A general version of the fundamental theorem of asset pricing F Delbaen, W Schachermayer Mathematische annalen 300 (1), 463-520, 1994 | 2286 | 1994 |

Affine processes and applications in finance D Duffie, D Filipović, W Schachermayer The Annals of Applied Probability 13 (3), 984-1053, 2003 | 1090 | 2003 |

The asymptotic elasticity of utility functions and optimal investment in incomplete markets D Kramkov, W Schachermayer Annals of Applied Probability, 904-950, 1999 | 987 | 1999 |

The fundamental theorem of asset pricing for unbounded stochastic processes F Delbaen, W Schachermayer SFB Adaptive Information Systems and Modelling in Economics and Management …, 1999 | 795 | 1999 |

The mathematics of arbitrage F Delbaen, W Schachermayer Springer Science & Business Media, 2006 | 762 | 2006 |

Law invariant risk measures have the Fatou property E Jouini, W Schachermayer, N Touzi Advances in mathematical economics, 49-71, 2006 | 297 | 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 | 291 | 2004 |

Optimal investment in incomplete markets when wealth may become negative W Schachermayer Annals of Applied Probability, 694-734, 2001 | 287 | 2001 |

The variance-optimal martingale measure for continuous processes F Delbaen, W Schachermayer Bernoulli 2 (1), 81-105, 1996 | 265 | 1996 |

Utility maximization in incomplete markets with random endowment J Cvitanić, W Schachermayer, H Wang Finance and Stochastics 5 (2), 259-272, 2001 | 258 | 2001 |

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 | 248 | 1992 |

Necessary and sufficient conditions in the problem of optimal investment in incomplete markets D Kramkov, W Schachermayer Annals of Applied Probability, 1504-1516, 2003 | 246 | 2003 |

Optimal risk sharing for law invariant monetary utility functions E Jouini, W Schachermayer, N Touzi Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 205 | 2008 |

Martingale measures for discrete‐time processes with infinite horizon W Schachermayer Mathematical Finance 4 (1), 25-55, 1994 | 189 | 1994 |

The existence of absolutely continuous local martingale measures F Delbaen, W Schachermayer The Annals of Applied Probability, 926-945, 1995 | 182 | 1995 |

The no-arbitrage property under a change of numéraire FY Delbaen, W Schachermayer Stochastics and Stochastic Reports 53 (3-4), 213-226, 1995 | 181 | 1995 |

On weak compactness in 𝐿¹ (𝜇, 𝑋) J Diestel, WM Ruess, W Schachermayer Proceedings of the American Mathematical Society 118 (2), 447-453, 1993 | 176 | 1993 |

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 | 157 | 2016 |

Arbitrage possibilities in Bessel processes and their relations to local martingales F Delbaen, W Schachermayer Probability Theory and Related Fields 102 (3), 357-366, 1995 | 156 | 1995 |

Asymptotic ruin probabilities and optimal investment J Gaier, P Grandits, W Schachermayer The Annals of Applied Probability 13 (3), 1054-1076, 2003 | 145 | 2003 |