Santiago Moreno-Bromberg

University of Zurich - Department Finance

Dr. Santiago Moreno-Bromberg

Andreasstrasse 15

Zürich, 8050

Switzerland

  • University of Zurich - Department Finance

SCHOLARLY PAPERS

10

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1,892

TOTAL CITATIONS
Rank 39,466

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Top 39,466

in Total Papers Citations

24

Scholarly Papers (10)

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1.

Leverage and Risk Taking

Downloads 306 (203,031)
Citation 2

Leverage and Risk Taking

Swiss Finance Institute Research Paper No. 15-49
Number of pages: 56 Posted: 05 Feb 2016 Last Revised: 09 Feb 2016
Santiago Moreno-Bromberg and Guillaume Roger
University of Zurich - Department Finance and Monash University
Downloads 194 (317,106)
Citation 2

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asymmetric information; dynamic contracts; moral hazard; risk taking

Leverage and Risk Taking

Melbourne Business School, 2016 Financial Institutions, Regulation & Corporate Governance (FIRCG) Conference
Number of pages: 46 Posted: 22 Feb 2016
Santiago Moreno-Bromberg and Guillaume Roger
University of Zurich - Department Finance and Monash University
Downloads 112 (502,861)

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asymmetric information; dynamic contracts; moral hazard; risk taking

2.

Pollution Permits, Strategic Trading and Dynamic Technology Adoption

Downloads 278 (224,504)
Citation 6

Pollution Permits, Strategic Trading and Dynamic Technology Adoption

CESifo Working Paper Series No. 3399
Number of pages: 29 Posted: 04 Apr 2011
Santiago Moreno-Bromberg and Luca Taschini
University of Zurich - Department Finance and University of Edinburgh Business School
Downloads 167 (363,162)

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dynamic regulation, emission permits, environment, self-financing policy, technology adoption

Pollution Permits, Strategic Trading and Dynamic Technology Adoption

Number of pages: 28 Posted: 18 Mar 2011
Santiago Moreno-Bromberg and Luca Taschini
University of Zurich - Department Finance and University of Edinburgh Business School
Downloads 111 (506,225)
Citation 6

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Dynamic regulation, Emission permits, Environment, Self–financing policy, Technology adoption

3.

The Shadow Costs of Repos and Bank Liability Structure

Swiss Finance Institute Research Paper No. 15-04
Number of pages: 50 Posted: 05 Feb 2015 Last Revised: 27 Nov 2015
Nataliya Klimenko and Santiago Moreno-Bromberg
University of Zurich and University of Zurich - Department Finance
Downloads 245 (254,972)

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Bank financing structure; repos; liquid reserves; rollover risk; regulation

4.

Market Frictions and Corporate Finance: An Overview Paper

Swiss Finance Institute Research Paper
Number of pages: 29 Posted: 17 May 2014
Santiago Moreno-Bromberg and Jean-Charles Rochet
University of Zurich - Department Finance and University of Toulouse Capitole - Toulouse School of Economics
Downloads 236 (264,337)
Citation 1

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Leverage, liquidity management, equity issuance, singular stochastic control, stochastic impulse control

5.

Capital Adequacy Tests and Limited Liability of Financial Institutions

Journal of Banking & Finance, 51 (2015)
Number of pages: 26 Posted: 02 Nov 2013 Last Revised: 05 Nov 2015
Pablo Koch-Medina, Santiago Moreno-Bromberg and Cosimo Munari
University of Zurich - Department Finance, University of Zurich - Department Finance and University of Zurich - Department Finance
Downloads 191 (322,590)
Citation 4

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surplus invariance, limited liability, capital adequacy, risk measures, loss-based risk measures, shortfall risk measures, excess invariance

6.

Revisiting Optimal Investment Strategies of Value-Maximizing Insurance Firms

Number of pages: 51 Posted: 04 Aug 2018 Last Revised: 27 Jan 2021
Pablo Koch-Medina, Santiago Moreno-Bromberg, Claudia Ravanelli and Mario Sikic
University of Zurich - Department Finance, University of Zurich - Department Finance, Center for Finance and Insurance and University of Zurich
Downloads 181 (338,797)

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Insurance Firm, Default Option, Franchise Value, Dividend Payments, Investment Strategy, Market-Consistent Valuation

7.

Optimal Risk and Liquidity Management with Costly Refinancing Opportunities

Number of pages: 29 Posted: 05 Nov 2013 Last Revised: 17 May 2014
Andrea Barth and Santiago Moreno-Bromberg
ETH Zürich and University of Zurich - Department Finance
Downloads 158 (381,008)
Citation 2

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portfolio choice, risk exposure, singular stochastic control, stochastic impulse control

8.

Trading Under Market Impact: Crossing Networks Interacting With Dealer Markets

Number of pages: 33 Posted: 10 Dec 2018
Jana Bielagk, Ulrich Horst and Santiago Moreno-Bromberg
Humboldt University of Berlin, Humboldt University of Berlin and University of Zurich - Department Finance
Downloads 118 (480,417)
Citation 1

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Asymmetric Information, Crossing Networks, Dealer Markets, Non-Linear Pricing, Principal-Agent Games

9.

A Non-Stationary Model of Dividend Distribution in A Stochastic Interest-Rate Setting

Number of pages: 25 Posted: 08 Aug 2014
Andrea Barth, Santiago Moreno-Bromberg and Oleg Reichmann
ETH Zürich, University of Zurich - Department Finance and ETH Zürich - Department of Mathematics
Downloads 104 (527,209)
Citation 7

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Dividend distribution, singular stochastic control, numerical methods for partial differential equations, finite element method.

10.

Scale Effects in Dynamic Contracting

Number of pages: 51 Posted: 26 Jul 2017
Santiago Moreno-Bromberg and Guillaume Roger
University of Zurich - Department Finance and Monash University
Downloads 75 (643,650)
Citation 1

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asymmetric information, dynamic contracts, moral hazard, risk taking