Rosella Castellano

According to our database, Rosella Castellano authored at least 13 papers between 2007 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Dynamic stochastic optimization for sustainability and management of overconsumption.

Rosella Castellano, Roy Cerqueti

Commun. Nonlinear Sci. Numer. Simul., 2025

2024

The analysis of the impact of the framing effect on the choice of financial products: an analytical hierarchical process approach.

Viviana Ventre, Roberta Martino, Rosella Castellano, Pasquale Sarnacchiaro

Ann. Oper. Res., November, 2024

Statistical methods for decision making in public sector: from the quality assessment to the citizen satisfaction.

Luigi D'Ambra, Rosella Castellano, Pierpaolo D'Urso, Sandra De Iaco

Ann. Oper. Res., November, 2024

2021

What if versus probabilistic scenarios: a neuroscientific analysis.

Rosella Castellano, Marco Mancinelli, Giorgia Ponsi, Gaetano Tieri

Ann. Oper. Res., 2021

2020

Exploring the financial risk of a temperature index: a fractional integrated approach.

Rosella Castellano, Roy Cerqueti, Giulia Rotundo

Ann. Oper. Res., 2020

2016

Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion.

Rosella Castellano, Roy Cerqueti, Luca Spinesi

Eur. J. Oper. Res., 2016

2014

Mean-Variance portfolio selection in presence of infrequently traded stocks.

Rosella Castellano, Roy Cerqueti

Eur. J. Oper. Res., 2014

Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective.

Rosella Castellano, Luisa Scaccia

Central Eur. J. Oper. Res., 2014

2013

CDS volatility: the key signal of credit quality.

Rosella Castellano, Rita Laura D'Ecclesia

Ann. Oper. Res., 2013

2012

Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach.

Rosella Castellano, Roy Cerqueti

Appl. Math. Comput., 2012

Credit default swaps: implied ratings versus official ones.

Rosella Castellano, Rosella Giacometti

4OR, 2012

2010

A Markov Switching Re-evaluation of Event-Study Methodology.

Rosella Castellano, Luisa Scaccia

Proceedings of the 19th International Conference on Computational Statistics, 2010

2007

Long swings in exchange rates: a stochastic control approach.

Rosella Castellano, Rita Laura D'Ecclesia

Int. Trans. Oper. Res., 2007