Narrow search
Showing 1 - 10 of 313
Cover Image
Market frictions and corporate finance : an overview paper
Moreno-Bromberg, Santiago; Rochet, Jean-Charles - In: Mathematics and financial economics 8 (2014) 4, pp. 355-381
Persistent link: https://www.econbiz.de/10010490989
Cover Image
Capital adequacy tests and limited liability of financial institutions
Koch-Medina, Pablo; Moreno-Bromberg, Santiago; Munari, … - In: Journal of Banking & Finance 51 (2015) C, pp. 93-102
The theory of acceptance sets and their associated risk measures plays a key role in the design of capital adequacy tests. The objective of this paper is to investigate the class of surplus-invariant acceptance sets. We argue that surplus invariance is a reasonable requirement from a regulatory...
Persistent link: https://www.econbiz.de/10011194175
Cover Image
Capital adequacy tests and limited liability of financial institutions
Koch Medina, Pablo; Moreno-Bromberg, Santiago; Munari, … - In: Journal of banking & finance 51 (2015), pp. 93-102
Persistent link: https://www.econbiz.de/10011377277
Cover Image
Trading under market impact : crossing networks interacting with dealer markets
Bielagk, Jana; Horst, Ulrich; Moreno-Bromberg, Santiago - In: Journal of economic dynamics & control 100 (2019), pp. 131-151
Persistent link: https://www.econbiz.de/10012130954
Cover Image
The shadow costs of repos and bank liability structure
Klimenko, Nataliya; Moreno-Bromberg, Santiago - In: Journal of economic dynamics & control 65 (2016), pp. 1-29
Persistent link: https://www.econbiz.de/10011708297
Cover Image
A non-stationary model of dividend distribution in a stochastic interest-rate setting
Barth, Andrea; Moreno-Bromberg, Santiago; Reichmann, Oleg - In: Computational economics 47 (2016) 3, pp. 447-472
Persistent link: https://www.econbiz.de/10011712413
Cover Image
Resolution of financial distress under agency frictions
Moreno-Bromberg, Santiago; Vo, Quynh Anh - In: Journal of banking & finance 82 (2017), pp. 40-58
Persistent link: https://www.econbiz.de/10011816699
Cover Image
Risk minimization and optimal derivative design in a principal agent game
Horst, Ulrich; Moreno-Bromberg, Santiago - In: Mathematics and financial economics 2 (2008) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003880875
Cover Image
Efficiency and equilibria in games of optimal derivative design
Horst, Ulrich; Moreno-Bromberg, Santiago - In: Mathematics and financial economics 5 (2011) 4, pp. 269-297
Persistent link: https://www.econbiz.de/10009549052
Cover Image
Optimal risk and liquidity management with costly refinancing opportunities
Barth, Andrea; Moreno-Bromberg, Santiago - In: Insurance / Mathematics & economics 57 (2014), pp. 31-45
Persistent link: https://www.econbiz.de/10010402740