World's Best Scientists 2026 revealed!
Walter Schachermayer

Walter Schachermayer

Award Badge
Social Sciences and Humanities
Austria
2026

D-Index & Metrics

Social Sciences and Humanities

D-Index
48
Citations
14159
World Ranking
3070
National Ranking
9

Mathematics

D-Index
54
Citations
15633
World Ranking
822
National Ranking
11

Walter Schachermayer publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Walter Schachermayer sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 227 publications — 71st percentile

71% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Walter Schachermayer D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Walter Schachermayer sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 54 D-Index — 78th percentile

78% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Research.com Recognitions

  • 2026 - Research.com Social Sciences and Humanities in Austria Leader Award
  • 2023 - Research.com Social Sciences and Humanities in Austria Leader Award
  • 2022 - Research.com Social Sciences and Humanities in Austria Leader Award
  • 2016 - Member of Academia Europaea
  • 2007 - German National Academy of Sciences Leopoldina - Deutsche Akademie der Naturforscher Leopoldina – Nationale Akademie der Wissenschaften Mathematics
  • 1998 - Wittgenstein Award

Overview

Walter Schachermayer is affiliated with the University of Vienna in Austria. Their research spans several interconnected fields, predominantly within mathematics and economics. The main areas of focus include stochastic processes and financial applications, geometric analysis and curvature flows, probability and risk models, as well as nonlinear partial differential equations. This broad expertise is reflected in the range of topics covered, such as Markov chains and Monte Carlo methods, economic theories and models, and financial risk and volatility modeling.

The scientist has a significant publication record with 28 works in mathematics and 24 in economics, econometrics, and finance. Notable subfields they contribute to include finance, applied mathematics, management science and operations research, mathematical physics, and statistics and probability.

Frequent publishing venues for their work include arXiv (Cornell University), Theory of Probability and Its Applications, Теория вероятностей и ее применения (Theory of Probability and Its Applications in Russian), The Annals of Applied Probability, and Mathematical Finance.

The scholar regularly collaborates with several researchers. Frequent coauthors are:

  • Ioannis Karatzas
  • Bertram Tschiderer
  • Gudmund Pammer
  • Julio Backhoff-Veraguas
  • Mathias Beiglböck

Recent publications include:

  • "A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions," 2022, Theory of Probability and Its Applications
  • "A Weak Law of Large Numbers for Dependent Random Variables," 2023, Theory of Probability and Its Applications
  • "Trajectorial dissipation and gradient flow for the relative entropy in Markov chains," 2021, Communications in Information and Systems
  • "A strong law of large numbers for positive random variables," 2023, Illinois Journal of Mathematics
  • "A weak law of large numbers for dependent random variables," 2023, Теория вероятностей и ее применения

Walter Schachermayer has been recognized by multiple academic institutions. Awards include the Wittgenstein Award in 1998, membership in the German National Academy of Sciences Leopoldina in 2007 for mathematics, and induction into the Academia Europaea in 2016.

Best Publications

  • A general version of the fundamental theorem of asset pricing.

    Freddy Delbaen;Walter Schachermayer

  • Affine Processes and Applications in Finance

    D. Duffie;D. Filipovic;Walter Schachermayer

  • The asymptotic elasticity of utility functions and optimal investment in incomplete markets

    Dimitrij O. Kramkov;Walter Schachermayer

  • The Mathematics of Arbitrage

    Freddy Delbaen;Walter Schachermayer

  • The fundamental theorem of asset pricing for unbounded stochastic processes

    Freddy Delbaen;Walter Schachermayer

  • Law Invariant Risk Measures Have the Fatou Property

    Elyès Jouini;Walter Schachermayer;Nizar Touzi

  • The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time

    Walter Schachermayer

  • Optimal investment in incomplete markets when wealth may become negative

    Walter Schachermayer

  • Utility maximization in incomplete markets with random endowment

    Jakša Cvitanić;Walter Schachermayer;Hui Wang

  • Optimal risk sharing for law invariant monetary utility functions

    Elyès Jouini;Walter Schachermayer;Nizar Touzi

  • The variance-optimal martingale measure for continuous processes

    Freddy Delbaen;Walter Schachermayer

  • Lectures on Probability Theory and Statistics

    Sergio Albeverio;Walter Schachermayer;Michel Talagrand;Pierre Bernard

  • Necessary and sufficient conditions in the problem of optimal investment in incomplete markets

    Dimitrij O. Kramkov;Walter Schachermayer

  • A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time

    W. Schachermayer

  • MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON

    W. Schachermayer

  • The Existence of Absolutely Continuous Local Martingale Measures (1995)

    Freddy Delbaen;Walter Schachermayer

  • A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM

    Beatrice Acciaio;Mathias Beiglböck;Friedrich Penkner;Walter Schachermayer

  • The no-arbitrage property under a change of numéraire

    Fredd Y. Delbaen;Walter Schachermayer

  • Arbitrage possibilities in Bessel processes and their relations to local martingales

    F. Delbaen;W. Schachermayer

  • Asymptotic ruin probabilities and optimal investment

    Johanna Gaier;Peter Grandits;Walter Schachermayer

  • Geometry of Banach Spaces: Proceedings of the Conference held in Strobl, Austria, 1989

    Unknown

Frequent Co-Authors

Hansjörg Albrecher
Hansjörg Albrecher University of Lausanne
Michel Talagrand
Michel Talagrand Centre national de la recherche scientifique, CNRS
Sergio Albeverio
Sergio Albeverio University of Bonn
Ioannis Karatzas
Ioannis Karatzas Columbia University
Ivar Ekeland
Ivar Ekeland University of British Columbia
Mark H. A. Davis
Mark H. A. Davis Imperial College London
Nassif Ghoussoub
Nassif Ghoussoub University of British Columbia
David M. Kreps
David M. Kreps Stanford University
Tomasz R. Bielecki
Tomasz R. Bielecki Illinois Institute of Technology

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

For students pursuing Mathematics in the USA, exploring related online degrees can open additional career opportunities. Many professionals complement their math skills with business education. For those interested in management and leadership roles, looking into the easiest mba programs can provide a practical entry point without an overwhelming admission process.

If flexibility is a priority, several easiest mba online options allow students to balance their studies with work or personal commitments. These programs help strengthen analytical, strategic, and financial skills that intersect well with mathematics.

For those interested in advanced business leadership, pursuing one of the most affordable online dba programs can provide doctoral-level expertise. This path can lead to careers in academia, consulting, or executive roles where strong quantitative and research skills are critical.

Additionally, a master of finance online offers a specialized route that integrates mathematical modeling with financial theory, ideal for careers in investment banking, risk management, and financial analysis.

Best Scientists Citing Walter Schachermayer

Trending Scientists

Recently Published Articles