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Dr. Santiago Moreno-Bromberg - Publications

Senior Research Associate

@onerom.ogaitnasbf.uzh.ch
AND-2.56, Andreasstr. 15, 8050 Zürich
+41 44 634 35 96
vCard Details Team Koch Medina Teaching Publications Conferences

Journal Articles (9)

A non-stationary model of dividend distribution in a stochastic interest-rate setting
Andrea Barth, Santiago Moreno-Bromberg, Oleg Reichmann
In: Computational Economics, Vol. 47 (No. 3), p. 447-472, 2016.


The shadow costs of repos and bank liability structure
Nataliya Klimenko, Santiago Moreno-Bromberg
In: Journal of Economic Dynamics and Control, Vol. 65, p. 1-29, 2016.


Capital adequacy tests and limited liability of financial institutions
Pablo Koch Medina, Santiago Moreno-Bromberg, Cosimo-Andrea Munari
In: Journal of Banking and Finance, Vol. 51, p. 93-102, 2015.


Market frictions and corporate finance: An overview paper
Jean-Charles Rochet, Santiago Moreno-Bromberg
In: Mathematics and Financial Economics, Vol. 8 (No. 4), p. 355-381, 2014.


Optimal risk and liquidity management with costly refinancing opportunities
Andrea Barth, Santiago Moreno-Bromberg
In: Insurance: Mathematics and Economics, Vol. 57, p. 31-45, 2014.


CRRA utility maximization under risk constraints
Santiago Moreno-Bromberg, Anthony Reveillac, Traian Pirvu
In: Communications on Stochastic Analysis, Vol. 7 (No. 2), p. 203-225, 2013.


Efficiency and equilibria in games of optimal derivative design
Ulrich Horst, Santiago Moreno-Bromberg
In: Mathematics and Financial Economics, Vol. 5, p. 269-297, 2011.


An algorithm for computing solutions of variational problems with global convexity constraints
Ivar Ekeland, Santiago Moreno-Bromberg
In: Numerische Mathematik, Vol. 115 (No. 1), p. 45-69, 2010.


Risk minimization and optimal derivative design in a principal agent game
Ulrich Horst, Santiago Moreno-Bromberg
In: Mathematics and Financial Economics, Vol. 2 (No. 1), p. 1-27, 2008.


Working Papers (9)

Leverage and Risk Taking
Santiago Moreno-Bromberg, Guillaume Roger
Swiss Finance Institute Research Paper, No. 15-49 , February 2016.


Agency problems, recapitalization costs and optimal resolution of financial distress
Santiago Moreno-Bromberg, Quynh-Anh Vo
NCCR FINRISK Working Paper Series, No. 861, June 2015.


The shadow cost of repos and bank liability structure
Santiago Moreno-Bromberg, Nataliya Klimenko
Swiss Finance Institute Research Paper, No. 15-04, January 2015.


Capital Adequacy Tests and Limited Liability of Financial Institutions
Santiago Moreno-Bromberg, Pablo Koch Medina, Cosimo-Andrea Munari
Swiss Finance Institute Research Paper, No. 14-03, 2014.


The finite-time horizon/Stochastic interest rate - Jeanblanc-Shiryaev model
Andrea Barth, Santiago Moreno-Bromberg, Oleg Reichmann
NCCR FINRISK Working Paper Series, No. 859, July 2013.


Optimal risk-exposure management with costly refinancing opportunities
Andrea Barth, Santiago Moreno-Bromberg
NCCR FINRISK Working Paper Series, No. 858, July 2013.


Tradable permits schemes and new technology adoption
Santiago Moreno-Bromberg, Luca Taschini
NCCR FINRISK Working Paper Series, No. 860, July 2013.


Pollution permits, Strategic Trading and Dynamic Technology Adoption
Luca Taschini, Santiago Moreno-Bromberg
SSRN, No. 1786679, 2011.


CRRA Utility Maximization under Risk Constraints
Anthony Reveillac, Traian Pirvu, Santiago Moreno-Bromberg
2011.