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ORCIDWalter Schachermayer
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- affiliation: University of Vienna, Austria
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Journal Articles
- 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) - 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, Martin Larsson, Walter Schachermayer:
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, Johannes Muhle-Karbe, Walter Schachermayer:
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) - 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) - 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, Walter Schachermayer:
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) - 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)
Parts in Books or Collections
- 2014
- [p1]Mathias Beiglböck, Christian Léonard, Walter Schachermayer:
On the duality theory for the Monge?Kantorovich transport problem. Optimal Transport 2014: 216-265
Coauthor Index
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