American options and stochastic interest rates. - Anna Battauz; Francesco Rotondi (Comput. Manag. Sci., 2022)

On horizon-consistent mean-variance portfolio allocation. - Simone Cerreia-Vioglio; Fulvio Ortu; Francesco Rotondi; Federico Severino (Ann. Oper. Res., 2024)

Optimal liquidation policies of redeemable shares. - Anna Battauz; Francesco Rotondi (Comput. Manag. Sci., 2024)