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 0 3 10 26
Bargaining with an Agenda 0 0 0 186 0 4 16 569
Bargaining with an Agenda 0 0 0 50 0 4 18 254
Brokerage Commissions and Institutional Trading Patterns 0 0 1 376 3 7 22 2,294
Credit Risk Spreads in Local and Foreign Currencies 0 0 0 55 0 3 6 171
General Properties of Option Prices (Revision of 11-95) (Reprint 058) 0 0 0 0 0 2 11 275
General Properties of Option Prices (Revision of 11-95) (Reprint 058) 0 0 0 0 0 2 9 653
Israeli Treasury Auction Reform 0 0 0 2 0 1 8 16
Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model 0 0 0 1 0 3 10 339
Liquidation Triggers and the Valuation of Equity and Debt 0 0 0 461 0 2 10 1,674
On the Use of Numeraires in Option pricing 0 0 0 842 3 4 9 1,735
The Analysis of VAR, Deltas and State Prices: A New Approach 0 0 0 0 0 1 5 983
The Estimation of Nominal and Real Yield Curves from Government 0 0 1 4 0 1 7 23
The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows 0 0 0 19 0 5 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 1 7 1,369
Total Working Papers 0 0 2 2,019 6 43 165 10,485
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 1 1 4 0 2 8 13
Analytic Pricing of Employee Stock Options 0 2 3 53 0 3 12 184
Bargaining with an agenda 0 1 1 35 0 1 8 154
Brokerage Commissions and Institutional Trading Patterns 0 0 2 61 0 1 17 289
By the light of day: The effect of the switch to winter time on stock markets 0 0 0 4 0 1 19 53
Comment on ‘Non-Linear Value-at-Risk’ 0 0 0 0 0 2 7 13
Credit Risk Spreads in Local and Foreign Currencies 0 0 0 3 0 7 11 23
Credit Risk Spreads in Local and Foreign Currencies 0 0 1 21 0 4 8 100
Dividend policy relevance in a levered firm—The binomial case 0 0 0 6 0 1 6 36
Dynamic volatility regulation of financial institutions 0 0 1 1 0 4 10 12
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models 0 0 0 212 0 3 11 688
Financial Theory and Risk Modeling: Diverse Perspectives in Turbulent Times 0 0 0 4 0 2 11 19
Flow auctions 0 0 0 5 0 0 8 65
General Properties of Option Prices 0 0 0 211 0 8 13 498
Government Support of Investment Projects in the Private Sector: A Microeconomic Approach 0 0 0 0 1 2 4 214
How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages? 1 1 1 13 3 8 17 64
ISRAELI TREASURY AUCTION REFORM 0 0 0 5 0 3 19 82
Introduction 0 0 0 1 0 2 5 14
Introduction to the Special Issue: Transforming the Future of Finance and Risk Management 0 1 4 4 0 3 18 18
Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty 0 0 0 7 0 5 14 26
Limiting differences between forward and futures prices in a Lucas consumption model 0 0 0 40 0 2 8 226
Liquidation triggers and the valuation of equity and debt 0 1 2 109 0 7 22 386
Modern Corporate Finance (MCF) and the Rise of the Contingent Claims Analysis (CCA) Era 0 0 10 10 1 4 19 19
On the failure of mutual fund industry regulation 0 0 0 11 0 4 19 68
Prospect theory and utility theory: Temporary versus permanent attitude toward risk 0 0 1 34 0 5 9 217
Regulating cash holdings: Assessing lost returns in mutual funds✰ 0 0 0 0 0 6 20 22
Solvency II and the Solvency Capital Requirement for Insurance Firms in Israel 1 1 2 9 2 6 14 56
Stakeholders and the composition of the voting rights of the board of directors 0 0 0 15 0 2 6 167
Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions 0 0 0 51 1 1 11 216
Stock markets and female participation in the labor force 0 0 0 7 0 2 12 67
The estimation of nominal and real yield curves from government bonds in Israel 0 0 1 1 0 4 11 11
The exclamation mark of Cain: Risk salience and mutual fund flows 0 0 0 5 0 4 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 0 2 6 6 0 29 54 54
Total Journal Articles 2 10 36 977 8 138 455 4,242
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 0 5 14 47
Accounting Values versus Market Values and Earnings Management in Banks 0 0 0 3 0 2 5 37
Contingent Claims Analysis in Corporate Finance 0 0 6 14 3 11 28 53
Heuristics and Biases in the Israeli Mortgage Market 0 1 2 8 0 6 8 32
Individuals Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives 1 1 2 18 1 2 10 64
Investor Sophistication and the Effect of Behavioral Biases in Structured Products Investment 0 0 2 2 0 3 16 19
Total Chapters 1 2 12 49 4 29 81 252

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Statistics updated 2026-07-10