Zvi Wiener

Hebrew University of Jerusalem - Jerusalem School of Business Administration

Mount Scopus

Jerusalem, 91905

Israel

http://pluto.mscc.huji.ac.il/~mswiener/zvi.html

SCHOLARLY PAPERS

35

DOWNLOADS
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in Total Papers Downloads

12,850

SSRN CITATIONS
Rank 14,294

SSRN RANKINGS

Top 14,294

in Total Papers Citations

55

CROSSREF CITATIONS

27

Scholarly Papers (35)

1.

Algorithms Behind Term Structure Models of Interest Rates Ii: The Hull-White Trinomial Tree of Interest Rates

Hebrew University Working Paper No. int071899
Number of pages: 17 Posted: 30 Nov 2001
Markus Leippold and Zvi Wiener
University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 2,207 (8,511)

Abstract:

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2.

Algorithms Behind Term Structure Models of Interest Rates: I. Valuation and Hedging of Interest Rates Derivatives with the Ho-Lee Model

Number of pages: 22 Posted: 30 Nov 2001
Markus Leippold and Zvi Wiener
University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 1,527 (15,381)
Citation 1

Abstract:

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3.

Accounting Values Versus Market Values and Earnings Management in Banks

Number of pages: 26 Posted: 18 Nov 2003
Dan Galai, Eyal Sulganik and Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 1,403 (17,542)
Citation 3

Abstract:

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earnings management, banks, book values, market values, capital requirements

4.

Liquidation Triggers and the Valuation of Equity and Debt

Number of pages: 35 Posted: 03 Aug 2005
Dan Galai, Alon Raviv and Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 1,213 (21,812)
Citation 16

Abstract:

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default, bankruptcy, liquidation trigger, debt pricing, distress threshold

5.

Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models

Number of pages: 34 Posted: 21 May 2003
Markus Leippold and Zvi Wiener
University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 1,092 (25,447)
Citation 2

Abstract:

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Short Rate Models, Trinomial Trees, Forward Measure

6.
Downloads 883 ( 34,362)
Citation 9

On the Use of Numeraires in Option Pricing

Number of pages: 25 Posted: 20 Jan 2002
Tomas Bjork, Simon Benninga and Zvi Wiener
Stockholm School of Economics - Swedish House of Finance, Tel Aviv University - Faculty of Management and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 883 (33,861)
Citation 9

Abstract:

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Options, Numeraire, Convertible Bonds, Employee Stock Options, Currency Options

On the Use of Numeraires in Option Pricing

Posted: 20 Jan 2003
Simon Benninga, Tomas Bjork and Zvi Wiener
Tel Aviv University - Faculty of Management, Stockholm School of Economics - Swedish House of Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Abstract:

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options, numeraire

Brokerage Commissions and Institutional Trading Patterns

Number of pages: 46 Posted: 12 Apr 2004 Last Revised: 04 Aug 2008
Neeley School of Business, Babson College - Finance Division, Hebrew University of Jerusalem - Department of Economics and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 775 (40,610)
Citation 31

Abstract:

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Commissions, Brokers, Institutional Trading, bunching

Brokerage Commissions and Institutional Trading Patterns

The Review of Financial Studies, Vol. 22, Issue 12, pp. 5175-5212, 2009
Posted: 24 Nov 2009
Babson College - Finance Division, Neeley School of Business, Hebrew University of Jerusalem - Department of Economics and Hebrew University of Jerusalem - Jerusalem School of Business Administration

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G23, G24

8.

Analytic Pricing of Employee Stock Options

Number of pages: 43 Posted: 03 Nov 2004
California Institute of Technology - Division of the Humanities and Social Sciences, Questrom School of Business, Boston University and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 690 (48,144)
Citation 12

Abstract:

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Employee stock options, early exercise, analytic formula

9.

The Value of the Freezeout Option

Number of pages: 43 Posted: 29 Nov 2004
Zohar Goshen and Zvi Wiener
Columbia Law School and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 647 (52,382)
Citation 2

Abstract:

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freezeout, appraisal, asymmetric information, inside information, efficient market, courts performance

10.

Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives

Number of pages: 38 Posted: 23 Dec 2012
Moran Ofir and Zvi Wiener
Interdisciplinary Center (IDC) Herzliyah and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 301 (129,369)
Citation 1

Abstract:

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structured products, behavioral finance, retail investors, securities regulation

11.

How Homeowners Choose between Fixed and Adjustable Rate Mortgages?

Number of pages: 27 Posted: 02 Mar 2013 Last Revised: 16 Nov 2015
Yevgeny Mugerman, Moran Ofir and Zvi Wiener
Bar Ilan University, Interdisciplinary Center (IDC) Herzliyah and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 299 (130,329)
Citation 3

Abstract:

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Mortgage decision making, household finance, adjustable and fixed rate mortgages, cognitive biases

12.

A Balance Sheet Approach for Sovereign Debt

Number of pages: 23 Posted: 14 Jan 2011
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Hebrew University of Jerusalem - Department of Finance and Banking, Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 278 (140,571)
Citation 1

Abstract:

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currency crisis, exchange rate, sovereign debt, jump diffusion, asset pricing

Credit Risk Spreads in Local and Foreign Currencies

Number of pages: 21 Posted: 30 Jun 2009
Dan Galai and Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 143 (258,210)

Abstract:

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Asset prices, Bonds, Capital markets, Corporate sector, Credit risk, Currencies, Debt, Debt restructuring, Economic models, Exchange rates, Sovereign debt

Credit Risk Spreads in Local and Foreign Currencies

Number of pages: 10 Posted: 04 Mar 2008
Dan Galai and Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 95 (347,057)
Citation 1

Abstract:

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credit spread, foreign debt, Merton's model

14.

Investor Sophistication and the Effect of Behavioral Biases in Structured Products Investment

Number of pages: 50 Posted: 23 Dec 2012
Moran Ofir and Zvi Wiener
Interdisciplinary Center (IDC) Herzliyah and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 217 (179,329)
Citation 2

Abstract:

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structured products, professional investors, behavioral finance, securities regulation

15.

Stakeholders and the Composition of the Voting Rights of the Board of Directors

Number of pages: 23 Posted: 28 Jan 2008
Dan Galai and Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 201 (192,553)

Abstract:

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corporate governance, stakeholders, board of directors, contingent claims

16.

Bad Days and Good Nights: A Re-Examination of Non-Traded and Traded Period Returns

Number of pages: 38 Posted: 06 Mar 2008
Zvi Wiener and Robert Tompkins
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Business School of Finance & Management (HfB) - Bankakademie Group
Downloads 193 (199,660)
Citation 2

Abstract:

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Stock Market Anomalies, Return Decomposition, Close to Open, Open to Close, Skewness, Kurtosis, Basle I, Capital Requirements, Risk Management

17.

Prospect Theory and Utility Theory: Temporary Versus Permanent Attitude towards Risk

Number of pages: 47 Posted: 26 Jan 2013
Haim Levy and Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 191 (201,594)
Citation 1

Abstract:

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Utility Theory, Prospect Theory, value function, risk attitude

18.

Credit Risk and Dividend Irrelevance

Number of pages: 29 Posted: 23 Apr 2015
Dan Galai and Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 186 (206,383)
Citation 1

Abstract:

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credit spread, dividend policy, Merton’s model

19.

Solvency II and the Solvency Capital Requirement for Insurance Firms in Israel

Israel Economic Review, Vol. 5, No. 2, pp.33-53, 2007
Number of pages: 21 Posted: 27 Nov 2012
Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 71 (409,268)

Abstract:

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20.

The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows

Journal of Banking and Finance, 2021
Number of pages: 62 Posted: 27 Dec 2018 Last Revised: 26 Oct 2021
Bar Ilan University, Bank of Israel - Research Department and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 68 (418,871)

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Mutual Funds, Regulation, Investor Attention, Investor Protection

21.

By the Light of Day: The Effect of the Switch to Winter Time on Stock Markets

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 51 Posted: 10 Oct 2018 Last Revised: 14 Oct 2019
Yevgeny Mugerman, Orr Yidov and Zvi Wiener
Bar Ilan University, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 66 (425,538)
Citation 4

Abstract:

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Investor psychology, Capital markets, Policy, Behavioral finance, Market efficiency, Winter time

22.

Loan Commitments

Number of pages: 20 Posted: 30 Sep 2015
Dan Galai and Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 50 (484,880)

Abstract:

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loan commitment, MAC clause, contingent claims analysis, Merton model

23.

Stock Markets and Female Participation in the Labor Force

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 33 Posted: 15 Jan 2020 Last Revised: 11 Mar 2021
Bar-Ilan University - Graduate School of Business Administration, Bar Ilan University and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 41 (524,832)

Abstract:

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trading volume, female participation in labor force, cross-country variation

24.

Government Support of Investment Projects in the Private Sector: A Microeconomic Approach

Number of pages: 18 Posted: 10 Jan 2005
Dan Galai and Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 13 (701,062)
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25.

The Impact of Fintechs on Financial Intermediation: A Functional Approach

Electronic version of an article published as [The Journal of FinTech, Volume 1, Number 1, 2021, 52 pages] [https://doi.org/10.1142/S270510992031001X] © [copyright World Scientific Publishing Company]
Posted: 08 Jul 2021
Michel Crouhy, Dan Galai and Zvi Wiener
Natixis, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Abstract:

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Fintech, cryptocurrencies, P2P lending, intermediation, payments, big-tech, roboadvisory, blockchain

26.

On the Failure of Mutual Fund Industry Regulation

Emerging Markets Review 38 (2019) 51-72
Posted: 06 Mar 2018 Last Revised: 24 Dec 2018
Yevgeny Mugerman, Yoel Hecht and Zvi Wiener
Bar Ilan University, SAS Institute Inc. and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Abstract:

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Mutual Fund Industry Regulation, Mutual Fund Flows, Value-at-Risk

27.

Counterparty Risk in Exchange Traded Notes (ETNs): Theory and Evidence

Posted: 11 Mar 2012
Balazs Cserna, Ariel Levy and Zvi Wiener
University of Frankfurt, Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and Hebrew University of Jerusalem - Jerusalem School of Business Administration

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credit risk, structured products, ETN, ETF, CDS, behavioral

28.

Analytic Pricing of Employee Stock Options

Review of Financial Studies, Vol. 21, Issue 2, pp. 683-724, 2008
Posted: 26 Jun 2008
affiliation not provided to SSRN, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Questrom School of Business, Boston University

Abstract:

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29.

Theory of Rational Option Pricing: Ii

Posted: 02 Oct 1999
Bruce D. Grundy and Zvi Wiener
University of Melbourne and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Abstract:

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30.

Limiting Differences between Forward and Futures Prices in a Lucas Consumption Model

Rodney L. White Center Working Paper No. 17-94
Posted: 03 Sep 1999
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Tel Aviv University - Faculty of Management and University of Southern California - Marshall School of Business - Finance and Business Economics Department

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31.

Gradual Bargaining

Washington University, Olin Working Paper Series, No. OLIN-98-02
Posted: 08 Oct 1998
Zvi Wiener and Eyal Winter
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Department of Economics

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32.

An Investigation of Cheapest to Deliver on Treasury Bond Futures Contracts

Posted: 21 Jun 1998
Zvi Wiener and Simon Benninga
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Tel Aviv University - Faculty of Management

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33.

Brokerage Commissions and Information Allocation

Posted: 11 Mar 1997
Paul J. Irvine, Eugene Kandel and Zvi Wiener
Neeley School of Business, Hebrew University of Jerusalem - Department of Economics and Hebrew University of Jerusalem - Jerusalem School of Business Administration

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34.

The Analysis of VAR, Deltas and State Prices: A New Approach

Rodney L. White Center Working Paper No. 11-96
Posted: 17 Oct 1996
Bruce D. Grundy and Zvi Wiener
University of Melbourne and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Abstract:

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General Properties of Option Prices

J. OF FINANCE, Vol. 51 No. 5, December 1996
Posted: 10 Oct 1996
Hebrew University of Jerusalem - Jerusalem School of Business Administration, University of Melbourne and Hebrew University of Jerusalem - Jerusalem School of Business Administration

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General Properties of Option Prices

Rodney L. White Center Working Paper No. 1-96
Posted: 26 Jan 1996
Hebrew University of Jerusalem - Jerusalem School of Business Administration, University of Melbourne and Hebrew University of Jerusalem - Jerusalem School of Business Administration

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Other Papers (1)

Total Downloads: 0
1.

Counterparty Risk in Exchange Traded Notes (ETNs): Theory & Evidence

Midwest Finance Association 2013 Annual Meeting Paper
Posted: 30 Aug 2012
Balazs Cserna, Ariel Levy and Zvi Wiener
University of Frankfurt, Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Abstract:

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counterparty risk, structured products, cds, ETF, ETN