets of L+0 (Ω F, P).
Séminaire de Probabilités XXXIII, Springer Lecture Notes in Mathematics, Vol. 1709 (1999), pp. 349-354.
[abstract] [PostScript (105 k)] [PS.gz (41 k)] [PDF (160 k)] [DOI: 10.1007/BFb0096525]

[90] [R]   D. Kramkov, W. Schachermayer:
The condition on the Asymptotic Elasticity of Utility Functions and Optimal Investment in Incomplete Markets.
Annals of Applied Probability, Vol. 9 (1999), No. 3, pp. 904-950.
[abstract] [PostScript (365 k)] [PS.gz (129 k)] [PDF (418 k)] [DOI: 10.1214/aoap/1029962818]

[89a]   W. Schachermayer:
Addendum to the paper: On Certain Probabilities Equivalent to Wiener Measure d'après Dubins, Feldman, Smorodinsky and Tsirelson.
Séminaire de Probabilités XXXV, Springer Lecture Notes in Mathematics, Vol. 1801 (2003), pp. 493-497.
[PostScript (105 k)] [PS.gz (45 k)] [PDF (107 k)]

[89]   W. Schachermayer:
On Certain Probabilities Equivalent to Wiener Measure d'après Dubins, Feldman, Smorodinsky and Tsirelson.
Séminaire de Probabilités XXXIII, Springer Lecture Notes in Mathematics, Vol. 1709 (1999), pp. 221-239.
[PostScript (288 k)] [PS.gz (110 k)] [PDF (303 k)] [DOI: 10.1007/BFb0096513]

[88] [R]   W. Schachermayer:
No Arbitrage: On the Work of David Kreps.
Positivity, Vol. 6 (2002), pp. 359-368.
[abstract] [PostScript (198 k)] [PS.gz (80 k)] [PDF (176 k)] [DOI: 10.1023/A:1020262419556]

[87]   S. Jörgen, F.G. Liebmann, F.W. Pagler, W. Schachermayer:
Herleitung der Sterbetafel AVÖ 1996 R für Rentenversicherungen.
Mitteilungen der Aktuarvereinigung Österreichs, Vol. 9 (1997), pp. 39-82.

[86] [R]   F. Hubalek, W. Schachermayer:
When does Convergence of Asset Price Processes Imply Convergence of Option Prices?
Mathematical Finance, Vol. 8 (1998), No. 4, pp. 385-403.
[abstract] [PostScript (201 k)] [PS.gz (75 k)] [PDF (272 k)] [DOI: 10.1111/1467-9965.00060]

[85] [R]   W. Schachinger, W. Schachermayer:
Is there a predictable criterion for mutual singularity of two probability measures on a filtered space?
Theory of Probability and its Applications, Vol. 44 (1999), No. 1, pp. 51-59.
[abstract] [PostScript (123 k)] [PS.gz (47 k)] [PDF (191 k)] [DOI: 10.1137/S0040585X97977367]

[84] [R]   F. Delbaen, W. Schachermayer:
The Fundamental Theorem of Asset Pricing for Unbounded Stochastic Processes.
Mathematische Annalen, Vol. 312 (1998), pp. 215-250.
[abstract] [PostScript (372 k)] [PS.gz (139 k)] [PDF (415 k)] [DOI: 10.1007/s002080050220]

[83]   F. Delbaen, W. Schachermayer:
A Compactness Principle for Bounded Sequences of Martingales with Applications.
Proceedings of the Seminar of Stochastic Analysis, Random Fields and Applications, Progress in Probability, Vol. 45 (1999), pp. 137-173.
[abstract] [PostScript (421 k)] [PS.gz (154 k)] [PDF (426 k)]

[82] [R]   S. Kwapien, M. Pycia, W. Schachermayer:
A Proof of a Conjecture of Bobkov and Houdré.
Electronic Communications in Probability, Vol. 1 (1996), No. 2, pp. 7-10.
[PDF (346 k)] [DOI: 10.1214/ECP.v1-972]

[81] [R]   F. Delbaen, W. Schachermayer:
The Banach Space of Workable Contingent Claims in Arbitrage Theory.
Annales de l'Institut Henri Poincaré, Vol. 33 (1997), No. 1, pp. 113-144.
[PostScript (328 k)] [PS.gz (120 k)] [PDF (345 k)] [DOI: 10.1016/S0246-0203(97)80118-5]

[80]   W. Schachermayer:
A characterisation of the closure of H¥ in BMO.
Séminaire de Probabilités XXX, Springer Lecture Notes in Mathematics 1626, (J. Azéma, M. Emery, M. Yor, editors) (1996), pp. 344-356.
[PDF (5838 k)] [DOI: 10.1007/BFb0094657]

[79] [R]   F. Delbaen, P. Monat, W. Schachermayer, M. Schweizer, C. Stricker:
Weighted norm inequalities and hedging in incomplete markets.
Finance and Stochastics, Vol. 1 (1997), No. 3, pp. 181-227.
[abstract] [PostScript (444 k)] [PS.gz (160 k)] [PDF (368 k)] [DOI: 10.1007/s007800050021]

[78] [R]   F. Delbaen, W. Schachermayer:
The Existence of Absolutely Continuous Local Martingale Measures.
Annals of Applied Probability, Vol. 5 (1995), No. 4, pp. 926-945.
[PostScript (266 k)] [PS.gz (102 k)] [PDF (274 k)] [DOI: 2245099]

[77] [R]   F. Delbaen, P. Monat, W. Schachermayer, M. Schweizer, C. Stricker:
Inégalité de normes avec poids et fermeture d'un espace d'intégrales stochastiques.
C.R. Acad. Sci. Paris, Vol. 319 (1994), No. 1, pp. 1079-1081.
[PDF (0 k)]

[76] [R]   I. Klein, W. Schachermayer:
A Quantitative and a Dual Version of the Halmos-Savage Theorem with Applications to Mathematical Finance.
Annals of Probability, Vol. 24 (1996), No. 2, pp. 867-881.
[PDF (2647 k)] [DOI: 10.1214/aop/1039639366]

[75] [R]   I. Klein, W. Schachermayer:
Asymptotic Arbitrage in Non-Complete Large Financial Markets.
Theory of Probability and its Applications, Vol. 41 (1996), No. 4, pp. 927-934.
[abstract] [PostScript (199 k)] [PS.gz (80 k)] [PDF (232 k)]

[74] [R]   F. Delbaen, W. Schachermayer:
Attainable Claims with p'th Moments.
Annales de l'Institut Henri Poincaré, Vol. 32 (1996), No. 6, pp. 743-763.
[PDF (2141 k)]

[73] [R]   F. Delbaen, W. Schachermayer:
The Variance-Optimal Martingale Measure for Continuous Processes.
Bernoulli, Vol. 2 (1996), No. 1, pp. 81-105.
[abstract] [PostScript (237 k)] [PS.gz (87 k)] [PDF (301 k)] [DOI: 10.3150/bj/1193758791]

[72] [R]   F. Delbaen, W. Schachermayer:
The No-Arbitrage Property under a change of numéraire.
Stochastics and Stochastic Reports, Vol. 53 (1995), pp. 213-226.
[abstract] [PostScript (209 k)] [PS.gz (81 k)] [PDF (241 k)]

[71] [R]   F. Delbaen, W. Schachermayer:
Arbitrage Possibilities in Bessel processes and their relations to local martingales.
Probability Theory and Related Fields, Vol. 102 (1995), pp. 357-366.
[abstract] [PostScript (158 k)] [PS.gz (63 k)] [PDF (184 k)] [DOI: 10.1007/BF01192466]

[70] [R]   F. Delbaen, W. Schachermayer:
A Simple Counter-Example to Several Problems in the Theory of Asset Pricing, which arises in many incomplete markets.
Mathematical Finance, Vol. 8 (1998), pp. 1-11.
[abstract] [PostScript (184 k)] [PS.gz (73 k)] [PDF (215 k)]

[69]   F. Delbaen, W. Schachermayer:
An Inequality for the Predictable Projection of an Adapted Process.
Séminaire de Probabilités XXIX, Springer Lecture Notes in Mathematics (J. Azéma, M. Emery, P.A. Meyer, M. Yor, editors), Vol. 1613 (1995), pp. 17-24.
[PDF (1043 k)] [DOI: 10.1007/BFb0094195]

[68]   W. Schachermayer:
Die mathematischen Grundlagen der Bewertung von derivativen Finanztiteln.
Banking and Finance (P. Steiner, editor), Diskussionsreihe Bank und Börse, Band 6, Verlag Orac, Wien (1993), pp. 197-203.

[67a] [R]   F. Delbaen, W. Schachermayer:
A General Version of the Fundamental Theorem of Asset Pricing.
Reprint: The Internationale Library of Critical Writings in Financial Economics - Option Markets (G.M. Constantinides, A.G. Malliaris, editors) (1994).

[67] [R]   F. Delbaen, W. Schachermayer:
A General Version of the Fundamental Theorem of Asset Pricing.
Mathematische Annalen, Vol. 300 (1994), pp. 463-520.
[Webversion] [DOI: 10.1007/BF01450498 ]

[66] [R]   W. Schachermayer:
A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time.
Insurance: Mathematics and Economics, Vol. 11 (1992), pp. 249-257.
[abstract] [PostScript (231 k)] [PS.gz (91 k)] [PDF (267 k)] [DOI: 10.1016/0167-6687(92)90013-2 (0 k)]

[65] [R]   W. Schachermayer:
A Counter-Example to several Problems in the Theory of Asset Pricing.
Mathematical Finance, Vol. 3 (1993), pp. 217-229.
[abstract] [PostScript (192 k)] [PS.gz (75 k)] [PDF (226 k)]

[64] [R]   F. Delbaen, W. Schachermayer:
Arbitrage and free Lunch with bounded Risk for unbounded continuous Processes.
Mathematical Finance, Vol. 4 (1994), pp. 343-348.
[Hardcopy on request] [PDF (1423 k)]

[63] [R]   W. Schachermayer:
Martingale Measures for discrete-time processes with infinite horizon.
Mathematical Finance, Vol. 4 (1994), No. 1, pp. 25-55.
[abstract] [PostScript (382 k)] [PS.gz (139 k)] [PDF (402 k)] [DOI: 10.1111/j.1467-9965.1994.tb00048.x]

[62] [R]   M. Deistler, S. Schachermayer:
The set of observationally equivalent errors-in-variables models.
Systems & Control Letters, Vol. 34 (1998), pp. 101-104.
[DOI: 10.1016/S0167-6911(97)00128-X]

[61]   W. Schachermayer, W. Weiss, M. Willomitzer:
Zur Feststellung des Unverfallbarkeitsbetrages bei Pensionskassen und bei betrieblichen Pensionszusagen.
Mitteilungen der Aktuarvereinigung Österreichs, Vol. 6 (1992), pp. 61-85.

[60]   W. Schachermayer:
Bemerkungen zur Problematik der Schwankungsrückstellung.
Mitteilungen der Aktuarvereinigung Österreichs, Vol. 6 (1992), pp. 129-137.

[59] [R]   J. Diestel, W.M. Ruess, W. Schachermayer:
On Weak Compactness in L1(m,X).
Proceedings of the A.M.S., Vol. 118 (1993), No. 2, pp. 447-453.

[58]   N. Ghoussoub, B. Maurey, W. Schachermayer:
Remarks about the interpolation of Radon-Nikodym operators.
Proceedings of the Conference on Geometry of Banach spaces in Strobl 1989, Cambridge University Press (P. Müller, W. Schachermayer, editors) (1990), pp. 111-120.

[57]   V.I Bogachev, W. Schachermayer, O. Smolykov:
Continuous restrictions of linear mappings (in Russian language).
Kiev, "Viskcha Shkola", Mathematics Today, Vol. 7 (1992), pp. 115-126.

[56] [R]   N. Ghoussoub, B. Maurey, W. Schachermayer:
Slicings, Selections and their Applications.
Canadian Journal of Mathematics, Vol. 44 (1992), pp. 483-504.
[DOI: 10.4153/CJM-1992-031-6]

[55] [R]   G. Pflug, W. Schachemayer:
Coefficients of ergodicity for stochastically monotone Markov Chains.
Journal of Applied Probability, Vol. 29 (1992), pp. 850-860.
[DOI: 10.2307/3214717]

[54] [R]   J. Orihuela, W. Schachermayer, V. Valdivia:
Every Radon-Nikodym Corson compact space is Eberlein compact.
Studia Math., Vol. 98 (1991), No. 2, pp. 157-174.

[53]   V.I Bogachev, B. Kirchheim, W. Schachermayer:
Continuous restrictions of linear maps between Banach spaces.
Czech Academy of Sciences, Acta Univ. Carolinae (1989), pp. 31-35.

[52]   W. Schachermayer:
Aktuariell faire Zu- und Abschläge für Pensionen bei Variation des Pensionsalters und anderer Parameter.
Institutsbericht der Johannes Kepler Universität Linz, Vol. 387 (1989).

[51]   W. Schachermayer:
Some translation invariant subspaces of C(G) which have the strong Schur property.
Séminaire de l'Analyse Fonctionelle à Orsay, année 1987 - 88, pp. III.1 - III.13, Publications de l'Université Paris-Sud (1988).

[50] [R]   B. Shanquan, W. Schachermayer:
Approximation of Jensen Measures by Image Measures under holomorphic Functions and Applications.
Transactions of the A.M.S., Vol. 331 (1992), No. 2, pp. 585-608.
[DOI: 10.1090/S0002-9947-1992-1035999-6]

[49] [R]   N. Ghoussoub, B. Maurey, W. Schachermayer:
Pluriharmonically dentable complex Banach spaces.
Crelle's Journal für die reine und angewandte Mathematik, Vol. 402 (1989), pp. 76-127.
[DOI:10.1515/crll.1989.402.76]

[48] [R]   A. Kriegl, P. Michor, W. Schachermayer:
Characters on algebras of smooth functions.
Annals of Global Analysis and Geometry, Vol. 7 (1989), pp. 85-92.
[DOI:10.1007/BF00127859]

[47]   W. Schachermayer:
Some more remarkable properties of the James-Tree space.
Proceedings of a Workshop on Banach Spaces (Bor Luh Lin, editor), Contemp. Math. A.M.S., Vol. 85 (1989), pp. 465-496.

[46a]   W. Schachermayer:
Ein versicherungswirtschaftliches Modell der betrieblichen Altersvorsorge.
Reprint: Versicherungsrundschau, Zeitschrift der Österreichischen Gesellschaft für Versicherungsfachwissen, Volkswirtschaftliche Verlags-Gesellschaft m.b.H., Wien, Materialien II (1988).
[PDF (4178 k)]

[46]   W. Schachermayer:
Ein versicherungswirtschaftliches Modell der betrieblichen Altersvorsorge.
Private Altersvorsorge, Bankwissenschaftliche Schriftenreihe, Bank Verlag Wien, Vol. 67 (1988), pp. 56-78.

[45] [R]   F. Lust-Piquard, W. Schachermayer:
Functions of L¥(G) and associated Convolution Operators.
Studia Math., Vol. 93 (1989), pp. 109-136.

[44]   W. Schachermayer:
Sets of continuous functions of small oscillation.
Séminaire de l'Analyse Fonctionelle à Orsay, année 1987 - 88, pp. III.1 - III.13, Publications de l'Université Paris-Sud (1987), pp. 153-164.

[43] [R]   C. Finet, W. Schachermayer:
Equivalent norms on separable Asplund spaces.
Studia Math., Vol. 92 (1989), pp. 275-283.

[42] [R]   N. Ghoussoub, B. Maurey, W. Schachermayer:
Geometrical implications of certain infinite-dimensional decompositions of Banach spaces.
Transactions of the A.M.S., Vol. 317 (1990), pp. 541-584.
[DOI: 10.1090/S0002-9947-1990-0962281-3]

[41] [R]   A. Sersouri, E. Werner, W. Schachermayer:
Moduli of Non-dentability and the Radon-Nikodym property of Banach spaces.
Israel Journal of Math., Vol. 65 (1989), pp. 225-257.
[DOI: 10.1007/BF02764863]

[40]   W. Schachermayer:
An example concerning strong regularity and points of continuity in Banach spaces.
Functional Analysis (E. Odell, H.P. Rosenthal, editors), Springer Lecture Notes, Vol. 1332 (1988), pp. 64-79.
[DOI: 10.1007/BFb0081612]

[39] [R]   N. Ghoussoub, G. Godefroy, B. Maurey, W. Schachermayer:
Some topological and geometrical structures in Banach spaces.
Mémoirs of the A.M.S., Vol. 70 (1987), No. 378.

[38]   W. Schachermayer:
Operators from L1 to Banach spaces and subsets of L¥.
Institutsbericht der Johannes Kepler Universität Linz, Vol. 323 (1986), pp. 1-88.
[PDF (7728 k)]

[37]   W. Schachermayer:
La propriete de Radon-Nikodym et la propriete de Krein-Milman sont equivalentes pour les ensembles fortement reguliers des espaces de Banach.
C.R. Acad. Sci. Paris t. 303, Serie I, no. 10 (1986), pp. 463-465.

[36] [R]   W. Schachermayer:
The Radon-Nikodym property and the Krein-Milman property are equivalent for strongly regular sets.
Transactions of the A.M.S., Vol. 303 (1987), pp. 673-687.
[DOI: 10.1090/S0002-9947-1987-0902791-8]

[35] [R]   W. Schachermayer:
On a theorem of J. Bourgain on finite dimensional decompositions and the Radon-Nikodym property.
Geometric Aspects of Functional Analysis (J. Lindenstrauss, V.D. Milman, editors), Springer Lecture Notes, Vol. 1267 (1987), pp. 96-112.
[DOI: 10.1007/BFb0078139]

[34]   W. Schachermayer:
Some remarks concerning the Krein-Milman and the Radon-Nikodym property of Banach Spaces.
Proceedings on Factorization of Linear Operators and geometry of Banach spaces, Missouri 1984 (N. Kalton, E. Saab, editors), Springer Lecture Notes, Vol. 1166 (1984), pp. 169-176.
[PDF (5213 k)] [DOI: 10.1007/BFb0074704]

[33a]   F.G Liebmann, W. Schachermayer, M. Willomitzer:
Die Rentnertafel EROM/F G 1950 und die Entwicklung des vergangenen Jahrzehnts.
Mitteilungen der Aktuarvereinigung Österreichs, Vol. 8 (1996).

[33]   F.G Liebmann, W. Schachermayer, M. Willomitzer:
Zur Erstellung von Sterbetafeln EROM 85 und EROF 85.
Mitteilungen der Aktuarvereinigung Österreichs, Vol. 4 (1986).
[PDF (4507 k)]

[32] [R]   H.G. Feichtinger, W. Schachermayer:
Local nonfactorization of functions on locally compact groups.
Archiv der Mathematik, Vol. 49 (1987), pp. 72-78.
[DOI: 10.1007/BF01200229]

[31] [R]   N. Ghoussoub, B. Maurey, W. Schachermayer:
A counterexample to a problem on points of continuity in Banach Spaces.
Proceedings of the A.M.S., Vol. 99 (1987), pp. 278-282.
[DOI: 10.1090/S0002-9939-1987-0870785-2]

[30]   W. Schachermayer:
Some remarks on Integral Operators and equimeasurable sets.
Probability and Analysis (G. Letta, M. Pratelli, editors), Springer Lecture Notes, Vol. 1206 (1986), pp. 242-258.
[PDF (886 k)] [DOI: 10.1007/BFb0076303]

[29] [R]   W. Schachermayer:
The sum of two Radon-Nikodym sets need not be a Radon-Nikodym set.
Proceedings of the A.M.S., Vol. 95 (1985), pp. 51-57.
[DOI: 10.1090/S0002-9939-1985-0796445-2]

[28] [R]   W. Schachermayer:
For a Banach space isomorphic to its square the Radon-Nikodym property and the Krein-Milman property are equivalent.
Studia Math., Vol. 81 (1985), pp. 329-339.

[27]   W. Schachermayer:
Die Überprüfung der Finanzierbarkeit der Gewinnbeteiligung.
Mitteilungen der Aktuarvereinigung Österreichs, Vol. 2 (1984), pp. 13-30.

[26] [R]   W. Schachermayer:
Norm Attaining Operators and Renormings of Banach Spaces.
Israel Journal of Mathematics, Vol. 44 (1983), No. 3, pp. 201-212.
[PDF (5629 k)] [DOI: 10.1007/BF02760971]

[25] [R]   W. Schachermayer:
Norm Attaining Operators on some Classical Banach spaces.
Pacific Journal of Mathematics, Vol. 105 (1983), pp. 427-438.
[PDF (7383 k)] [DOI: 10.2140/pjm.1983.105.427]

[24] [R]   W. Schachermayer:
The class of Banach spaces, which do not have c0 as spreading model, is not L2-hereditary.
Annales de l'Institut Henri Poincaré, Vol. 19 (1983), pp. 1-8.
[PDF (2066 k)] [DOI: http://www.numdam.org/item?id=AIHPB_1983__19_1_1_0]

[23] [R]   W. Schachermayer:
Addendum to Integral Operators on Lp-spaces.
Indiana Journal of Mathematics, Vol. 31 (1982), pp. 73-81.
[PDF (7012 k)] [DOI: 10.1512/iumj.1982.31.31009]

[22] [R]   W. Schachermayer:
The Banach-Saks property is not L2-hereditary.
Israel Journal of Mathematics, Vol. 40 (1981), pp. 340-344.
[PDF (2349 k)] [DOI: 10.1007/BF02761374]

[21]   W. Schachermayer:
A result of J. Bourgain: C(L1) has the Dunford-Pettis Property.
Abstracta of the eighth Winter School of the Czech. Academy of Science (Math. Inst. Czech. Acad. Sci. Prag) (1980), pp. 143-150.
[PDF (3633 k)]

[20]   K. Blizzard (Pseudonym for W. Schachermayer, E. Thomas, H.v. Weizsäcker):
A Krein-Milman Set without the Integral Representation Property.
Abstracta of the eighth Winter School of the Czech. Academy of Science (Math. Inst. Czech. Acad. Sci. Prag) (1980), pp. 39-42.
[PDF (1298 k)]

[19] [R]   W. Schachermayer, L. Weiss:
Almost compactness and decomposability of Integral Operators.
Proceedings of the A.M.S., Vol. 81 (1981), pp. 595-599.
[PDF (4238 k)] [DOI: 10.1090/S0002-9939-1981-0601737-X]

[18] [R]   W. Schachermayer:
Integral Operators on Lp-Spaces, part II.
Indiana Journal of Mathematics, Vol. 30 (1981), pp. 261-266.
[PDF (3948 k)] [DOI: 10.1512/iumj.1981.30.30020]

[17] [R]   W. Schachermayer:
Integral Operators on Lp-Spaces, part I.
Indiana Journal of Mathematics, Vol. 30 (1981), pp. 123-140.
[PDF (16812 k)] [DOI: 10.1512/iumj.1981.30.30011]

[16] [R]   W. Schachermayer:
The strong law of large numbers in locally convex Suslin spaces.
Boletin de la Soc. Math. Mexicana, Vol. 26 (1981), pp. 1-5.
[PDF (3741 k)]

[15]   J.B. Cooper, W. Schachermayer:
Saks spaces and vector valued measures. (a short summary of [14])
Categorical Topology (H. Herrlich, C. Preuß, editors), Springer Lecture Notes, Vol. 719 (1980), pp. 44-54.
[PDF (5920 k)]

[14]   J.B. Cooper, W. Schachermayer:
Saks spaces and vector valued measures.
Institutsbericht der Universität Linz, Vol. 98 (1979), (58 pages).
[PDF (0 k)]

[13]   W. Schachermayer:
Measurable and continuous linear functionals on spaces of uniformly continuous functions.
Proceedings of the conference on measure theory, Oberwolfach, June 1981 (D. Kölzow, D. Maharam Stone, editors), Springer Lecture Notes, Vol. 945 (1981), pp. 155-166.
[DOI: 10.1007/BFb0096670]

[12]   W. Schachermayer:
Weak compactness implies strong compactness in the space of uniform measures.
Abstracta of the seventh Winter School on abstract analysis (Math. Inst. Czech. Acad. Sci. Prag) (1979), pp. 73-78.
[PDF (3530 k)]

[11] [R]   W. Schachermayer:
On compact spaces which are not c-spaces.
Boletin de la Soc. Math. Mexicana, Vol. 21 (1978), pp. 60-63.
[PDF (2694 k)]

[10] [R]   W. Schachermayer:
On some classical measure-theoretic theorems for non-s-complete Boolean Algebras.
Dissertationes Mathematicae (Warschau), Vol. 214 (1982), pp. 1-33.
[PDF (24204 k)]

[9]   J.B. Cooper, W. Schachermayer:
Uniform Measures and Co-Saks Spaces.
Institutsbericht der Universität Linz, Vol. 126, (31 p.); Advances in Func. Anal., Holmorphy and Approximation Theory (Silvia Machado, editor) in Springer Lecture Notes, Vol. 843 (1976), pp. 217-246.
[PDF (18166 k)]

[8]   W. Schachermayer:
Sur un thèoréme de Grothendieck.
Séminaire Pierre Lelong 1974/75, Springer Lecture Notes, Vol. 524 (1975), pp. 193-212.
[PDF (8065 k)]

[7]   W. Schachermayer:
Une modification standard d'une démonstration non-standard de Reeb et Schweitzer.
Differential Topology, Foliations and Gelfand-Fuks-Cohomology (P.A. Schweitzer, editor), Springer Lecture Notes, Vol. 652 (1976), pp. 139-140.
[PDF (897 k)]

[6]   W. Schachermayer:
Additif à l'exposé IV (1974/75), th. (4.3.), de L. Schwartz.
Séminaire Maurey-Schwartz 1975/76, publications de l'Ecole Polytechnique Paris (1976).
[PDF (1727 k)]

[5]   W. Schachermayer:
Supporteurs des prodistributions et mesures cylindriques.
Séminaire Paul Krée, équations aux dérivées partielles en dimension infinie, 1re année (1974/75), No. 3, pp. 301-308.
[PDF (4509 k)]

[4]   W. Schachermayer:
Eberlein-compacts et espaces de Radon.
Annales Scientifiques de l'Université de Clermont (1975), No. 61, pp. 129-142.
[PDF (6854 k)]

[3]   W. Schachermayer:
Eberlein-compacts et espaces de Radon.
C.R. Acad. Sci. Paris, Sér. A, t. 284 (1976), pp. 405-407.
[PDF (1682 k)]

[2]   W. Schachermayer:
Mesures cylindriques sur les espaces de Banach, qui ont la propriéte de Radon-Nikodym.
C.R. Acad. Sci. Paris, Sér. A, t. 282 (1976), pp. 227-229.
[PDF (2160 k)]

[1]   W. Schachermayer:
Supporteur d'une probabilité cylindrique ou d'une prodistribution.
C.R. Acad. Sci. Paris, Sér. A, t. 281, MR 52, No. 4361 (1976), pp. 377-379.
[PDF (1690 k)]

[0]   W. Schachermayer:
Zylindrische Maße und die Radon-Nikodym-Eigenschaft von Banachräumen.
Dissertation (1976), Universität Wien.
[PDF (6551 k)]

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