Santiago Moreno-Bromberg

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Revisiting optimal investment strategies of value-maximizing insurance firms Insurance Mathematics & Economics	2021-07-06	Paper
Scale effects in dynamic contracting Mathematics and Financial Economics	2021-05-05	Paper
Trading under market impact: crossing networks interacting with dealer markets Journal of Economic Dynamics and Control	2019-03-27	Paper
The shadow costs of repos and bank liability structure Journal of Economic Dynamics and Control	2018-08-10	Paper
Continuous-time models in corporate finance, banking, and insurance. A user's guide	2018-01-23	Paper
Optimal risk and liquidity management with costly refinancing opportunities Insurance Mathematics & Economics	2015-01-28	Paper
Market frictions and corporate finance: an overview paper Mathematics and Financial Economics	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 Mathematics and Financial Economics	2013-02-26	Paper
Efficiency and equilibria in games of optimal derivative design Mathematics and Financial Economics	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 Numerische Mathematik	2010-03-15	Paper
Risk minimization and optimal derivative design in a principal agent game Mathematics and Financial Economics	2009-09-18	Paper

Research outcomes over time

This page was built for person: Santiago Moreno-Bromberg