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 1 10 27
Bargaining with an Agenda 0 0 0 186 2 2 18 571
Bargaining with an Agenda 0 0 0 50 0 0 17 254
Brokerage Commissions and Institutional Trading Patterns 0 1 2 377 0 4 21 2,295
Credit Risk Spreads in Local and Foreign Currencies 0 0 0 55 0 0 5 171
General Properties of Option Prices (Revision of 11-95) (Reprint 058) 0 0 0 0 0 0 9 653
General Properties of Option Prices (Revision of 11-95) (Reprint 058) 0 0 0 0 0 0 11 275
Israeli Treasury Auction Reform 0 0 0 2 0 0 8 16
Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model 0 0 0 1 0 0 10 339
Liquidation Triggers and the Valuation of Equity and Debt 0 0 0 461 1 1 11 1,675
On the Use of Numeraires in Option pricing 0 0 0 842 0 4 10 1,736
The Analysis of VAR, Deltas and State Prices: A New Approach 0 0 0 0 0 1 6 984
The Estimation of Nominal and Real Yield Curves from Government 0 0 0 4 0 0 6 23
The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows 0 0 0 19 0 0 14 53
The Value of the Freezeout Option 0 0 0 16 0 0 3 51
Theory of Rational Option Pricing: II (Revised: 1-96) 0 0 0 4 0 0 7 1,369
Total Working Papers 0 1 2 2,020 4 13 166 10,492
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 1 4 0 1 9 14
Analytic Pricing of Employee Stock Options 0 0 3 53 0 1 12 185
Bargaining with an agenda 0 0 1 35 0 1 8 155
Brokerage Commissions and Institutional Trading Patterns 1 1 3 62 2 4 21 293
By the light of day: The effect of the switch to winter time on stock markets 0 0 0 4 0 1 20 54
Comment on ‘Non-Linear Value-at-Risk’ 0 0 0 0 0 0 7 13
Credit Risk Spreads in Local and Foreign Currencies 0 0 0 3 0 0 11 23
Credit Risk Spreads in Local and Foreign Currencies 0 0 1 21 1 1 9 101
Dividend policy relevance in a levered firm—The binomial case 0 0 0 6 0 0 4 36
Dynamic volatility regulation of financial institutions 0 0 0 1 0 0 9 12
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models 0 0 0 212 0 1 12 689
Financial Theory and Risk Modeling: Diverse Perspectives in Turbulent Times 0 0 0 4 0 1 9 20
Flow auctions 0 0 0 5 1 1 7 66
General Properties of Option Prices 0 0 0 211 0 1 14 499
Government Support of Investment Projects in the Private Sector: A Microeconomic Approach 0 0 0 0 0 1 3 214
How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages? 2 3 3 15 2 5 18 66
ISRAELI TREASURY AUCTION REFORM 0 0 0 5 0 1 19 83
Introduction 0 0 0 1 0 1 6 15
Introduction to the Special Issue: Transforming the Future of Finance and Risk Management 0 0 4 4 0 1 19 19
Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty 0 0 0 7 0 0 12 26
Limiting differences between forward and futures prices in a Lucas consumption model 0 0 0 40 0 2 10 228
Liquidation triggers and the valuation of equity and debt 0 0 2 109 0 0 20 386
Modern Corporate Finance (MCF) and the Rise of the Contingent Claims Analysis (CCA) Era 0 0 10 10 0 1 19 19
On the failure of mutual fund industry regulation 0 0 0 11 0 1 16 69
Prospect theory and utility theory: Temporary versus permanent attitude toward risk 0 0 1 34 0 1 10 218
Regulating cash holdings: Assessing lost returns in mutual funds✰ 0 0 0 0 0 0 19 22
Solvency II and the Solvency Capital Requirement for Insurance Firms in Israel 0 1 2 9 0 3 15 57
Stakeholders and the composition of the voting rights of the board of directors 0 0 0 15 0 0 6 167
Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions 0 0 0 51 1 2 12 217
Stock markets and female participation in the labor force 0 0 0 7 2 3 15 70
The estimation of nominal and real yield curves from government bonds in Israel 0 0 0 1 0 1 10 12
The exclamation mark of Cain: Risk salience and mutual fund flows 0 0 0 5 0 0 14 35
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 2 8 8 1 3 57 57
Total Journal Articles 4 7 39 982 10 39 462 4,273
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 1 1 14 48
Accounting Values versus Market Values and Earnings Management in Banks 0 0 0 3 0 0 5 37
Contingent Claims Analysis in Corporate Finance 0 1 2 15 1 6 26 56
Heuristics and Biases in the Israeli Mortgage Market 0 0 2 8 0 0 8 32
Individuals Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives 0 1 2 18 0 1 9 64
Investor Sophistication and the Effect of Behavioral Biases in Structured Products Investment 0 0 2 2 0 2 17 21
Total Chapters 0 2 8 50 2 10 79 258

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Statistics updated 2026-09-10