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 4 6 22
Bargaining with an Agenda 0 0 0 186 0 10 11 564
Bargaining with an Agenda 0 0 0 50 3 9 13 248
Brokerage Commissions and Institutional Trading Patterns 0 1 1 376 4 10 15 2,287
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 1 5 10 273
General Properties of Option Prices (Revision of 11-95) (Reprint 058) 0 0 0 0 1 6 8 651
Israeli Treasury Auction Reform 0 0 0 2 2 5 7 15
Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model 0 0 0 1 2 5 7 336
Liquidation Triggers and the Valuation of Equity and Debt 0 0 0 461 1 7 8 1,672
On the Use of Numeraires in Option pricing 0 0 0 842 0 1 4 1,730
The Analysis of VAR, Deltas and State Prices: A New Approach 0 0 0 0 0 3 4 982
The Estimation of Nominal and Real Yield Curves from Government 0 0 1 4 1 3 6 21
The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows 0 0 0 19 1 6 9 47
The Value of the Freezeout Option 0 0 1 16 1 1 4 51
Theory of Rational Option Pricing: II (Revised: 1-96) 0 0 0 4 0 4 6 1,368
Total Working Papers 0 1 3 2,019 18 79 120 10,433
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 2 3 3 5 8 10
Analytic Pricing of Employee Stock Options 0 0 1 51 1 3 8 180
Bargaining with an agenda 0 0 1 34 2 5 8 153
Brokerage Commissions and Institutional Trading Patterns 1 1 2 61 1 8 15 286
By the light of day: The effect of the switch to winter time on stock markets 0 0 1 4 4 11 16 49
Comment on ‘Non-Linear Value-at-Risk’ 0 0 0 0 0 3 4 10
Credit Risk Spreads in Local and Foreign Currencies 0 0 1 21 1 1 2 94
Credit Risk Spreads in Local and Foreign Currencies 0 0 0 3 0 2 4 16
Dividend policy relevance in a levered firm—The binomial case 0 0 1 6 1 2 6 35
Dynamic volatility regulation of financial institutions 0 0 1 1 0 5 6 8
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models 0 0 1 212 1 4 8 684
Financial Theory and Risk Modeling: Diverse Perspectives in Turbulent Times 0 0 0 4 0 5 8 16
Flow auctions 0 0 0 5 0 2 8 65
General Properties of Option Prices 0 0 0 211 1 5 7 490
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 1 5 7 54
ISRAELI TREASURY AUCTION REFORM 0 0 0 5 1 10 14 77
Introduction 0 0 0 1 0 1 1 10
Introduction to the Special Issue: Transforming the Future of Finance and Risk Management 0 1 2 2 0 10 14 14
Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty 0 0 0 7 1 7 9 21
Limiting differences between forward and futures prices in a Lucas consumption model 0 0 0 40 1 3 6 224
Liquidation triggers and the valuation of equity and debt 0 0 0 107 1 9 13 377
Modern Corporate Finance (MCF) and the Rise of the Contingent Claims Analysis (CCA) Era 1 7 10 10 1 8 15 15
On the failure of mutual fund industry regulation 0 0 0 11 2 10 15 63
Prospect theory and utility theory: Temporary versus permanent attitude toward risk 0 1 1 34 2 3 3 211
Regulating cash holdings: Assessing lost returns in mutual funds✰ 0 0 0 0 1 10 13 15
Solvency II and the Solvency Capital Requirement for Insurance Firms in Israel 0 0 1 8 0 3 6 47
Stakeholders and the composition of the voting rights of the board of directors 0 0 0 15 1 3 3 164
Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions 0 0 0 51 0 7 9 214
Stock markets and female participation in the labor force 0 0 1 7 0 7 12 65
The estimation of nominal and real yield curves from government bonds in Israel 0 0 1 1 0 0 6 6
The exclamation mark of Cain: Risk salience and mutual fund flows 0 0 0 5 2 9 10 30
The value of Value-at-Risk: A theoretical approach to the pricing and performance of risk measurement systems 0 0 0 29 0 7 10 133
Trading ESG vs. Trading E, S, and G Separately: An Exploratory Research 0 2 4 4 1 15 24 24
Total Journal Articles 2 12 31 965 30 188 301 4,072
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 9 42
Accounting Values versus Market Values and Earnings Management in Banks 0 0 0 3 0 2 4 35
Contingent Claims Analysis in Corporate Finance 0 0 8 14 1 7 24 42
Heuristics and Biases in the Israeli Mortgage Market 0 0 0 6 1 1 1 25
Individuals Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives 0 0 1 17 1 3 7 61
Investor Sophistication and the Effect of Behavioral Biases in Structured Products Investment 0 1 2 2 3 10 16 16
Total Chapters 0 1 11 46 10 31 61 221

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Statistics updated 2026-03-04