Walter Schachermayer
- Finance top 0.1%
- Stochastic processes and financial applications 73
- Financial Markets and Investment Strategies 19
- Financial Risk and Volatility Modeling 11
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- Risk and Portfolio Optimization 18
- Probability and Risk Models 11
- Economics and Econometrics top 0.2%
- Economic theories and models 48
- Mathematical Physics top 1%
- Advanced Banach Space Theory 28
- Demography top 0.5%
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- Advanced Harmonic Analysis Research 11
- Co-authors
- Freddy DelbaenDmitry KramkovDarrell DuffieDamir FilipovićPaolo GuasoniElyès JouiniNizar TouziJosef Teichmann
- Journals
- Mathematical Finance (11 papers)The Annals of Applied Probability (10 papers)Finance and Stochastics (8 papers)
- Partner nations
- AustriaUnited StatesFrance
In The Last Decade
Walter Schachermayer
116 papers receiving 5.0k citations
Hit Papers
Peers
Comparison fields: 5 of 77
- Finance 4.6k
- Management Science and Operations Research 1.7k
- Economics and Econometrics 2.8k
- Mathematical Physics 681
- Demography 675
Countries citing papers authored by Walter Schachermayer
This map shows the geographic impact of Walter Schachermayer's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Walter Schachermayer with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Walter Schachermayer more than expected).
Fields of papers citing papers by Walter Schachermayer
This network shows the impact of papers produced by Walter Schachermayer. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Walter Schachermayer. The network helps show where Walter Schachermayer may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Walter Schachermayer, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2023 | 0 | |
| 2 | 2017 | 11 | |
| 3 | 2016 | 7 | |
| 4 | 2014 | 56 | |
| 5 | 2014 | 7 | |
| 6 | 2011 | 21 | |
| 7 | 2011 | 33 | |
| 8 | 2011 | 9 | |
| 9 | 2009 | 30 | |
| 10 | Hiding the Drift | 2008 | 1 |
| 11 | 2008 | 32 | |
| 12 | Attainable claims with p'th moments | 1996 | 30 |
| 13 | Asymptotic Arbitrage in Non-Complete Large Financial Markets | 1996 | 1 |
| 14 | 1995 | 11 | |
| 15 | 1995 | 75 | |
| 16 | 1993 | 40 | |
| 17 | 1992 | 13 | |
| 18 | Continuous restrictions of linear maps between Banach spaces | 1989 | 2 |
| 19 | The class of Banach spaces, which do not have c0 as a spreading model, is not L2-hereditary | 1983 | 2 |
| 20 | Eberlein-compacts et espaces de Radon | 1976 | 5 |
About Walter Schachermayer
Walter Schachermayer is a scholar working on Finance, Mathematical Physics and Applied Mathematics, having authored 125 papers that have together received 5.7k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (73 papers), Economic theories and models (48 papers), Advanced Banach Space Theory (28 papers), Financial Markets and Investment Strategies (19 papers), Risk and Portfolio Optimization (18 papers), Probability and Risk Models (11 papers), Advanced Harmonic Analysis Research (11 papers) and Financial Risk and Volatility Modeling (11 papers). The work is most often cited by research in Finance (4.6k citations), Management Science and Operations Research (1.7k citations) and Economics and Econometrics (2.8k citations). Walter Schachermayer has collaborated with scholars based in Austria, United States and France. Frequent co-authors include Freddy Delbaen, Dmitry Kramkov, Darrell Duffie, Damir Filipović, Paolo Guasoni, Elyès Jouini, Nizar Touzi, Josef Teichmann, Friedrich Hubalek and Miklós Rásonyi. Their work appears in journals such as Mathematical Finance, The Annals of Applied Probability, Finance and Stochastics, Proceedings of the American Mathematical Society and Transactions of the American Mathematical Society.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.