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 1 3 0 2 4 6
Bargaining with an Agenda 0 0 1 185 0 1 8 549
Bargaining with an Agenda 0 0 0 50 0 1 8 229
Brokerage Commissions and Institutional Trading Patterns 0 0 1 368 2 6 22 2,230
Credit Risk Spreads in Local and Foreign Currencies 0 0 3 55 1 2 8 163
General Properties of Option Prices (Revision of 11-95) (Reprint 058) 0 0 0 0 0 0 3 262
General Properties of Option Prices (Revision of 11-95) (Reprint 058) 0 0 0 0 1 1 7 641
Israeli Treasury Auction Reform 0 0 0 0 0 0 0 1
Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model 0 0 0 1 0 1 4 326
Liquidation Triggers and the Valuation of Equity and Debt 0 0 1 460 2 4 22 1,638
On the Use of Numeraires in Option pricing 1 1 3 838 2 3 13 1,708
The Analysis of VAR, Deltas and State Prices: A New Approach 0 0 0 0 1 1 6 971
The Estimation of Nominal and Real Yield Curves from Government 0 0 0 0 0 0 2 5
The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows 0 1 2 16 1 3 15 21
The Value of the Freezeout Option 0 0 0 14 1 1 8 42
Theory of Rational Option Pricing: II (Revised: 1-96) 0 0 0 4 0 0 1 1,349
Total Working Papers 1 2 12 1,994 11 26 131 10,141

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analytic Pricing of Employee Stock Options 0 0 2 44 0 1 16 156
Bargaining with an agenda 0 0 0 31 0 2 5 139
Brokerage Commissions and Institutional Trading Patterns 0 0 1 50 1 4 15 239
By the light of day: The effect of the switch to winter time on stock markets 0 1 1 1 0 2 5 5
Comment on ‘Non-Linear Value-at-Risk’ 0 0 0 0 0 1 2 4
Credit Risk Spreads in Local and Foreign Currencies 0 0 1 17 1 3 7 83
Credit Risk Spreads in Local and Foreign Currencies 0 0 0 0 0 0 0 0
Dividend policy relevance in a levered firm—The binomial case 0 0 2 3 1 3 11 19
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models 0 0 0 208 0 0 2 667
Flow auctions 0 1 1 5 0 2 7 41
General Properties of Option Prices 0 2 7 201 1 4 16 455
Government Support of Investment Projects in the Private Sector: A Microeconomic Approach 0 0 0 0 0 1 9 200
How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages? 1 2 2 7 2 3 3 33
ISRAELI TREASURY AUCTION REFORM 0 0 1 1 1 2 15 24
Introduction 0 0 0 1 0 0 1 9
Limiting differences between forward and futures prices in a Lucas consumption model 0 0 0 40 0 1 3 216
Liquidation triggers and the valuation of equity and debt 0 2 2 95 3 5 9 336
On the failure of mutual fund industry regulation 0 0 0 1 1 3 9 18
Prospect theory and utility theory: Temporary versus permanent attitude toward risk 0 1 2 32 2 5 7 189
Solvency II and the Solvency Capital Requirement for Insurance Firms in Israel 0 0 0 1 1 2 8 14
Stakeholders and the composition of the voting rights of the board of directors 0 0 1 14 0 1 8 155
Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions 0 0 0 48 1 2 5 194
The value of Value-at-Risk: A theoretical approach to the pricing and performance of risk measurement systems 0 1 2 27 1 2 9 117
Total Journal Articles 1 10 25 827 16 49 172 3,313

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 1 3 2 3 9 26
Accounting Values versus Market Values and Earnings Management in Banks 0 0 0 3 0 0 3 27
Heuristics and Biases in the Israeli Mortgage Market 0 0 1 1 1 1 6 12
Individuals Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives 0 0 1 5 0 0 11 23
Total Chapters 0 0 3 12 3 4 29 88

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Statistics updated 2021-01-03