Weighted norm inequalities and hedging in incomplete markets. - Freddy Delbaen; Pascale Monat; Walter Schachermayer; Martin Schweizer; Christophe Stricker (Finance Stochastics, 1997)

Utility maximization in incomplete markets with random endowment. - Jaksa Cvitanic; Walter Schachermayer; Hui Wang (Finance Stochastics, 2001)

A super-martingale property of the optimal portfolio process. - Walter Schachermayer (Finance Stochastics, 2003)

A super-replication theorem in Kabanov's model of transaction costs. - Luciano Campi; Walter Schachermayer (Finance Stochastics, 2006)

In which financial markets do mutual fund theorems hold true? - Walter Schachermayer; Mihai Sîrbu; Erik Taflin (Finance Stochastics, 2009)

The dual optimizer for the growth-optimal portfolio under transaction costs. - Stefan Gerhold; Johannes Muhle-Karbe; Walter Schachermayer (Finance Stochastics, 2013)

On the duality theory for the Monge?Kantorovich transport problem. - Mathias Beiglböck; Christian Léonard; Walter Schachermayer (Optimal Transport, 2014)

Transaction costs, trading volume, and the liquidity premium. - Stefan Gerhold; Paolo Guasoni; Johannes Muhle-Karbe; Walter Schachermayer (Finance Stochastics, 2014)

Transaction Costs, Shadow Prices, and Duality in Discrete Time. - Christoph Czichowsky; Johannes Muhle-Karbe; Walter Schachermayer (SIAM J. Financial Math., 2014)

The space of outcomes of semi-static trading strategies need not be closed. - Beatrice Acciaio; Martin Larsson; Walter Schachermayer (Finance Stochastics, 2017)

Erratum to: Utility maximization in incomplete markets with random endowment. - Jaksa Cvitanic; Walter Schachermayer; Hui Wang (Finance Stochastics, 2017)

Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. - Christoph Czichowsky; Rémi Peyre; Walter Schachermayer; Junjian Yang (Finance Stochastics, 2018)

Theoretical and empirical analysis of trading activity. - Mathias Pohl 002; Alexander Ristig; Walter Schachermayer; Ludovic Tangpi (Math. Program., 2020)

Trajectorial dissipation and gradient flow for the relative entropy in Markov chains. - Ioannis Karatzas; Jan Maas; Walter Schachermayer (Commun. Inf. Syst., 2021)