Hubalek, F., & Schachermayer, W. (2021). Convergence of optimal expected utility for a sequence of binomial models. Mathematical Finance, 31(4), 1315–1331. https://doi.org/10.1111/mafi.12326 ( reposiTUm)

Czichowsky, C., Peyre, R., Schachermayer, W., & Yang, J. (2018). Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. Finance and Stochastics, 22(1), 161–180. https://doi.org/10.1007/s00780-017-0351-5 ( reposiTUm)

Acciaio, B., Beiglböck, M., Penkner, F., & Schachermayer, W. (2016). A Model-free Version of the Fundamental Theorem of Asset Pricing and the Super-Replication Theorem. Mathematical Finance, 26(2), 233–251. https://doi.org/10.1111/mafi.12060 ( reposiTUm)

Gerhold, S., Guasoni, P., Muhle-Karbe, J., & Schachermayer, W. (2014). Transaction Costs, Trading Volume, and the Liquidity Premium. Finance and Stochastics, 18(1), 1–37. https://doi.org/10.1007/s00780-013-0210-y ( reposiTUm)

Keller-Ressel, M., Schachermayer, W., & Teichmann, J. (2013). Regularity of affine processes on general state spaces. Electronic Journal of Probability, 18(none). https://doi.org/10.1214/ejp.v18-2043 ( reposiTUm)

Gerhold, S., Muhle-Karbe, J., & Schachermayer, W. (2013). The dual optimizer for the growth-optimal portfolio under transaction costs. Finance and Stochastics, 17(2), 325–354. https://doi.org/10.1007/s00780-011-0165-9 ( reposiTUm)

Beiglböck, M., Schachermayer, W., & Veliyev, B. (2012). A short proof of the Doob-Meyer theorem. Stochastic Processes and Their Applications, 122(4), 1204–1209. https://doi.org/10.1016/j.spa.2011.12.001 ( reposiTUm)

Beiglböck, M., Schachermayer, W., & Veliyev, B. (2012). A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage. Annals of Probability, 39(6). https://doi.org/10.1214/10-aop602 ( reposiTUm)

Beiglböck, M., Léonard, C., & Schachermayer, W. (2012). A generalized dual maximizer for the Monge-Kantorovich transport problem. ESAIM: Probability and Statistics, 16, 306–323. https://doi.org/10.1051/ps/2011163 ( reposiTUm)

Beiglböck, M., Léonard, C., & Schachermayer, W. (2012). A general duality theorem for the Monge Kantorovich transport problem. Studia Mathematica, 209(2), 151–167. http://hdl.handle.net/20.500.12708/164955 ( reposiTUm)

Prokaj, V., & Schachermayer, W. (2012). Hiding a constant drift-a strong solution. Illinois Journal of Mathematics, 54(4), 1463–1480. http://hdl.handle.net/20.500.12708/164954 ( reposiTUm)

Gerhold, S., Muhle-Karbe, J., & Schachermayer, W. (2012). Asymptotics and duality for the Davis and Norman problem. STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 84(5–6), 625–641. https://doi.org/10.1080/17442508.2011.619699 ( reposiTUm)

Prokaj, V., Rásonyi, M., & Schachermayer, W. (2011). Hiding a constant drift. Annales de l’Institut Henri Poincaré, Probabilités et Statistiques, 47(2). https://doi.org/10.1214/10-aihp363 ( reposiTUm)

Beiglböck, M., & Schachermayer, W. (2011). Duality for Borel measurable cost functions. Transactions of the American Mathematical Society, 363(08), 4203–4203. https://doi.org/10.1090/s0002-9947-2011-05174-3 ( reposiTUm)

Ekeland, I., & Schachermayer, W. (2011). Law invariant risk measures on $(R^d)$. Statistics & Risk Modeling, 28(3), 195–225. https://doi.org/10.1524/stnd.2011.1099 ( reposiTUm)

Keller-Ressel, M., Schachermayer, W., & Teichmann, J. (2011). Affine processes are regular. Probability Theory and Related Fields, 151(3–4), 591–611. https://doi.org/10.1007/s00440-010-0309-4 ( reposiTUm)

Guasoni, P., Rásonyi, M., & Schachermayer, W. (2010). The fundamental theorem of asset pricing for continuous processes under small transaction costs. Annals of Finance, 6(2), 157–191. https://doi.org/10.1007/s10436-008-0110-x ( reposiTUm)

Kupper, M., & Schachermayer, W. (2009). Representation Results for Law Invariant Time Consistent Functions. Mathematics and Financial Economics, 2(3), 189–210. https://doi.org/10.1007/s11579-009-0019-9 ( reposiTUm)

Schachermayer, W., & Teichmann, J. (2009). Characterization of optimal Transport Plans for the Monge-Kantorovich-Problem. Proceedings of the American Mathematical Society, 137(02), 519–529. https://doi.org/10.1090/s0002-9939-08-09419-7 ( reposiTUm)

Schachermayer, W., Sîrbu, M., & Taflin, E. (2009). In which Financial Markets do Mutual Fund Theorems hold true? Finance and Stochastics, 13(1), 49–77. https://doi.org/10.1007/s00780-008-0072-x ( reposiTUm)

Rásonyi, M., Schachermayer, W., & Warnung, R. (2009). Hiding a Drift. Annals of Probability, 37(6). https://doi.org/10.1214/09-aop469 ( reposiTUm)

Klöppel, S., Reda, R., & Schachermayer, W. (2009). A rotationally invariant technique for rare event simulation. Risk Magazine, 22(10), 90–94. http://hdl.handle.net/20.500.12708/166034 ( reposiTUm)

Schachermayer, W., Schmock, U., & Teichmann, J. (2009). Non-monotone convergence in the quadratic Wasserstein distance. Lecture Notes in Mathematics, 131–136. https://doi.org/10.1007/978-3-642-01763-6_3 ( reposiTUm)

Beiglböck, M., Goldstern, M., Maresch, G., & Schachermayer, W. (2009). Optimal and better transport plans. Journal of Functional Analysis, 256(6), 1907–1927. https://doi.org/10.1016/j.jfa.2009.01.013 ( reposiTUm)

Föllmer, H., & Schachermayer, W. (2008). Asymptotic Arbitrage and Large Deviations. Mathematics and Financial Economics, 1(3–4), 213–249. https://doi.org/10.1007/s11579-008-0009-3 ( reposiTUm)

Schachermayer, W., & Teichmann, J. (2008). How close are the Option Pricing Formulas of Bachelier and Black-Merton-Scholes? Mathematical Finance, 18(1), 155–170. http://hdl.handle.net/20.500.12708/170837 ( reposiTUm)

Guasoni, P., Rásonyi, M., & Schachermayer, W. (2008). Consistent Price Systems and Face-Lifting Pricing under Transaction Costs. Annals of Applied Probability, 18(2). https://doi.org/10.1214/07-aap461 ( reposiTUm)

Jouini, E., Schachermayer, W., & Touzi, N. (2008). Optimal risk sharing for law invariant monetary utility functions. Mathematical Finance, 18(2), 269–292. http://hdl.handle.net/20.500.12708/170840 ( reposiTUm)

Grandits, P., Hubalek, F., Schachermayer, W., & Žigo, M. (2007). Optimal expected exponential utility of dividend payments in a Brownian risk model. Scandinavian Actuarial Journal, 2007(2), 73–107. https://doi.org/10.1080/03461230601165201 ( reposiTUm)

Schachermayer, W., & Teichmann, J. (2007). Wie K. Itô den stochastischen Kalkül revolutionierte. Internationale Mathematische Nachrichten, 205, 11–22. http://hdl.handle.net/20.500.12708/168770 ( reposiTUm)

Jouini, E., Schachermayer, W., & Touzi, N. (2006). Law invariant risk measures have the Fatou property. Advances in Mathematical Economics. https://doi.org/10.1007/4-431-34342-3 ( reposiTUm)

Rokhlin, D., & Schachermayer, W. (2006). A note on lower bounds of martingale measure densities. Illinois Journal of Mathematics, 50(4), 815–824. http://hdl.handle.net/20.500.12708/172044 ( reposiTUm)

Campi, L., & Schachermayer, W. (2006). A Super-Replication Theorem in Kabanov’s Model of Transaction Costs. Finance and Stochastics, 10(4), 579–596. https://doi.org/10.1007/s00780-006-0022-4 ( reposiTUm)

Jouini, E., Napp, C., & Schachermayer, W. (2005). Arbitrage and state price deflators in a general intertemporal framework. Journal of Mathematical Economics, 41, 722–734. http://hdl.handle.net/20.500.12708/171873 ( reposiTUm)

Hugonnier, J., Kramkov, D., & Schachermayer, W. (2005). On Utility Based Pricing of Contingent Claims in Incomplete Markets. Mathematical Finance, 15(2), 203–212. http://hdl.handle.net/20.500.12708/171832 ( reposiTUm)

Drmota, M., Schachermayer, W., & Teichmann, J. (2005). A hyper-geometric approach to the BMV-conjecture. MONATSHEFTE FUR MATHEMATIK, 146(3), 179–201. http://hdl.handle.net/20.500.12708/171869 ( reposiTUm)

Schachermayer, W. (2006). The Notion of Arbitrage and Free Lunch in Mathematical Finance. In Aspects des mathématiques financières (pp. 19–29). Institut de France - Académie des Sciences. http://hdl.handle.net/20.500.12708/40633 ( reposiTUm)

Schachermayer, W. (2010). Equivalent martingale measures and ramifications. In Encyclopedia of Quantitative Finance (pp. 583–589). John Wiley & Sons. http://hdl.handle.net/20.500.12708/26846 ( reposiTUm)

Schachermayer, W. (2010). Risk Neutral Pricing. In Encyclopedia of Quantitative Finance (pp. 1581–1585). John Wiley & Sons. http://hdl.handle.net/20.500.12708/26847 ( reposiTUm)

Schachermayer, W. (2010). The fundamental theorem of asset pricing. In Encyclopedia of Quantitative Finance (pp. 792–801). John Wiley & Sons. http://hdl.handle.net/20.500.12708/26848 ( reposiTUm)

Schachermayer, W. (2008). The Notion of Arbitrage and Free Lunch in Mathematical Finance. In M. Yor (Ed.), Aspects of Mathematical Finance (pp. 15–22). Springer. http://hdl.handle.net/20.500.12708/26204 ( reposiTUm)

Delbaen, F., & Schachermayer, W. (2005). The Mathematics of Arbitrage. Springer. http://hdl.handle.net/20.500.12708/22161 ( reposiTUm)

Schachermayer, W. (2008). Optimal & better Transport plans II. Pacific Institute for the Mathematical Sciences (PIMS), Vancouver, Canada, Non-EU. http://hdl.handle.net/20.500.12708/118677 ( reposiTUm)

Schachermayer, W. (2008). Optimal & better Transport plans I. Pacific Institute for the Mathematical Sciences (PIMS), Vancouver, Canada, Non-EU. http://hdl.handle.net/20.500.12708/118676 ( reposiTUm)

Schachermayer, W. (2008). In which Financial Markets do Mutual Fund Theorems hold true? University of Oxford, Department of Materials, University of Oxford, EU. http://hdl.handle.net/20.500.12708/118673 ( reposiTUm)

Schachermayer, W. (2008). The only time-consistent law-invariant dynamic convex risk measure is the entropic one? Oberwolfach Workshop: Stochastic Analysis in Finance and Insurance, Oberwolfach, Germany, Austria. http://hdl.handle.net/20.500.12708/118671 ( reposiTUm)

Schachermayer, W. (2008). In which Financial Markets do Mutual Fund Theorems hold true? University Cambridge, Cambridge, UK, Austria. http://hdl.handle.net/20.500.12708/118672 ( reposiTUm)

Schachermayer, W. (2008). For which financial markets does the mutual fund theorem hold true? University Vienna, Vienna, Austria. http://hdl.handle.net/20.500.12708/118674 ( reposiTUm)

Schachermayer, W. (2008). Hiding the Drift. Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, Switzerland, Non-EU. http://hdl.handle.net/20.500.12708/118675 ( reposiTUm)

Schachermayer, W. (2008). The Fundamental Theorem of Asset Pricing for Continuous Processes under Small Transaction Costs. European Congress of Mathematics, Amsterdam, Netherlands, EU. http://hdl.handle.net/20.500.12708/118863 ( reposiTUm)

Klöppel, S., Reda, R., & Schachermayer, W. (2008). Importance Sampling for Credit Risk Portfolios via Auxiliary, Rotational Invariant Densities. Workshop der Austrian Working Group on Banking and Finance, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118897 ( reposiTUm)

Schachermayer, W. (2008). Pricing and Hedging under transaction costs. Special Semester on Stochastics with Emphasis on Finance, (RICAM) Austrian Academy of Sciences (ÖAW) , Linz, Austria. http://hdl.handle.net/20.500.12708/118864 ( reposiTUm)

Schachermayer, W. (2007). How agents with different attitudes towards risk optimize their portfolio: old and new results. Pauli Symposium on PDEs in mathematical finance & economy, WPI, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118391 ( reposiTUm)

Schachermayer, W. (2007). In which Financial Markets does the Mutual Fund Theorem hold true? Seminar for Financial and Insurance Mathematics, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118390 ( reposiTUm)

Schachermayer, W. (2007). Optimal Risk Sharing for Law Invariant Monetary Utility Functions. Conference on Stochastic Programming (SPXI), University Vienna, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118388 ( reposiTUm)

Schachermayer, W. (2007). Optimal and better transport plans. Workshop on Optimal transportation structures, gradient flows and entropy methods for applied PDE’s, WPI, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118389 ( reposiTUm)

Föllmer, H., & Schachermayer, W. (2007). Asymptotic arbitrage and large deviations. Colloquium in Honor of Hans Föllmer, Humboldt University, Berlin, Germany, EU. http://hdl.handle.net/20.500.12708/118385 ( reposiTUm)

Schachermayer, W. (2007). In which Financial Markets do Mutual Fund Theorems hold true? FAM-Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118425 ( reposiTUm)

Schachermayer, W. (2007). Consistent Price Systems and Face-Lifting Pricing under Transaction Costs. Conference on Further Developments in Quantitative Finance, ICMS Edinburgh, UK, EU. http://hdl.handle.net/20.500.12708/118386 ( reposiTUm)

Schachermayer, W. (2007). Optimal Risk Sharing for Law Invariant Monetary Utility Functions. Session of the International Statistical Institute (ISI), Lissabon, Portugal, EU. http://hdl.handle.net/20.500.12708/118387 ( reposiTUm)

Schachermayer, W. (2007). Arbitrage theory and transaction costs - Semi-Martingales and beyond. Hungarian Academy of Science, Budapest, Hungary, EU. http://hdl.handle.net/20.500.12708/118383 ( reposiTUm)

Schachermayer, W. (2007). Finance and Stochastics - A Mutually Fruitful Relationship. General Meeting of the French Applied Math Society (SMAI), Praz sur Arly, France, EU. http://hdl.handle.net/20.500.12708/118384 ( reposiTUm)

Schachermayer, W. (2007). Optimal Risk Sharing for Law Invariant Monetary Utility Functions. Research Seminar in Economic Theory, University Vienna, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118380 ( reposiTUm)

Schachermayer, W. (2007). Finance and Stochastics - A Mutually Fruitful Relationship. Jahrestagung der DMV, Klagenfurt, Austria. http://hdl.handle.net/20.500.12708/118381 ( reposiTUm)

Schachermayer, W. (2007). Über die Messbarkeit des Nutzens. Feierstunde zu Ehren von Dr. Franz Alt, University Vienna, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118382 ( reposiTUm)

Schachermayer, W. (2006). The Notion of Arbitrage and Free Lunch in Mathematical Finance. International Symposium Mathematics for the 21st Century (Matemáticas para el siglo XXI), Madrid, Spain, EU. http://hdl.handle.net/20.500.12708/117981 ( reposiTUm)

Schachermayer, W. (2006). Optimal risk sharing for law invariant monetary utility functions. International Congress on the Applications of Mathematics (ICAM), Universidad de Chile, Santiago de Chile, Chile, Non-EU. http://hdl.handle.net/20.500.12708/118048 ( reposiTUm)

Schachermayer, W. (2006). Optimal Risk Sharing for Law Invariant Monetary Utility Functions. Workshop on Credit Risk and Risk Transfer, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118108 ( reposiTUm)

Schachermayer, W. (2006). Optimal risk sharing for law invariant monetary utility functions. Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania, EU. http://hdl.handle.net/20.500.12708/117978 ( reposiTUm)

Schachermayer, W. (2006). Wie verlässlich ist der Zufall? Mathematik und Finanzmärkte. Erlebniswelt Forschung - 10 Jahre Wittgenstein-Preis, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117957 ( reposiTUm)

Schachermayer, W. (2006). Optimal risk sharing for law invariant monetary utility functions. IMS Annual Meeting, Rio de Janeiro, Brazil, Non-EU. http://hdl.handle.net/20.500.12708/117973 ( reposiTUm)

Schachermayer, W. (2006). Optimal risk sharing for law invariant monetary utility functions. Workshop “Optimization problems in financial economics,” Banff Research Institute, Banff, Canada, Non-EU. http://hdl.handle.net/20.500.12708/117980 ( reposiTUm)

Schachermayer, W. (2006). Optimal risk sharing for law invariant monetary utility functions. CAIMS-MITACS Joint Annual Conference, York University, Toronto, Canada, Non-EU. http://hdl.handle.net/20.500.12708/117979 ( reposiTUm)

Schachermayer, W. (2006). Optimal risk sharing for law invariant monetary utility functions. Workshop on Quantitative Finance, Università die Perugia, Italy, EU. http://hdl.handle.net/20.500.12708/118056 ( reposiTUm)

Schachermayer, W. (2006). Die Rolle der Mathematik auf den Finanzmärkten. Internationale Tagung über Schulmathematik, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118055 ( reposiTUm)

Schachermayer, W. (2006). The Mathematics of Arbitrage. Colloquium in honor of Professor F. Delbaen, ETH Zürich, Switzerland, Non-EU. http://hdl.handle.net/20.500.12708/118093 ( reposiTUm)

Schachermayer, W. (2006). Optimal risk sharing for law invariant monetary utility functions. CAP Workshop on Derivative Securities and Risk Management, New York, USA, Non-EU. http://hdl.handle.net/20.500.12708/118088 ( reposiTUm)

Schachermayer, W. (2006). A Super-Replication Theorem in Kabanov’s Model of Transaction Costs. Seminar on Stochastic Processes at Princeton University 2002, Princeton, NJ, United States of America (the). http://hdl.handle.net/20.500.12708/118046 ( reposiTUm)

Schachermayer, W. (2006). A Super-Replication Theorem in Kabanov’s Model of Transaction Costs. Probability Seminar at Columbia University (Oct.-2006), New York, United States of America (the). http://hdl.handle.net/20.500.12708/118089 ( reposiTUm)

Schachermayer, W. (2006). A Super-Replication Theorem in Kabanov’s Model of Transaction Costs. Journeés de Probabilité 2006, Marseille, France. http://hdl.handle.net/20.500.12708/117958 ( reposiTUm)

Schachermayer, W. (2006). A Super-Replication Theorem in Kabanov’s Model of Transaction Costs. Invited Talk at Department of Mathematical Sciences, Carnegie Mellon University (20-03-2006), Pittsburg, United States of America (the). http://hdl.handle.net/20.500.12708/118047 ( reposiTUm)

Schachermayer, W. (2005). Utility maximisation in incomplete markets III. Séminaire Bachelier, Paris, France, Austria. http://hdl.handle.net/20.500.12708/117200 ( reposiTUm)

Schachermayer, W. (2005). Utility maximisation in incomplete markets II. Séminaire Bachelier, Paris, France, Austria. http://hdl.handle.net/20.500.12708/117199 ( reposiTUm)

Schachermayer, W. (2005). Utility maximisation in incomplete markets I. Séminaire Bachelier, Paris, France, Austria. http://hdl.handle.net/20.500.12708/117198 ( reposiTUm)

Schachermayer, W. (2005). Introduction aux notions d’arbitrage: Qu’est-ce qu’un Free Lunch?". Journée de Présentation des Mathématiques, Académie des Sciences, Paris, France, Austria. http://hdl.handle.net/20.500.12708/117218 ( reposiTUm)

Schachermayer, W. (2005). Optimal Risk sharing for law invariant monetary utility functions. Opening lecture of an One-week Workshop on “Fundamentals of Mathematical Finance” as a part of the programm “Developments in Quantitative Finance”, Isaac Newton Institute for Mathematical Sciences, Cambridge, UK, Austria. http://hdl.handle.net/20.500.12708/117222 ( reposiTUm)

Schachermayer, W. (2005). Anwendungen der Wahrscheinlichkeitstheorie auf die Finanzmathematik. Schmetterer Memorial Colloquium, Austrian Academy of Sciences, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117221 ( reposiTUm)

Schachermayer, W. (2005). Utility maximisation in incomplete markets IV. Séminaire Bachelier, Paris, France, Austria. http://hdl.handle.net/20.500.12708/117201 ( reposiTUm)

Schachermayer, W. (2005). Optimal Design of Risk Exchange for Cash-Invariant Risk Measures. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117210 ( reposiTUm)

Schachermayer, W. (2005). Utility maximization in incomplete financial markets. Séminaire Probabilités-Statistiques, Université Paris 13,  France, Austria. http://hdl.handle.net/20.500.12708/117377 ( reposiTUm)

Schachermayer, W. (2005). Optimal risk sharing with law invariant monetary utility functions. Research Seminar  on “Stochastische Analysis und Stochastik der Finanzmärkte,” TU Berlin, Germany, Austria. http://hdl.handle.net/20.500.12708/117412 ( reposiTUm)

Schachermayer, W. (2005). Brownian motion and the movements of the stock market. Annual Meeting of the Austrian Physical Society (ÖPG), Symposion “Brwonian Motion, an Interdisciplinary Phenomenon,” University of Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117471 ( reposiTUm)

Schachermayer, W. (2005). Die Rolle der Mathematik auf den Finanzmärkten. 16th International Congress of the Austrian Mathematical Society (ÖMG), Klagenfurt, Austria, Austria. http://hdl.handle.net/20.500.12708/117408 ( reposiTUm)

Schachermayer, W. (2005). Portfolio Optimisation in Incomplete Financial Markets I. Workshop on Evolution Equations for Deterministic and Stochastic Systhems, Centro di Ricerca Matematica Ennio de Giorgi, Scuola Normale Superiore, Pisa, Italy, Austria. http://hdl.handle.net/20.500.12708/117427 ( reposiTUm)

Schachermayer, W. (2005). Portfolio Optimisation in Incomplete Financial Markets II. Workshop on Evolution Equations for Deterministic and Stochastic Systhems, Centro di Ricerca Matematica Ennio de Giorgi, Scuola Normale Superiore, Pisa, Italy, Austria. http://hdl.handle.net/20.500.12708/117428 ( reposiTUm)

Schachermayer, W. (2005). Portfolio Optimisation in Incomplete Financial Markets IV. Workshop on Evolution Equations for Deterministic and Stochastic Systhems, Centro di Ricerca Matematica Ennio de Giorgi, Scuola Normale Superiore, Pisa, Italy, Austria. http://hdl.handle.net/20.500.12708/117430 ( reposiTUm)

Schachermayer, W. (2005). Portfolio Optimisation in Incomplete Financial Markets III. Workshop on Evolution Equations for Deterministic and Stochastic Systhems, Centro di Ricerca Matematica Ennio de Giorgi, Scuola Normale Superiore, Pisa, Italy, Austria. http://hdl.handle.net/20.500.12708/117429 ( reposiTUm)

Schachermayer, W. (2005). Portfolio Optimisation in Incomplete Financial Markets VI. Workshop on Evolution Equations for Deterministic and Stochastic Systhems, Centro di Ricerca Matematica Ennio de Giorgi, Scuola Normale Superiore, Pisa, Italy, Austria. http://hdl.handle.net/20.500.12708/117432 ( reposiTUm)

Schachermayer, W. (2005). Portfolio Optimisation in Incomplete Financial Markets V. Workshop on Evolution Equations for Deterministic and Stochastic Systhems, Centro di Ricerca Matematica Ennio de Giorgi, Scuola Normale Superiore, Pisa, Italy, Austria. http://hdl.handle.net/20.500.12708/117431 ( reposiTUm)

Schachermayer, W. (2005). Optimal risk sharing for law invariant monetary utility functions. PDE and mathematical Finance, Institut Mittag-Leffler, Stockholm, Sweden, EU. http://hdl.handle.net/20.500.12708/117756 ( reposiTUm)

Schachermayer, W. (2005). Series of 10 lectures: Mathematics of Arbitrage. 4th semester of the UNESCO Chair at LAMSIN: “Mathematical Modellin in Finance,” Tunis, Tunisia, Non-EU. http://hdl.handle.net/20.500.12708/117757 ( reposiTUm)

Schachermayer, W. (2005). Wie verlässlich ist der Zufall? - Mathematik in Finanzmärkten. Lecture Series “Zukunftsmathematik”  at math.space, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117759 ( reposiTUm)

Schachermayer, W. (2005). Was macht die Mathematik auf den Finanzmärkten. Aktionstag “Education meets Science”, Wiener Wissenschaftstage, math-space, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117758 ( reposiTUm)

Schachermayer, W. (2005). Optimal Risk sharing for law invariant monetary utility functions. Mathematics Institute, University of Munich, Germany, EU. http://hdl.handle.net/20.500.12708/117760 ( reposiTUm)

Schachermayer, W. (2004). Stimmgewichtung in der EU. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117127 ( reposiTUm)

Schachermayer, W. (2004). On Utility Based Pricing of Contingent Claims in Incomplete Markets. Stochastic Finance, Autum School & International Conference, Lisbon, Portugal, Austria. http://hdl.handle.net/20.500.12708/117165 ( reposiTUm)

Schachermayer, W. (2004). A note on Arbitrage and Closed Convex  Cones. 3rd Conference in Actuarial Science & Finance, University of the Aegean, Samos, Greece, Austria. http://hdl.handle.net/20.500.12708/116797 ( reposiTUm)

Schachermayer, W. (2004). Functional Analytic Methods in Finance. Séminaire d´analyse fonctionelle, Université Pierre et Marie Curie - Paris 6, Paris, France, Austria. http://hdl.handle.net/20.500.12708/116716 ( reposiTUm)

Schachermayer, W. (2004). A Note on Arbitrage and Closed Convex Cones. Department of Mathematics, University of Poitiers, France, Austria. http://hdl.handle.net/20.500.12708/116717 ( reposiTUm)

Schachermayer, W. (2004). Functional Analytic Methods in Finance. Université de Franche Comté, Besancon, France, Austria. http://hdl.handle.net/20.500.12708/116719 ( reposiTUm)

Schachermayer, W. (2004). On Utility Based Pricing of Contingent Claims in Incomplete Markets. Université de Franche Comté, Besancon, France, Austria. http://hdl.handle.net/20.500.12708/116718 ( reposiTUm)

Schachermayer, W. (2004). Arbitrage and closed convex cones. Laboratoire de Probabilités et Modèles Aléatoires des Universités Pierre et Marie Curie et Denis Diderot, Paris, France, Austria. http://hdl.handle.net/20.500.12708/116725 ( reposiTUm)

Schachermayer, W. (2004). On Utility Based Pricing of Contingent Claims in Incomplete Markets. Workshop on Semimartingale Theory and Practice in Finance, Banff International Research Station, Canada, Austria. http://hdl.handle.net/20.500.12708/116721 ( reposiTUm)

Schachermayer, W. (2004). On Utility Based Pricing of Contingent Claims in Incomplete Markets. Université Marne-La-Vallée, France, Austria. http://hdl.handle.net/20.500.12708/116720 ( reposiTUm)

Schachermayer, W. (2004). How to obtain convergence for a sequence of random variables: a compactness principle with applications in Finance. 20th Anniversary of Cermsem - Stochastic models, integration of correspondences  and applications, Université de Paris 1 Panthéon-Sorbonne, France, Austria. http://hdl.handle.net/20.500.12708/116444 ( reposiTUm)

Schachermayer, W. (2004). Optimizing Expected Utility of Dividend Payments for a Brownian Risk Process and a Peculiar Nonlinear ODE (Going Beyond Linear Barrier Strategies). 6th German Open Conference on Probability and Statistics, University of Karlsruhe, Germany, Austria. http://hdl.handle.net/20.500.12708/116443 ( reposiTUm)

Schachermayer, W. (2003). Optimization of Dividend Payments. FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116569 ( reposiTUm)

Schachermayer, W. (2003). Optimizing Expected Utility of Dividend Payments for a Brownian Risk Process and a Peculiar Nonlinear ODE ( Going beyond Linear Barrier Strategies). Workshop on Financial and Actuarial Mathematics, University of Technology, Graz, Austria, Austria. http://hdl.handle.net/20.500.12708/117182 ( reposiTUm)

Schachermayer, W. (2003). Utility Maximisation in Incomplete Financial Markets. Journées de Probabilités  2003, University of Toulouse, France, Austria. http://hdl.handle.net/20.500.12708/117164 ( reposiTUm)

Schachermayer, W. (2003). Utility maximization in incomplete financial markets. EU-Workshop  on Mathematical Optimization Models for Financial Institutions, Semmering, Austria, Austria. http://hdl.handle.net/20.500.12708/117102 ( reposiTUm)

Schachermayer, W. (2003). Die Rolle der Mathematik auf den Finanzmärkten. math.space, Wien, Austria. http://hdl.handle.net/20.500.12708/117100 ( reposiTUm)

Schachermayer, W. (2003). Maximizing the utility of dividend payments of an insurance company. Séminaire Bachelier, Paris, France, Austria. http://hdl.handle.net/20.500.12708/116302 ( reposiTUm)

Schachermayer, W. (2003). Optimal investment strategies in incomplete financial markets II. Conference on Functional Analysis VIII, Dubrovnik, Croatia, Austria. http://hdl.handle.net/20.500.12708/116281 ( reposiTUm)

Schachermayer, W. (2003). Optimal Investment in Incomplete Financial Markets. EMS Mathematical Weekend, Lisbon, Portugal, Austria. http://hdl.handle.net/20.500.12708/116286 ( reposiTUm)

Schachermayer, W. (2003). Optimal investment strategies in incomplete financial markets I. Conference on Functional Analysis VIII, Dubrovnik, Croatia, Austria. http://hdl.handle.net/20.500.12708/116280 ( reposiTUm)

Schachermayer, W. (2003). Optimal investment strategies in incomplete financial markets III. Conference on Functional Analysis VIII, Dubrovnik, Croatia, Austria. http://hdl.handle.net/20.500.12708/116282 ( reposiTUm)

Schachermayer, W. (2003). On the Utility Based Pricing of Contingent Claims in Incomplete Markets. Finance Seminars, Imperial College London, UK, Austria. http://hdl.handle.net/20.500.12708/116279 ( reposiTUm)

Schachermayer, W. (2003). Utility Maximization in Incomplete Financial Markets. ESF Exploratory Workshop, Arbitrage and Related Topics, Université de Paris 1 Panthéon-Sorbonne, France, Austria. http://hdl.handle.net/20.500.12708/116278 ( reposiTUm)

Schachermayer, W. (2003). Optimizing the utilty of dividend payments of an insurance company: going beyond barrier strategies. Séminaire Viabilité, Jeux & Contrôle, Institut Henri Poincaré, Paris, France, Austria. http://hdl.handle.net/20.500.12708/116274 ( reposiTUm)

Schachermayer, W. (2003). Duality methods in portfolio optimisation. Troisième Journées Scientifiques - Évolution des Organismes Complexes en Avenir Incertain: Finance et mathématiques à Dauphine, Paris, France, Austria. http://hdl.handle.net/20.500.12708/116239 ( reposiTUm)

Schachermayer, W. (2003). Utility Maximization in Incomplete Markets. Series of Lectures at CIME Course on Stochastic Methods in Finance, Bolzano, Italy, Austria. http://hdl.handle.net/20.500.12708/116442 ( reposiTUm)

Schachermayer, W. (2003). Utility Maximisation under Transaction Costs. Oberwolfach Workshop: Stochastic Analysis in Finance and Insurance, Oberwolfach, Germany, Austria. http://hdl.handle.net/20.500.12708/116441 ( reposiTUm)

Schachermayer, W. (2003). A note on arbitrage and closed convex cones. 12th Rencontre Évry - Nancy - Strasbourg de Probabilité et Statistiques, Strasbourg, France, Austria. http://hdl.handle.net/20.500.12708/116390 ( reposiTUm)

Schachermayer, W. (2003). Optimizing Expected Utility of Dividend Payments for a Brownian Risk Process and a Peculiar Nonlinear ODE (Going Beyond Linear Barrier Strategies). Journée de Contact FNRS, Université Libre de Bruxelles, Belgium, Austria. http://hdl.handle.net/20.500.12708/116391 ( reposiTUm)

Schachermayer, W. (2002). The probability of ruin and optimal investment. Meeting of the “Deutsche Aktuarsvereinigung” (Astin Group), Weimar, Germany, Austria. http://hdl.handle.net/20.500.12708/117202 ( reposiTUm)

Schachermayer, W. (2002). Utility based pricing of derivatives. Congress at Carnegie Mellon University, Pittsburgh, USA, Austria. http://hdl.handle.net/20.500.12708/117209 ( reposiTUm)

Schachermayer, W. (2002). The Fundamental Theorem of Asset Pricing under Proportional transaction costs in finite discrete time. Seminar on Stochastic Processes, University of  Zurich, Switzerland, Austria. http://hdl.handle.net/20.500.12708/116233 ( reposiTUm)

Schachermayer, W. (2002). The fundamental theorem of asset pricing under proportional transaction costs in finite discretre time. Plenary talk at the 2nd World Congress of the Bachelier Finance Society, Crete, Greece, Austria. http://hdl.handle.net/20.500.12708/116179 ( reposiTUm)

Schachermayer, W. (2002). Nutzenmaximierung in unvollständigen Finanzmärkten. Mathematical Colloquium, University of Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116232 ( reposiTUm)

Schachermayer, W. (2002). Optimal Investment in Incomplete Financial Markets. Conference on Mathematics in Finance, Berg-en-Dal, South Africa, Austria. http://hdl.handle.net/20.500.12708/116068 ( reposiTUm)

Schachermayer, W. (2001). How Potential Investments may Change the Optimal Portfolio for the Exponential Utility. Seminaire mathematiques de l’economie et de la finance, IHP, Paris, France, Austria. http://hdl.handle.net/20.500.12708/116960 ( reposiTUm)

Schachermayer, W. (2001). Optimal Investment in Incomplete Financial Markets. Workshop on Finance and Insurance, Stockholm University, Sweden, Austria. http://hdl.handle.net/20.500.12708/116961 ( reposiTUm)

Schachermayer, W. (2001). Optimal Investment in Incomplete Financial Markets. Meeting on Stochastic Analysis, TU & HU Berlin, Germany, Austria. http://hdl.handle.net/20.500.12708/116962 ( reposiTUm)

Schachermayer, W. (2001). The relative entropy of probability measure and its relation with portfolio optimiziation under expotential utility. ESI - Erwin Schrödinger Institute, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117105 ( reposiTUm)

Schachermayer, W. (2001). The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117148 ( reposiTUm)

Schachermayer, W. (2001). Utility Maximization in Incomplete Financial Models. Course given at Catteda Galeiano of Scuola Normale Superiore, Pisa, Italy, Austria. http://hdl.handle.net/20.500.12708/117400 ( reposiTUm)

Schachermayer, W. (2000). Utility maximisation in incomplete financial markets. Seminar on Stochastic Analysis in Finance and Insurance,  Mathematical Research Institute Oberwohlfahrt, Germany, Austria. http://hdl.handle.net/20.500.12708/116970 ( reposiTUm)

Schachermayer, W. (2000). Die Rolle der Mathematik auf den Finanzmärkten. Zukunftsforum des FWF-Wissenschaftsforums und der Bank Austria, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116969 ( reposiTUm)

Schachermayer, W. (2000). The volatility smiles! What to do? 11th ECMI Conference - The European Consortium for Mathematics for Industry, University of Palermo, Italy, Austria. http://hdl.handle.net/20.500.12708/116963 ( reposiTUm)

Schachermayer, W. (2000). Möglichkeiten und Grenzen der Bewertung von Optionen mit dem Modell von Black und Scholes. “Kölner Versicherungsmathematisches Kolloquium,” University of Cologne, Germany, Austria. http://hdl.handle.net/20.500.12708/116964 ( reposiTUm)

Schachermayer, W. (2000). Stochastische Methoden in der Finanzmathematik. Kolloquiumsvortrag, University of Michigan, USA, Austria. http://hdl.handle.net/20.500.12708/116965 ( reposiTUm)

Schachermayer, W. (2000). Die Rolle der Mathematik auf den Finanzmärkten. Presentation of the ÖMG: “Mathematik 2000 - Schlüssel zur Zukunft”, Austrian Academy of Schience, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116966 ( reposiTUm)

Schachermayer, W. (2000). What is the good definition of an optimal investment with respect to exponentional utility? TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116967 ( reposiTUm)

Schachermayer, W. (2000). Optimal investment in incomplete financial markets. Seminar for Financial and Insurance Mathematics, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116968 ( reposiTUm)

Schachermayer, W. (2000). What is the good definition of an optimal investment with respect to exponentional utility? Seminar for Financial and Insurance Mathematics, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117166 ( reposiTUm)

Schachermayer, W. (2000). Introduction to the Mathematics of Financial Markets or: The Mathematics of Arbitrage. Series of 10 Lectures at the Summer School 2000, Saint Flour, France, Austria. http://hdl.handle.net/20.500.12708/116975 ( reposiTUm)

Schachermayer, W. (2000). Optimal Investment in Incomplete Markets when Wealth may Become Negative. Berlin Workshop on Mathematical Finance for Young Researchers, Humboldt University, Berlin, Germany, Austria. http://hdl.handle.net/20.500.12708/116977 ( reposiTUm)

Schachermayer, W. (2000). Was macht die Mathematik auf den Finanzmärkten? Lecture Series “Wissenswertes aus der Mathematik,” TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116976 ( reposiTUm)

Schachermayer, W. (2000). Optimal Investment in Incomplete Financial Markets. 1st World Congress of the Bachelier Finance Society, Institut Henri Pointcaré, Paris, France, Austria. http://hdl.handle.net/20.500.12708/116972 ( reposiTUm)

Schachermayer, W. (2000). Optimal Investment in Incomplete Financial Markets when Wealth may Become Negative. Conference: Quantitative Risk Management in Finance, Carnegie Mellon University, Pittsburgh, USA, Austria. http://hdl.handle.net/20.500.12708/116973 ( reposiTUm)

Schachermayer, W. (2000). Some New Results in Utility Maximisation Based on Duality. Mathematical Finance Day ’2000, Boston University, Boston, USA, Austria. http://hdl.handle.net/20.500.12708/116974 ( reposiTUm)

Schachermayer, W. (2000). Die Bewertung und Absicherung von Optionen in unvollständigen Finanzmärkten. TU Munich, Germany, Austria. http://hdl.handle.net/20.500.12708/116971 ( reposiTUm)

Schachermayer, W. (1999). Utility Maximisation in Incomplete Financial Markets. ETH Zurich, Switzerland, Austria. http://hdl.handle.net/20.500.12708/117197 ( reposiTUm)

Schachermayer, W. (1999). The Asymptotic Elasticity of Utility Functions and Optimal Investment in Incomplete Markets. Series of  3 lectures, UGC Zonal Workshop on Mathematics in Finance, Aligarh Muslim University, Dehli, India, Austria. http://hdl.handle.net/20.500.12708/116922 ( reposiTUm)

Schachermayer, W. (1999). The Asymptotic Elasticity of Utility Functions and Optimal Investment in Incomplete Markets. Seminartalk,  Department of Statistics, Stanford University, USA, Austria. http://hdl.handle.net/20.500.12708/116923 ( reposiTUm)

Schachermayer, W. (1999). Ein inverses Problem der Finanzmathematik. Institute of Industrial Mathematics, Johannes Kepler University, Linz, Austria, Austria. http://hdl.handle.net/20.500.12708/116929 ( reposiTUm)

Schachermayer, W. (1999). The Asymptotic Elasticity of Utility Functions and Optimal Investment in Incomplete Markets. 3rd Colombia - JAFEE Conference on the Mathematics of Finance, Columbia University, New York, USA, Austria. http://hdl.handle.net/20.500.12708/116924 ( reposiTUm)

Schachermayer, W. (1999). The Asymptotic Elasticity of Utility Functions and Optimal Investment in Incomplete Markets. International Conference on Mathematical Finance, Hammamet, Tunisia, Austria. http://hdl.handle.net/20.500.12708/116927 ( reposiTUm)

Schachermayer, W. (1999). Optimal Investment in Incomplete Markets. 7th Meeting of Austrian Mathematicians, Graz, Austria, Austria. http://hdl.handle.net/20.500.12708/116928 ( reposiTUm)

Schachermayer, W. (1999). Application of Mathematical Finance in Consulting: a case study. Presentation day of Anderson Consulting, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116925 ( reposiTUm)

Schachermayer, W. (1999). Die Volatilität lächelt. Was tun? Seminar Financial Mathematics, Dept. of Mathematics, University of Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116926 ( reposiTUm)

Schachermayer, W. (1998). The Asymptotic  Elasticity of Utility Functions and Optimal Investment in Incomplete Markets. TU & HU, Berlin, Germany, Austria. http://hdl.handle.net/20.500.12708/116905 ( reposiTUm)

Schachermayer, W. (1998). Tsirelson’s stochastic differential equations and time changes of Brownian motion. Dep. of Statistics, University of California, Berkeley, USA, Austria. http://hdl.handle.net/20.500.12708/116907 ( reposiTUm)

Schachermayer, W. (1998). On certain probabilities equivalent to Wiener measure. Universite Pierre et Marie Curie, Paris, France, Austria. http://hdl.handle.net/20.500.12708/116906 ( reposiTUm)

Schachermayer, W. (1998). Filtrations of Stochastic Processes. ESI - Erwin Schrödinger Institute, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116990 ( reposiTUm)

Schachermayer, W. (1998). Utility Optimization in incomplete markets. (What further research should be done?). TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116991 ( reposiTUm)

Schachermayer, W. (1998). Brownian Filtrations are not stable under equivalent time changes. Mini Conference on Classification of Filtration of Stochastic Processes, ESI - Erwin Schrödinger Institute, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116900 ( reposiTUm)

Schachermayer, W. (1998). The Asymptotic Elasticity of Utility Functions and Optimal Investment in Incomplete Markets. VII. International Conference on Stochastic Programming, University of British Colombia, Vancouver, Canada, Austria. http://hdl.handle.net/20.500.12708/116901 ( reposiTUm)

Schachermayer, W. (1998). The Asymptotic  Elasticity of Utility Functions and Optimal Investment in Incomplete Markets. Seminaire Mathematique de l’Economie et de la Finance, IHP Paris, France, Austria. http://hdl.handle.net/20.500.12708/116904 ( reposiTUm)

Schachermayer, W. (1998). The Asymptotic  Elasticity of Utility Functions and Optimal Investment in Incomplete Markets. Institute for Advanced Studies, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116903 ( reposiTUm)

Schachermayer, W. (1998). The Asympotic Elasticity of Utility Functions and Optimal Investment in Incomplete Markets. University of Warsaw, Poland, Austria. http://hdl.handle.net/20.500.12708/116902 ( reposiTUm)