| A general version of the fundamental theorem of asset pricing F Delbaen, W Schachermayer Mathematische annalen 300 (1), 463-520, 1994 | 2634 | 1994 |
| Affine processes and application in finance D Duffie, D Filipovic, W Schachermayer National Bureau of Economic Research Working Paper Series, 2002 | 1319 | 2002 |
| The asymptotic elasticity of utility functions and optimal investment in incomplete markets D Kramkov, W Schachermayer Annals of Applied Probability, 904-950, 1999 | 1152 | 1999 |
| The mathematics of arbitrage F Delbaen Springer, 2006 | 909 | 2006 |
| The fundamental theorem of asset pricing for unbounded stochastic processes F Delbaen, W Schachermayer | 896 | 1999 |
| Nonlinear expectations, nonlinear evaluations and risk measures K Back, TR Bielecki, C Hipp, S Peng, W Schachermayer, S Peng Stochastic Methods in Finance: Lectures given at the CIME-EMS Summer School …, 2004 | 421 | 2004 |
| Law invariant risk measures have the Fatou property E Jouini, W Schachermayer, N Touzi Advances in mathematical economics, 49-71, 2006 | 350 | 2006 |
| The fundamental theorem of asset pricing under proportional transaction costs in finite discrete time W Schachermayer Mathematical Finance: An International Journal of Mathematics, Statistics …, 2004 | 325 | 2004 |
| Optimal investment in incomplete markets when wealth may become negative W Schachermayer Annals of Applied Probability, 694-734, 2001 | 325 | 2001 |
| Utility maximization in incomplete markets with random endowment J Cvitanić, W Schachermayer, H Wang Finance and Stochastics 5 (2), 259-272, 2001 | 290 | 2001 |
| The variance-optimal martingale measure for continuous processes F Delbaen, W Schachermayer Bernoulli, 81-105, 1996 | 282 | 1996 |
| Necessary and sufficient conditions in the problem of optimal investment in incomplete markets D Kramkov, W Schachermayer The Annals of Applied Probability 13 (4), 1504-1516, 2003 | 278 | 2003 |
| A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time W Schachermayer Insurance: Mathematics and Economics 11 (4), 249-257, 1992 | 277 | 1992 |
| Optimal risk sharing for law invariant monetary utility functions E Jouini, W Schachermayer, N Touzi Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 257 | 2008 |
| On weak compactness in 𝐿¹ (𝜇, 𝑋) J Diestel, WM Ruess, W Schachermayer Proceedings of the American Mathematical Society 118 (2), 447-453, 1993 | 238 | 1993 |
| The existence of absolutely continuous local martingale measures F Delbaen, W Schachermayer The Annals of Applied Probability, 926-945, 1995 | 210 | 1995 |
| Martingale measures for discrete‐time processes with infinite horizon W Schachermayer Mathematical Finance 4 (1), 25-55, 1994 | 207 | 1994 |
| A model‐free version of the fundamental theorem of asset pricing and the super‐replication theorem B Acciaio, M Beiglböck, F Penkner, W Schachermayer Mathematical Finance 26 (2), 233-251, 2016 | 201 | 2016 |
| The no-arbitrage property under a change of numéraire FY Delbaen, W Schachermayer Stochastics and Stochastic Reports 53 (3-4), 213-226, 1995 | 197 | 1995 |
| Some topological and geometrical structures in Banach spaces N Ghoussoub American Mathematical Soc., 1987 | 177 | 1987 |