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Zvi Wiener

Personal Details

First Name:Zvi
Middle Name:
Last Name:Wiener
Suffix:
RePEc Short-ID:pwi2
[This author has chosen not to make the email address public]
http://pluto.huji.ac.il/~mswiener/zvi.html

Affiliation

Jerusalem School of Business Administration
Hebrew University of Jerusalem

Jerusalem, Israel
http://bschool.huji.ac.il/
RePEc:edi:sbhujil (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Yevgeny Mugerman & Nadav Steinberg & Zvi Wiener, 2019. "The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows," Bank of Israel Working Papers 2019.09, Bank of Israel.
  2. Orly Sade & Roy Stein & Zvi Wiener, 2013. "Israeli Treasury Auction Reform," Bank of Israel Working Papers 2013.09, Bank of Israel.
  3. Zvi Wiener & Dan Galai, 2009. "Credit Risk Spreads in Local and Foreign Currencies," IMF Working Papers 2009/110, International Monetary Fund.
  4. Zvi Wiener & Helena Pompushko, 2006. "The Estimation of Nominal and Real Yield Curves from Government," Bank of Israel Working Papers 2006.03, Bank of Israel.
  5. Michael Goldstein & Paul Irvine & Eugene Kandel & Zvi Wiener, 2004. "Brokerage Commissions and Institutional Trading Patterns," Discussion Paper Series dp356, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  6. Dan Galai & Alon Raviv & Zvi Wiener, 2003. "Liquidation Triggers and the Valuation of Equity and Debt," Finance 0305002, University Library of Munich, Germany.
  7. Barry O'Neill & Dov Samet & Zvi Wiener & Eyal Winter, 2002. "Bargaining with an Agenda," Discussion Paper Series dp315, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  8. Benninga, Simon & Björk, Tomas & Wiener, Zvi, 2002. "On the Use of Numeraires in Option pricing," SSE/EFI Working Paper Series in Economics and Finance 484, Stockholm School of Economics.
  9. Goshen, Zohar & Wiener, Zvi, 2000. "The Value of the Freezeout Option," Berkeley Olin Program in Law & Economics, Working Paper Series qt4ts4k8gc, Berkeley Olin Program in Law & Economics.
  10. Yakov Elashvili & Meir Sokoler & Zvi Wiener & Daniel Yariv, 2000. "A Guaranteed-Return Contract For Pension Funds’ Investments In The Capital Market," Bank of Israel Working Papers 2000.03b, Bank of Israel.
    repec:cdl:oplwec:1012 is not listed on IDEAS
  11. Zvi Wiener & Simon Benninga & Aris Protopapadakis, "undated". "Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model," Rodney L. White Center for Financial Research Working Papers 17-94, Wharton School Rodney L. White Center for Financial Research.
  12. Bruce D. Grundy & Zvi Wiener, "undated". "The Analysis of VAR, Deltas and State Prices: A New Approach," Rodney L. White Center for Financial Research Working Papers 11-96, Wharton School Rodney L. White Center for Financial Research.
  13. Yaacov Z. Bergman & Bruce D. Grundy & Zvi Wiener, "undated". "Theory of Rational Option Pricing: II (Revised: 1-96)," Rodney L. White Center for Financial Research Working Papers 11-95, Wharton School Rodney L. White Center for Financial Research.
  14. Yaacov Z. Bergman & Bruce D. Grundy & Zvi Wiener, "undated". "General Properties of Option Prices (Revision of 11-95) (Reprint 058)," Rodney L. White Center for Financial Research Working Papers 01-96, Wharton School Rodney L. White Center for Financial Research.

Articles

  1. Hilscher, Jens & Raviv, Alon & Wiener, Zvi, 2024. "Dynamic volatility regulation of financial institutions," Finance Research Letters, Elsevier, vol. 61(C).
  2. Ben-Rubi, Shoham & Mugerman, Yevgeny & Wiener, Zvi, 2024. "Regulating cash holdings: Assessing lost returns in mutual funds✰," Finance Research Letters, Elsevier, vol. 62(PB).
  3. Giampaolo Gabbi & Dan Galai & Zvi Wiener, 2023. "Financial Theory and Risk Modeling: Diverse Perspectives in Turbulent Times," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-5, June.
  4. Giampaolo Gabbi & Dan Galai & Zvi Wiener, 2022. "Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 1-6, March.
  5. Mugerman, Yevgeny & Steinberg, Nadav & Wiener, Zvi, 2022. "The exclamation mark of Cain: Risk salience and mutual fund flows," Journal of Banking & Finance, Elsevier, vol. 134(C).
  6. Abudy, Menachem (Meni) & Mugerman, Yevgeny & Wiener, Zvi, 2021. "Stock markets and female participation in the labor force," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  7. Mugerman, Yevgeny & Yidov, Orr & Wiener, Zvi, 2020. "By the light of day: The effect of the switch to winter time on stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
  8. Mugerman, Yevgeny & Hecht, Yoel & Wiener, Zvi, 2019. "On the failure of mutual fund industry regulation," Emerging Markets Review, Elsevier, vol. 38(C), pages 51-72.
  9. Galai, Dan & Wiener, Zvi, 2018. "Dividend policy relevance in a levered firm—The binomial case," Economics Letters, Elsevier, vol. 172(C), pages 78-80.
  10. Orly Sade & Roy Stein & Zvi Wiener, 2018. "Israeli Treasury Auction Reform," Israel Economic Review, Bank of Israel, vol. 16(1), pages 41-61.
  11. Dan Galai & Zvi Wiener, 2018. "Introduction," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 1-4, December.
  12. Ilan Kremer & Zvi Wiener & Eyal Winter, 2017. "Flow auctions," International Journal of Game Theory, Springer;Game Theory Society, vol. 46(3), pages 655-665, August.
  13. Yevgeny Mugerman & Moran Ofir & Zvi Wiener, 2016. "How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(04), pages 1-21, December.
  14. Levy, Haim & Wiener, Zvi, 2013. "Prospect theory and utility theory: Temporary versus permanent attitude toward risk," Journal of Economics and Business, Elsevier, vol. 68(C), pages 1-23.
  15. Wiener, Zvi, 2012. "The value of Value-at-Risk: A theoretical approach to the pricing and performance of risk measurement systems," Journal of Economics and Business, Elsevier, vol. 64(3), pages 199-213.
  16. Dan Galai & Zvi Wiener, 2012. "Credit Risk Spreads in Local and Foreign Currencies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 883-901, August.
  17. Michael A. Goldstein & Paul Irvine & Eugene Kandel & Zvi Wiener, 2009. "Brokerage Commissions and Institutional Trading Patterns," The Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 5175-5212, December.
  18. Jakša Cvitanić & Zvi Wiener & Fernando Zapatero, 2008. "Analytic Pricing of Employee Stock Options," The Review of Financial Studies, Society for Financial Studies, vol. 21(2), pages 683-724, April.
  19. Galai, Dan & Wiener, Zvi, 2008. "Stakeholders and the composition of the voting rights of the board of directors," Journal of Corporate Finance, Elsevier, vol. 14(2), pages 107-117, April.
  20. Zvi Wiener, 2007. "Solvency II and the Solvency Capital Requirement for Insurance Firms in Israel," Israel Economic Review, Bank of Israel, vol. 5(2), pages 33-53.
  21. Galai, Dan & Raviv, Alon & Wiener, Zvi, 2007. "Liquidation triggers and the valuation of equity and debt," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3604-3620, December.
  22. Zvi Wiener & Helena Pompushko, 2006. "The estimation of nominal and real yield curves from government bonds in Israel," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 7(5), pages 488-502, October.
  23. Markus Leippold & Zvi Wiener, 2005. "Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models," Review of Derivatives Research, Springer, vol. 7(3), pages 213-239, October.
  24. O'Neill, Barry & Samet, Dov & Wiener, Zvi & Winter, Eyal, 2004. "Bargaining with an agenda," Games and Economic Behavior, Elsevier, vol. 48(1), pages 139-153, July.
  25. Dan Galai & Zvi Wiener, 2003. "Government Support of Investment Projects in the Private Sector: A Microeconomic Approach," Financial Management, Financial Management Association, vol. 32(3), Fall.
  26. Wiener, Zvi & Benninga, Simon & Protopapadakis, Aris, 2000. "Limiting differences between forward and futures prices in a Lucas consumption model," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(2), pages 151-161, June.
  27. Zvi Wiener, 1999. "Comment on ‘Non-Linear Value-at-Risk’," Review of Finance, European Finance Association, vol. 2(2), pages 189-193.
  28. Levy, Haim & Wiener, Zvi, 1998. "Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions," Journal of Risk and Uncertainty, Springer, vol. 16(2), pages 147-163, May-June.
  29. Bergman, Yaacov Z & Grundy, Bruce D & Wiener, Zvi, 1996. "General Properties of Option Prices," Journal of Finance, American Finance Association, vol. 51(5), pages 1573-1610, December.
    RePEc:eme:jrf000:15265940610712650 is not listed on IDEAS

Chapters

  1. M. Crouhy & D. Galai & Z. Wiener, 2023. "Contingent Claims Analysis in Corporate Finance," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 24, pages 495-520, World Scientific Publishing Co. Pte. Ltd..
  2. Moran Ofir & Zvi Wiener, 2016. "Individuals Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives," World Scientific Book Chapters, in: Itzhak Venezia (ed.), Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?, chapter 2, pages 33-65, World Scientific Publishing Co. Pte. Ltd..
  3. Moran Ofir & Yevgeny Mugerman & Zvi Wiener, 2016. "Heuristics and Biases in the Israeli Mortgage Market," World Scientific Book Chapters, in: Itzhak Venezia (ed.), Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?, chapter 10, pages 261-285, World Scientific Publishing Co. Pte. Ltd..
  4. Dan Galai & Yoram Landskroner & Alon Raviv & Zvi Wiener, 2012. "A Balance Sheet Approach for Sovereign Debt," World Scientific Book Chapters, in: Itzhak Venezia & Zvi Wiener (ed.), Bridging The Gaap Recent Advances in Finance and Accounting, chapter 6, pages 123-138, World Scientific Publishing Co. Pte. Ltd..
  5. Dan Galai & Eyal Sulganik & Zvi Wiener, 2012. "Accounting Values versus Market Values and Earnings Management in Banks," World Scientific Book Chapters, in: Itzhak Venezia & Zvi Wiener (ed.), Bridging The Gaap Recent Advances in Finance and Accounting, chapter 3, pages 37-59, World Scientific Publishing Co. Pte. Ltd..

Books

  1. David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), 2023. "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., number 12822, August.
  2. Michel Crouhy & Dan Galai & Zvi Wiener (ed.), 2019. "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: Empiri," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9857, August.
  3. Itzhak Venezia & Zvi Wiener (ed.), 2012. "Bridging the GAAP:Recent Advances in Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8136, August.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ACC: Accounting and Auditing (1) 2004-05-02
  2. NEP-CFN: Corporate Finance (1) 2003-05-29
  3. NEP-FMK: Financial Markets (1) 2019-11-25
  4. NEP-IFN: International Finance (1) 2002-01-22
  5. NEP-POL: Positive Political Economics (1) 2003-05-29

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