In this thesis we explore various aspects of holographic renormalization. The thesis comprises the work done by the candidate during the doctorate programme at SISSA and ICTP under the supervision of A. Tanzini. This consists in the following works.
\begin{itemize}
\item In \cite{An:2016fzu}, reproduced in chapter \ref{asy-conical} we consider holographic renormalization in an exotic spacetime such as an asymptotically conical manifold, showing that it has a close relation with variational principle. The variational problem of gravity theories is directly related to black hole thermodynamics. For asymptotically locally AdS backgrounds it is known that holographic renormalization results in a variational principle in terms of equivalence classes of boundary data under the local asymptotic symmetries of the theory, which automatically leads to finite conserved charges satisfying the first law of thermodynamics. We show that this connection holds well beyond asymptotically AdS black holes. In particular, we formulate the variational problem for N=2 STU supergravity in four dimensions with boundary conditions corresponding to those obeyed by the so-called `subtracted geometries'. We show that such boundary conditions can be imposed covariantly in terms of a set of asymptotic second class constraints, and we derive the appropriate boundary terms that render the variational problem well posed in two different duality frames of the STU model. This allows us to define finite conserved charges associated with any asymptotic Killing vector and to demonstrate that these charges satisfy the Smarr formula and the first law of thermodynamics. Moreover, by uplifting the theory to five dimensions and then reducing on a 2-sphere, we provide a precise map between the thermodynamic observables of the subtracted geometries and those of the BTZ black hole. Surface terms play a crucial role in this identification.
\item In \cite{An:2017ihs}, reproduced in chapter \ref{susy-holo} we present a systematic approach to supersymmetric holographic renormalization for a generic 5D N=2 gauged supergravity theory with matter multiplets, including its fermionic sector, with all gauge fields consistently set to zero. We determine the complete set of supersymmetric local boundary counterterms, including the finite counterterms that parameterize the choice of supersymmetric renormalization scheme. This allows us to derive holographically the superconformal Ward identities of a 4D superconformal field theory on a generic background, including the Weyl and super-Weyl anomalies. Moreover, we show that these anomalies satisfy the Wess-Zumino consistency condition. The super-Weyl anomaly implies that the fermionic operators of the dual field theory, such as the supercurrent, do not transform as tensors under rigid supersymmetry on backgrounds that admit a conformal Killing spinor, and their anticommutator with the conserved supercharge contains anomalous terms. This property is explicitly checked for a toy model. Finally, using the anomalous transformation of the supercurrent, we obtain the anomaly-corrected supersymmetry algebra on curved backgrounds admitting a conformal Killing spinor.
\end{itemize