Personal Details
First Name: Zvi
Middle Name:
Last Name: Wiener
Suffix:
RePEc Short-ID: pwi2
Email:
Homepage:
http://pluto.huji.ac.il/~mswiener/zvi.html
Postal Address:
Phone:
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Michael Goldstein & Paul Irvine & Eugene Kandel & Zvi Wiener, 2004.
"Brokerage Commissions and Institutional Trading Patterns,"
Discussion Paper Series
dp356, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem.
[Downloadable!]
- Dan Galai & Alon Raviv & Zvi Wiener, 2003.
"Liquidation Triggers and the Valuation of Equity and Debt,"
Finance
0305002, EconWPA.
[Downloadable!]
Published as: - Benninga, Simon & Björk, Tomas & Wiener, Zvi, 2002.
"On the Use of Numeraires in Option pricing,"
Working Paper Series in Economics and Finance
484, Stockholm School of Economics.
[Downloadable!]
- Barry O'Neill & Dov Samet & Zvi Wiener & Eyal Winter, 2001.
"Bargaining with an Agenda,"
Game Theory and Information
0110004, EconWPA.
[Downloadable!]
Other versions:
Published as:
- 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.
[Downloadable!] (restricted)
- Zohar Goshen & Zvi Wiener, 2000.
"The Value of the Freezeout Option,"
Berkeley Olin Program in Law & Economics, Working Paper Series
1012, Berkeley Olin Program in Law & Economics.
[Downloadable!]
- Bruce D. Grundy & Zvi Wiener, .
"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.
- Zvi Wiener & Simon Benninga & Aris Protopapadakis, .
"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.
Published as:
- 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.
[Downloadable!] (restricted)
- Yaacov Z. Bergman & Bruce D. Grundy & Zvi Wiener, .
"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.
Other versions: - Yaacov Z. Bergman & Bruce D. Grundy & Zvi Wiener, .
"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.
Articles
- 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.
[Downloadable!] (restricted)
- Jakša Cvitanić & Zvi Wiener & Fernando Zapatero, 2008.
"Analytic Pricing of Employee Stock Options,"
Review of Financial Studies,
Oxford University Press for Society for Financial Studies, vol. 21(2), pages 683-724, April.
[Downloadable!] (restricted)
- 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.
[Downloadable!] (restricted)
Other versions: - 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.
[Downloadable!] (restricted)
- 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.
[Downloadable!] (restricted)
Other versions: - 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.
- 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.
[Downloadable!] (restricted)
Other versions: - Levy, Haim & Wiener, Zvi, 1998.
"Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions,"
Journal of Risk and Uncertainty,
Springer, vol. 16(2), pages 147-63, May-June.
[Downloadable!] (restricted)
- 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.
[Downloadable!] (restricted)
NEP Fields
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-ACC: Accounting & Auditing (1) 2004-05-02
- NEP-CFN: Corporate Finance (1) 2003-05-29
- NEP-IFN: International Finance (1) 2002-01-22
- NEP-POL: Positive Political Economics (1) 2003-05-29
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This page was last updated on 2009-11-24.
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