Rosella Castellano

According to our database, Rosella Castellano authored at least 10 papers between 2007 and 2021.

Collaborative distances:

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

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