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ORCIDRosella Castellano
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Journal Articles
- 2021
[j9]Rosella Castellano
, Marco Mancinelli, Giorgia Ponsi, Gaetano Tieri:
What if versus probabilistic scenarios: a neuroscientific analysis. Ann. Oper. Res. 299(1): 331-347 (2021)- 2020
- [j8]Rosella Castellano, Roy Cerqueti, Giulia Rotundo:
Exploring the financial risk of a temperature index: a fractional integrated approach. Ann. Oper. Res. 284(1): 225-242 (2020) - 2016
- [j7]Rosella Castellano, Roy Cerqueti, Luca Spinesi:
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion. Eur. J. Oper. Res. 255(1): 288-297 (2016) - 2014
- [j6]Rosella Castellano, Luisa Scaccia:
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective. Central Eur. J. Oper. Res. 22(2): 285-305 (2014) - [j5]Rosella Castellano, Roy Cerqueti:
Mean-Variance portfolio selection in presence of infrequently traded stocks. Eur. J. Oper. Res. 234(2): 442-449 (2014) - 2013
- [j4]Rosella Castellano, Rita Laura D'Ecclesia:
CDS volatility: the key signal of credit quality. Ann. Oper. Res. 205(1): 89-107 (2013) - 2012
- [j3]Rosella Castellano, Rosella Giacometti:
Credit default swaps: implied ratings versus official ones. 4OR 10(2): 163-180 (2012) - [j2]Rosella Castellano, Roy Cerqueti:
Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach. Appl. Math. Comput. 218(12): 6887-6898 (2012) - 2007
- [j1]Rosella Castellano, Rita Laura D'Ecclesia:
Long swings in exchange rates: a stochastic control approach. Int. Trans. Oper. Res. 14(6): 475-489 (2007)
Conference and Workshop Papers
- 2010
- [c1]Rosella Castellano, Luisa Scaccia:
A Markov Switching Re-evaluation of Event-Study Methodology. COMPSTAT 2010: 429-436
Coauthor Index
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