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Zvi Wiener

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This is information that was supplied by Zvi Wiener in registering through RePEc. If you are Zvi Wiener , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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

Jerusalem School of Business Administration
Hebrew University of Jerusalem
Location: Jerusalem, Israel
Homepage: http://bschool.huji.ac.il/
Email:
Phone:
Fax:
Postal: Mt. Scopus, 91905 Jerusalem
Handle: RePEc:edi:sbhujil (more details at EDIRC)

Works

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Working papers

  1. Zvi Wiener & Dan Galai, 2009. "Credit Risk Spreads in Local and Foreign Currencies," IMF Working Papers 09/110, International Monetary Fund.
  2. Michael Goldstein & Paul Irvine & Eugene Kandel & Zvi Wiener, 2004. "Brokerage Commissions and Institutional Trading Patterns," Discussion Paper Series dp356, The Center for the Study of Rationality, Hebrew University, Jerusalem.
  3. Dan Galai & Alon Raviv & Zvi Wiener, 2003. "Liquidation Triggers and the Valuation of Equity and Debt," Finance 0305002, EconWPA.
  4. 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.
  5. Barry O'Neill & Dov Samet & Zvi Wiener & Eyal Winter, 2001. "Bargaining with an Agenda," Game Theory and Information 0110004, EconWPA.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.

Articles

  1. 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.
  2. 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, 08.
  3. 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.
  4. Michael A. Goldstein & Paul Irvine & Eugene Kandel & Zvi Wiener, 2009. "Brokerage Commissions and Institutional Trading Patterns," Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 5175-5212, December.
  5. 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.
  6. Jakša Cvitanić & Zvi Wiener & Fernando Zapatero, 2008. "Analytic Pricing of Employee Stock Options," Review of Financial Studies, Society for Financial Studies, vol. 21(2), pages 683-724, April.
  7. 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.
  8. 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, vol. 7(5), pages 488-502, November.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2004-05-02
  2. NEP-CFN: Corporate Finance (1) 2003-05-29
  3. NEP-IFN: International Finance (1) 2002-01-22
  4. NEP-POL: Positive Political Economics (1) 2003-05-29
  5. NEP-RMG: Risk Management (1) 2009-10-10

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