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 2 4 10 26
Bargaining with an Agenda 0 0 0 186 0 5 16 569
Bargaining with an Agenda 0 0 0 50 0 6 19 254
Brokerage Commissions and Institutional Trading Patterns 0 0 1 376 1 4 19 2,291
Credit Risk Spreads in Local and Foreign Currencies 0 0 0 55 0 5 6 171
General Properties of Option Prices (Revision of 11-95) (Reprint 058) 0 0 0 0 1 2 11 275
General Properties of Option Prices (Revision of 11-95) (Reprint 058) 0 0 0 0 1 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 1 2 6 1,732
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 1 2 8 23
The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows 0 0 0 19 1 6 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 8 46 161 10,479
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 3 8 13
Analytic Pricing of Employee Stock Options 1 2 3 53 1 4 12 184
Bargaining with an agenda 1 1 1 35 1 1 8 154
Brokerage Commissions and Institutional Trading Patterns 0 0 2 61 0 3 17 289
By the light of day: The effect of the switch to winter time on stock markets 0 0 0 4 0 4 19 53
Comment on ‘Non-Linear Value-at-Risk’ 0 0 0 0 0 3 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 6 8 100
Dividend policy relevance in a levered firm—The binomial case 0 0 1 6 0 1 7 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 4 11 688
Financial Theory and Risk Modeling: Diverse Perspectives in Turbulent Times 0 0 0 4 1 3 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 0 1 4 213
How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages? 0 0 0 12 1 7 14 61
ISRAELI TREASURY AUCTION REFORM 0 0 0 5 0 5 19 82
Introduction 0 0 0 1 1 4 5 14
Introduction to the Special Issue: Transforming the Future of Finance and Risk Management 0 2 4 4 1 4 18 18
Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty 0 0 0 7 3 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 2 2 109 3 9 22 386
Modern Corporate Finance (MCF) and the Rise of the Contingent Claims Analysis (CCA) Era 0 0 10 10 0 3 18 18
On the failure of mutual fund industry regulation 0 0 0 11 0 5 19 68
Prospect theory and utility theory: Temporary versus permanent attitude toward risk 0 0 1 34 0 6 9 217
Regulating cash holdings: Assessing lost returns in mutual funds✰ 0 0 0 0 1 7 20 22
Solvency II and the Solvency Capital Requirement for Insurance Firms in Israel 0 0 1 8 0 7 12 54
Stakeholders and the composition of the voting rights of the board of directors 0 0 0 15 0 3 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 2 13 67
The estimation of nominal and real yield curves from government bonds in Israel 0 0 1 1 0 5 11 11
The exclamation mark of Cain: Risk salience and mutual fund flows 0 0 0 5 3 5 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 6 6 9 30 54 54
Total Journal Articles 3 10 36 975 26 162 450 4,234
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 5 14 47
Accounting Values versus Market Values and Earnings Management in Banks 0 0 0 3 1 2 5 37
Contingent Claims Analysis in Corporate Finance 0 0 6 14 4 8 26 50
Heuristics and Biases in the Israeli Mortgage Market 1 2 2 8 1 7 8 32
Individuals Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives 0 0 1 17 0 2 9 63
Investor Sophistication and the Effect of Behavioral Biases in Structured Products Investment 0 0 2 2 2 3 17 19
Total Chapters 1 2 11 48 9 27 79 248

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04