Let be a nonempty, open and convex subset of . The Paley-Wiener space with respect to is defined to be the closed subspace of of functions with Fourier transform supported in . For a tempered distribution we define a Hankel operator to be the densely defined operator: We say that the Nehari theorem is true for , if every bounded Hankel operator is generated by a bounded function. In this paper we prove that the Nehari theorem fails for any convex set in that has infinitely many extreme points. In particular, it fails for all convex bounded sets which are not polytopes. Furthermore, in the setting of , it fails for all non-polyhedral sets, bounded or unbounded.

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