Santiago Moreno-Bromberg

Available identifiers

Publication	Date of Publication	Type
Revisiting optimal investment strategies of value-maximizing insurance firms	2021-07-06	Paper
Scale effects in dynamic contracting	2021-05-05	Paper
Trading under market impact: crossing networks interacting with dealer markets	2019-03-27	Paper
The shadow costs of repos and bank liability structure	2018-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q3130577	2018-01-23	Paper
Optimal risk and liquidity management with costly refinancing opportunities	2015-01-28	Paper
Market frictions and corporate finance: an overview paper	2014-11-26	Paper
Capital adequacy tests and limited liability of financial institutions	2014-01-14	Paper
Efficiency and equilibria in games of optimal derivative design	2013-02-26	Paper
CRRA Utility Maximization under Risk Constraints	2011-06-09	Paper
An algorithm for computing solutions of variational problems with global convexity constraints	2010-03-15	Paper
Risk minimization and optimal derivative design in a principal agent game	2009-09-18	Paper

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