Zvi Wiener | Academic Influence

Zvi Wiener's AcademicInfluence.com Rankings

Zvi Wiener

Business

#398

World Rank

#438

Historical Rank

Finance

#102

World Rank

#107

Historical Rank

business Degrees

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Business

Zvi Wiener's Degrees

PhD Finance University of Chicago

Why Is Zvi Wiener Influential?

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According to Wikipedia, Zvi Wiener is a Professor of Finance and the former dean of the Hebrew University Business School Business administration at the Hebrew University of Jerusalem. Biography Wiener has Ph.D. in mathematics from the Weizmann Institute of Science in Rehovot . He completed postdoc at the Wharton Business School of the University of Pennsylvania and then joined the Fixed Income division of Lehman Brothers in New York City. Since 1996 Wiener joined the Hebrew University faculty.

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Zvi Wiener's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

General Properties of Option Prices (1996) (247)
Brokerage Commissions and Institutional Trading Patterns (2007) (238)
Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions (1998) (118)
Theory of Rational Option Pricing: II (1999) (75)
On the Use of Numeraires in Option Pricing (2001) (46)
Bargaining with an agenda (2001) (45)
Value-at-risk (VAR) (1998) (38)
Analytic Pricing of Employee Stock Options (2006) (31)
Term structure of interest rate (1998) (29)
Liquidation Triggers and the Valuation of Equity and Debt (2003) (24)
Introduction to Var (Value-At-Risk) (1999) (19)
The Binomial Option Pricing Model (1998) (19)
How Homeowners Choose between Fixed and Adjustable Rate Mortgages? (2015) (18)
The Analysis of VAR, Deltas and State Prices: A New Approach (1996) (18)
An Investigation of Cheapest to Deliver on Treasury Bond Futures Contracts (1999) (17)
Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives (2012) (16)
Prospect Theory and Utility Theory: Temporary Versus Permanent Attitude towards Risk (2013) (15)
Government Support of Investment Projects in the Private Sector: A Microeconomic Approach (2003) (14)
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models (2003) (13)
On the failure of mutual fund industry regulation (2019) (12)
Counterparty Risk in Exchange-TradedNotes (ETNs) (2013) (11)
Accounting Values Versus Market Values and Earnings Management in Banks (2003) (10)
Investment in Financial Structured Products from a Rational Choice Perspective (2009) (9)
Binomial term structure models (1998) (8)
Investor Sophistication and the Effect of Behavioral Biases in Structured Products Investment (2012) (8)
The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows (2020) (8)
Dynamic hedging strategies (1998) (7)
The estimation of nominal and real yield curves from government bonds in Israel (2006) (7)
On the use of numeraire methods in option pricing (2002) (7)
Stakeholders and the Composition of the Voting Rights of the Board of Directors (2008) (6)
Bad Days and Good Nights: A Re-Examination of Non-Traded and Traded Period Returns (2008) (6)
By the Light of Day: The Effect of the Switch to Winter Time on Stock Markets (2019) (6)
Stock Markets and Female Participation in the Labor Force (2020) (5)
A Balance Sheet Approach for Sovereign Debt (2011) (5)
Prospect theory and utility theory: Temporary versus permanent attitude toward risk (2013) (5)
Counterparty Risk in Exchange Traded Notes (ETNs): Theory and Evidence (2012) (4)
Solvency II and the Solvency Capital Requirement for Insurance Firms in Israel (2008) (4)
An interesting matrix exponent formula (1997) (3)
Algorithms Behind Term Structure Models of Interest Rates: I. Valuation and Hedging of Interest Rates Derivatives with the Ho-Lee Model (1999) (3)
Credit Risk Spreads in Local and Foreign Currencies (2008) (3)
From formal numerical solutions of elliptic PDE's to the true ones (2000) (3)
Domestic Elasticity of Default-Free Foreign Bonds (2006) (3)
Brokerage Commissions and Information Allocation (1996) (3)
The value of Value-at-Risk: A theoretical approach to the pricing and performance of risk measurement systems (2012) (3)
Instability with Two Zero Frequencies (1993) (2)
The impact of dividend policy on the valuation of equity , debt and credit risk (2013) (2)
Comment on ‘Non-Linear Value-at-Risk’ (1999) (2)
The Analysis of Deltas , State Prices and VaR : A New Approach (1999) (2)
The Value of the Freezeout Option (2019) (2)
Credit Risk and Dividend Irrelevance (2015) (2)
LIMITING DIFFERENCES BETWEEN FORWARD AND FUTURES PRICES IN A LUCAS CONSUMPTION MODEL (2000) (1)
Instability of a non-isolated equilibrium (1992) (1)
Dividend policy relevance in a levered firm—The binomial case (2018) (1)
Bridging the Gaap: Recent Advances in Finance and Accounting (2012) (1)
The Impact of Fintechs on Financial Intermediation: A Functional Approach (2021) (1)
Algorithms Behind Term Structure Models of Interest Rates Ii: The Hull-White Trinomial Tree of Interest Rates (1999) (1)
World Scientific Reference on Contingent Claims Analysis in Corporate Finance (2018) (1)
THE IMPLEMENTATION OF VALUE AT RISK (VaR) IN ISRAEL'S BANKING SYSTEM (1999) (1)
Reversible Homeomorphisms of Functors and Questions of Reversibility (2012) (0)
Contingency Approaches to Corporate Finance: A World Scientific Reference(In 4 Volumes) (2017) (0)
Value-at-Risk ( VaR ) The authors describe how to implement VaR , the risk measurement technique widely used in financial risk management (1999) (0)
Dividend Policy Relevance in a Levered Firm — The Binomial Case (2019) (0)
FRONT MATTER (2019) (0)
Black-Scholes option pricing model to simulate hedging strategies for portfolios of derivatives and other assets (1998) (0)
Options — 45 years since the Publication of the Black–Scholes–Merton Model (2022) (0)
Introduction (2018) (0)
Flow auctions (2017) (0)
FRONT MATTER (2019) (0)
Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty (2021) (0)
Israeli Treasury Auction Reform (2013) (0)
Differences between forward and future prices in a Lucas consumption model (2000) (0)
Flow auctions (2016) (0)
Duration and Globalization (2018) (0)
Heuristics and Biases in the Israeli Mortgage Market (2016) (0)
FRONT MATTER (2019) (0)
O n the Use of Numeraires in O ption Pricing (2002) (0)
FRONT MATTER (2019) (0)
Loan Commitments (2015) (0)

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