Walter Schachermayer
Walter Schachermayer publishes mostly in Finance, Economics and Econometrics and Applied Mathematics, on topics such as Stochastic processes and financial applications, Economic theories and models and Advanced Banach Space Theory.
- World rank
- #270,521 of 1,633,909 ranked researchers
- Rank in Austria
- #1,912 of 10,230
- Works
- 59
- Citations
- 234
- Citations per work
- 4.0
What does Walter Schachermayer research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance28% of their works
- 2Economics and Econometrics16% of their works
- 3Applied Mathematics16% of their works
- 4Mathematical Physics11% of their works
- 5Management Science and Operations Research10% of their works
- 6Geometry and Topology4% of their works
Research topics
Which keywords describe Walter Schachermayer's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Risk Management, Asset Pricing, Monetary Equilibrium, Banach Spaces, Operators and Finance.
- Ricci Curvature
- Optimal Transport
- Econophysics
- GARCH Models
- Finance
- Banach Spaces
- Asset Pricing
- Stochastic Calculus
- Option Pricing
- Risk Management
- Monetary Equilibrium
- Operators
- Robust Optimization
- Volatility
- Multifractal Analysis
- Point Processes
- Spatstat
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 17 words, with their numbers
- Option Pricing151 topic
- Stochastic Calculus151 topic
- Risk Management102 topics
- Asset Pricing91 topic
- Monetary Equilibrium91 topic
- Banach Spaces71 topic
- Operators71 topic
- Finance61 topic
- Robust Optimization61 topic
- GARCH Models41 topic
- Volatility41 topic
- Econophysics31 topic
- Multifractal Analysis31 topic
- Optimal Transport31 topic
- Point Processes31 topic
- Ricci Curvature31 topic
- Spatstat31 topic
Where does Walter Schachermayer work?
Walter Schachermayer's main affiliation in the publication record is University of Vienna, Austria.
How many publications and citations does Walter Schachermayer have?
Science Explorer counts 59 works and 234 citations for Walter Schachermayer, ranking #270,521 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.