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 1 3 8 24
Bargaining with an Agenda 0 0 0 50 4 9 19 254
Bargaining with an Agenda 0 0 0 186 4 5 16 569
Brokerage Commissions and Institutional Trading Patterns 0 0 1 376 3 7 18 2,290
Credit Risk Spreads in Local and Foreign Currencies 0 0 0 55 3 5 6 171
General Properties of Option Prices (Revision of 11-95) (Reprint 058) 0 0 0 0 1 2 8 652
General Properties of Option Prices (Revision of 11-95) (Reprint 058) 0 0 0 0 1 2 10 274
Israeli Treasury Auction Reform 0 0 0 2 1 3 8 16
Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model 0 0 0 1 3 5 10 339
Liquidation Triggers and the Valuation of Equity and Debt 0 0 0 461 2 3 10 1,674
On the Use of Numeraires in Option pricing 0 0 0 842 0 1 5 1,731
The Analysis of VAR, Deltas and State Prices: A New Approach 0 0 0 0 1 1 5 983
The Estimation of Nominal and Real Yield Curves from Government 0 0 1 4 0 2 7 22
The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows 0 0 0 19 4 6 14 52
The Value of the Freezeout Option 0 0 0 16 0 1 3 51
Theory of Rational Option Pricing: II (Revised: 1-96) 0 0 0 4 1 1 7 1,369
Total Working Papers 0 0 2 2,019 29 56 154 10,471
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 1 1 2 4 2 6 9 13
Analytic Pricing of Employee Stock Options 1 1 2 52 2 4 11 183
Bargaining with an agenda 0 0 0 34 0 2 7 153
Brokerage Commissions and Institutional Trading Patterns 0 1 2 61 1 4 17 289
By the light of day: The effect of the switch to winter time on stock markets 0 0 1 4 1 8 20 53
Comment on ‘Non-Linear Value-at-Risk’ 0 0 0 0 2 3 7 13
Credit Risk Spreads in Local and Foreign Currencies 0 0 1 21 4 7 8 100
Credit Risk Spreads in Local and Foreign Currencies 0 0 0 3 7 7 11 23
Dividend policy relevance in a levered firm—The binomial case 0 0 1 6 1 2 7 36
Dynamic volatility regulation of financial institutions 0 0 1 1 4 4 10 12
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models 0 0 0 212 3 5 11 688
Financial Theory and Risk Modeling: Diverse Perspectives in Turbulent Times 0 0 0 4 1 2 10 18
Flow auctions 0 0 0 5 0 0 8 65
General Properties of Option Prices 0 0 0 211 8 9 13 498
Government Support of Investment Projects in the Private Sector: A Microeconomic Approach 0 0 0 0 1 1 4 213
How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages? 0 0 0 12 4 7 13 60
ISRAELI TREASURY AUCTION REFORM 0 0 0 5 3 6 19 82
Introduction 0 0 0 1 1 3 4 13
Introduction to the Special Issue: Transforming the Future of Finance and Risk Management 1 2 4 4 2 3 17 17
Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty 0 0 0 7 2 3 11 23
Limiting differences between forward and futures prices in a Lucas consumption model 0 0 0 40 2 3 8 226
Liquidation triggers and the valuation of equity and debt 1 2 2 109 4 7 19 383
Modern Corporate Finance (MCF) and the Rise of the Contingent Claims Analysis (CCA) Era 0 1 10 10 3 4 18 18
On the failure of mutual fund industry regulation 0 0 0 11 4 7 19 68
Prospect theory and utility theory: Temporary versus permanent attitude toward risk 0 0 1 34 5 8 9 217
Regulating cash holdings: Assessing lost returns in mutual funds✰ 0 0 0 0 5 7 19 21
Solvency II and the Solvency Capital Requirement for Insurance Firms in Israel 0 0 1 8 4 7 12 54
Stakeholders and the composition of the voting rights of the board of directors 0 0 0 15 2 4 6 167
Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions 0 0 0 51 0 1 10 215
Stock markets and female participation in the labor force 0 0 1 7 1 1 12 66
The estimation of nominal and real yield curves from government bonds in Israel 0 0 1 1 4 5 11 11
The exclamation mark of Cain: Risk salience and mutual fund flows 0 0 0 5 1 4 12 32
The value of Value-at-Risk: A theoretical approach to the pricing and performance of risk measurement systems 0 0 0 29 0 0 10 133
Trading ESG vs. Trading E, S, and G Separately: An Exploratory Research 1 1 5 5 20 22 45 45
Total Journal Articles 5 9 35 972 104 166 427 4,208
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 8 13 46
Accounting Values versus Market Values and Earnings Management in Banks 0 0 0 3 1 1 5 36
Contingent Claims Analysis in Corporate Finance 0 0 7 14 4 5 25 46
Heuristics and Biases in the Israeli Mortgage Market 0 1 1 7 5 7 7 31
Individuals Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives 0 0 1 17 1 3 9 63
Investor Sophistication and the Effect of Behavioral Biases in Structured Products Investment 0 0 2 2 1 4 16 17
Total Chapters 0 1 11 47 16 28 75 239


Statistics updated 2026-05-06