Details about Zvi Wiener

Access statistics for papers by Zvi Wiener.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pwi2

Working Papers

2019

1. The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows
   Bank of Israel Working Papers, Bank of Israel View citations (1)
   See also Journal Article The exclamation mark of Cain: Risk salience and mutual fund flows, Journal of Banking & Finance, Elsevier (2022) View citations (17) (2022)

2013

2. Israeli Treasury Auction Reform
   Bank of Israel Working Papers, Bank of Israel
   See also Journal Article ISRAELI TREASURY AUCTION REFORM, Israel Economic Review, Bank of Israel (2018) View citations (1) (2018)

2009

3. Credit Risk Spreads in Local and Foreign Currencies
   IMF Working Papers, International Monetary Fund View citations (1)
   See also Journal Article Credit Risk Spreads in Local and Foreign Currencies, Journal of Money, Credit and Banking, Blackwell Publishing (2012) (2012)

2006

4. The Estimation of Nominal and Real Yield Curves from Government
   Bank of Israel Working Papers, Bank of Israel

2004

5. Brokerage Commissions and Institutional Trading Patterns
   Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem View citations (8)
   See also Journal Article Brokerage Commissions and Institutional Trading Patterns, The Review of Financial Studies, Society for Financial Studies (2009) View citations (75) (2009)

2003

6. Liquidation Triggers and the Valuation of Equity and Debt
   Finance, University Library of Munich, Germany View citations (5)
   See also Journal Article Liquidation triggers and the valuation of equity and debt, Journal of Banking & Finance, Elsevier (2007) View citations (23) (2007)

2002

7. Bargaining with an Agenda
   Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem View citations (4)
   Also in Game Theory and Information, University Library of Munich, Germany (2001) View citations (6)
   See also Journal Article Bargaining with an agenda, Games and Economic Behavior, Elsevier (2004) View citations (22) (2004)
8. On the Use of Numeraires in Option pricing
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (16)

2000

9. A GUARANTEED-RETURN CONTRACT FOR PENSION FUNDS’ INVESTMENTS IN THE CAPITAL MARKET
   Bank of Israel Working Papers, Bank of Israel
10. The Value of the Freezeout Option
    Berkeley Olin Program in Law & Economics, Working Paper Series, Berkeley Olin Program in Law & Economics View citations (1)

Undated

11. General Properties of Option Prices (Revision of 11-95) (Reprint 058)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (63)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
12. Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    See also Journal Article Limiting differences between forward and futures prices in a Lucas consumption model, Journal of International Financial Markets, Institutions and Money, Elsevier (2000) (2000)
13. The Analysis of VAR, Deltas and State Prices: A New Approach
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (3)
14. Theory of Rational Option Pricing: II (Revised: 1-96)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (3)

Journal Articles

2024

1. Dynamic volatility regulation of financial institutions
   Finance Research Letters, 2024, 61, (C)
2. Regulating cash holdings: Assessing lost returns in mutual funds✰
   Finance Research Letters, 2024, 62, (PB)

2023

3. Financial Theory and Risk Modeling: Diverse Perspectives in Turbulent Times
   Quarterly Journal of Finance (QJF), 2023, 13, (02), 1-5

2022

4. Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty
   Quarterly Journal of Finance (QJF), 2022, 12, (01), 1-6
5. The exclamation mark of Cain: Risk salience and mutual fund flows
   Journal of Banking & Finance, 2022, 134, (C) View citations (17)
   See also Working Paper The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows, Bank of Israel Working Papers (2019) View citations (1) (2019)

2021

6. Stock markets and female participation in the labor force
   Journal of International Financial Markets, Institutions and Money, 2021, 74, (C) View citations (5)

2020

7. By the light of day: The effect of the switch to winter time on stock markets
   Journal of International Financial Markets, Institutions and Money, 2020, 65, (C) View citations (7)

2019

8. On the failure of mutual fund industry regulation
   Emerging Markets Review, 2019, 38, (C), 51-72 View citations (10)

2018

9. Dividend policy relevance in a levered firm—The binomial case
   Economics Letters, 2018, 172, (C), 78-80 View citations (2)
10. ISRAELI TREASURY AUCTION REFORM
    Israel Economic Review, 2018, 16, (1), 41-61 View citations (1)
    See also Working Paper Israeli Treasury Auction Reform, Bank of Israel Working Papers (2013) (2013)
11. Introduction
    Quarterly Journal of Finance (QJF), 2018, 08, (04), 1-4

2017

12. Flow auctions
    International Journal of Game Theory, 2017, 46, (3), 655-665

2016

13. How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages?
    Quarterly Journal of Finance (QJF), 2016, 06, (04), 1-21 View citations (6)

2013

14. Prospect theory and utility theory: Temporary versus permanent attitude toward risk
    Journal of Economics and Business, 2013, 68, (C), 1-23 View citations (5)

2012

15. Credit Risk Spreads in Local and Foreign Currencies
    Journal of Money, Credit and Banking, 2012, 44, (5), 883-901
    Also in Journal of Money, Credit and Banking, 2012, 44, (5), 883-901 (2012) View citations (12)
    See also Working Paper Credit Risk Spreads in Local and Foreign Currencies, IMF Working Papers (2009) View citations (1) (2009)
16. The value of Value-at-Risk: A theoretical approach to the pricing and performance of risk measurement systems
    Journal of Economics and Business, 2012, 64, (3), 199-213

2009

17. Brokerage Commissions and Institutional Trading Patterns
    The Review of Financial Studies, 2009, 22, (12), 5175-5212 View citations (75)
    See also Working Paper Brokerage Commissions and Institutional Trading Patterns, Discussion Paper Series (2004) View citations (8) (2004)

2008

18. Analytic Pricing of Employee Stock Options
    The Review of Financial Studies, 2008, 21, (2), 683-724 View citations (30)
19. Stakeholders and the composition of the voting rights of the board of directors
    Journal of Corporate Finance, 2008, 14, (2), 107-117 View citations (8)

2007

20. Liquidation triggers and the valuation of equity and debt
    Journal of Banking & Finance, 2007, 31, (12), 3604-3620 View citations (23)
    See also Working Paper Liquidation Triggers and the Valuation of Equity and Debt, Finance (2003) View citations (5) (2003)
21. Solvency II and the Solvency Capital Requirement for Insurance Firms in Israel
    Israel Economic Review, 2007, 5, (2), 33-53

2006

22. The estimation of nominal and real yield curves from government bonds in Israel
    Journal of Risk Finance, 2006, 7, (5), 488-502

2005

23. Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models
    Review of Derivatives Research, 2005, 7, (3), 213-239 View citations (1)

2004

24. Bargaining with an agenda
    Games and Economic Behavior, 2004, 48, (1), 139-153 View citations (22)
    See also Working Paper Bargaining with an Agenda, Discussion Paper Series (2002) View citations (4) (2002)

2003

25. Government Support of Investment Projects in the Private Sector: A Microeconomic Approach
    Financial Management, 2003, 32, (3) View citations (4)

2000

26. Limiting differences between forward and futures prices in a Lucas consumption model
    Journal of International Financial Markets, Institutions and Money, 2000, 10, (2), 151-161
    See also Working Paper Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model, Rodney L. White Center for Financial Research Working Papers

1999

27. Comment on ‘Non-Linear Value-at-Risk’
    Review of Finance, 1999, 2, (2), 189-193

1998

28. Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions
    Journal of Risk and Uncertainty, 1998, 16, (2), 147-63 View citations (61)

1996

29. General Properties of Option Prices
    Journal of Finance, 1996, 51, (5), 1573-1610 View citations (82)

Edited books

2023

1. Options — 45 Years since the Publication of the Black–Scholes–Merton Model:The Gershon Fintech Center Conference
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

2019

2. World Scientific Reference on Contingent Claims Analysis in Corporate Finance:(In 4 Volumes)Volume 1: Foundations of CCA and Equity ValuationVolume 2: Corporate Debt Valuation with CCAVolume 3: Empirical Testing and Applications of CCAVolume 4: Contingent Claims Approach for Banks and Sovereign Debt
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

2012

3. Bridging the GAAP:Recent Advances in Finance and Accounting
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

Chapters

2023

1. Contingent Claims Analysis in Corporate Finance
   Chapter 24 in Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, 2023, pp 495-520

2016

2. Heuristics and Biases in the Israeli Mortgage Market
   Chapter 10 in Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?, 2016, pp 261-285
3. Individuals Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives
   Chapter 2 in Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?, 2016, pp 33-65 View citations (6)

2012

4. A Balance Sheet Approach for Sovereign Debt
   Chapter 6 in Bridging The Gaap Recent Advances in Finance and Accounting, 2012, pp 123-138
5. Accounting Values versus Market Values and Earnings Management in Banks
   Chapter 3 in Bridging The Gaap Recent Advances in Finance and Accounting, 2012, pp 37-59 View citations (2)