Access Statistics for Zvi Wiener

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GUARANTEED-RETURN CONTRACT FOR PENSION FUNDS’ INVESTMENTS IN THE CAPITAL MARKET 0 0 0 3 2 4 5 21
Bargaining with an Agenda 0 0 0 186 5 10 12 564
Bargaining with an Agenda 0 0 0 50 4 8 11 245
Brokerage Commissions and Institutional Trading Patterns 1 1 2 376 2 8 14 2,283
Credit Risk Spreads in Local and Foreign Currencies 0 0 0 55 0 0 2 166
General Properties of Option Prices (Revision of 11-95) (Reprint 058) 0 0 0 0 3 6 9 272
General Properties of Option Prices (Revision of 11-95) (Reprint 058) 0 0 0 0 5 5 7 650
Israeli Treasury Auction Reform 0 0 0 2 0 5 5 13
Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model 0 0 0 1 2 5 5 334
Liquidation Triggers and the Valuation of Equity and Debt 0 0 0 461 5 6 8 1,671
On the Use of Numeraires in Option pricing 0 0 0 842 1 4 4 1,730
The Analysis of VAR, Deltas and State Prices: A New Approach 0 0 0 0 3 4 4 982
The Estimation of Nominal and Real Yield Curves from Government 0 0 1 4 1 2 5 20
The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows 0 0 0 19 4 7 8 46
The Value of the Freezeout Option 0 0 1 16 0 1 3 50
Theory of Rational Option Pricing: II (Revised: 1-96) 0 0 0 4 2 6 6 1,368
Total Working Papers 1 1 4 2,019 39 81 108 10,415
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An investigation of cheapest-to-deliver on Treasury bond futures contracts 0 0 3 3 2 2 7 7
Analytic Pricing of Employee Stock Options 0 0 1 51 1 5 8 179
Bargaining with an agenda 0 0 1 34 3 3 8 151
Brokerage Commissions and Institutional Trading Patterns 0 1 1 60 4 9 16 285
By the light of day: The effect of the switch to winter time on stock markets 0 0 1 4 2 10 12 45
Comment on ‘Non-Linear Value-at-Risk’ 0 0 0 0 3 3 4 10
Credit Risk Spreads in Local and Foreign Currencies 0 0 0 3 0 3 4 16
Credit Risk Spreads in Local and Foreign Currencies 0 1 1 21 0 1 1 93
Dividend policy relevance in a levered firm—The binomial case 0 0 1 6 1 2 7 34
Dynamic volatility regulation of financial institutions 0 0 1 1 3 5 6 8
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models 0 0 1 212 2 3 7 683
Financial Theory and Risk Modeling: Diverse Perspectives in Turbulent Times 0 0 0 4 5 5 8 16
Flow auctions 0 0 0 5 0 3 8 65
General Properties of Option Prices 0 0 0 211 4 4 6 489
Government Support of Investment Projects in the Private Sector: A Microeconomic Approach 0 0 0 0 0 0 3 212
How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages? 0 0 0 12 2 5 6 53
ISRAELI TREASURY AUCTION REFORM 0 0 0 5 8 10 14 76
Introduction 0 0 0 1 1 1 1 10
Introduction to the Special Issue: Transforming the Future of Finance and Risk Management 0 2 2 2 7 13 14 14
Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty 0 0 0 7 4 6 8 20
Limiting differences between forward and futures prices in a Lucas consumption model 0 0 0 40 1 4 5 223
Liquidation triggers and the valuation of equity and debt 0 0 0 107 5 9 12 376
Modern Corporate Finance (MCF) and the Rise of the Contingent Claims Analysis (CCA) Era 0 7 9 9 1 11 14 14
On the failure of mutual fund industry regulation 0 0 0 11 5 8 14 61
Prospect theory and utility theory: Temporary versus permanent attitude toward risk 1 1 1 34 1 1 1 209
Regulating cash holdings: Assessing lost returns in mutual funds✰ 0 0 0 0 6 10 14 14
Solvency II and the Solvency Capital Requirement for Insurance Firms in Israel 0 0 2 8 3 4 8 47
Stakeholders and the composition of the voting rights of the board of directors 0 0 0 15 0 2 2 163
Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions 0 0 0 51 6 7 9 214
Stock markets and female participation in the labor force 0 0 1 7 6 7 12 65
The estimation of nominal and real yield curves from government bonds in Israel 0 0 1 1 0 3 6 6
The exclamation mark of Cain: Risk salience and mutual fund flows 0 0 0 5 4 7 8 28
The value of Value-at-Risk: A theoretical approach to the pricing and performance of risk measurement systems 0 0 0 29 4 9 10 133
Trading ESG vs. Trading E, S, and G Separately: An Exploratory Research 2 2 4 4 12 16 23 23
Total Journal Articles 3 14 31 963 106 191 286 4,042
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Balance Sheet Approach for Sovereign Debt 0 0 0 4 4 4 7 38
Accounting Values versus Market Values and Earnings Management in Banks 0 0 0 3 1 2 4 35
Contingent Claims Analysis in Corporate Finance 0 0 8 14 2 10 24 41
Heuristics and Biases in the Israeli Mortgage Market 0 0 0 6 0 0 0 24
Individuals Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives 0 0 1 17 1 2 6 60
Investor Sophistication and the Effect of Behavioral Biases in Structured Products Investment 1 2 2 2 4 8 13 13
Total Chapters 1 2 11 46 12 26 54 211


Statistics updated 2026-02-12