Bond portfolio management with repo contracts: the Italian case. - Marida Bertocchi; Rosella Giacometti; Leon Slominski (Ann. Oper. Res., 2000)

Risk factor analysis and portfolio immunization in the corporate bond market. - Marida Bertocchi; Rosella Giacometti; Stavros A. Zenios (Eur. J. Oper. Res., 2005)

On pricing of credit spread options. - Rosella Giacometti; Mariangela Teocchi (Eur. J. Oper. Res., 2005)

A Stochastic Model for Mortality Rate on Italian Data. - Rosella Giacometti; Sergio Ortobelli Lozza; Marida Bertocchi (J. Optim. Theory Appl., 2011)

Credit default swaps: implied ratings versus official ones. - Rosella Castellano; Rosella Giacometti (4OR, 2012)

Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model. - Young Shin Kim; Rosella Giacometti; Svetlozar T. Rachev; Frank J. Fabozzi; Domenico Mignacca (Ann. Oper. Res., 2012)

Structural Credit Risk Models with Subordinated Processes. - Martin Gurny; Sergio Ortobelli Lozza; Rosella Giacometti (J. Appl. Math., 2013)

Robust and sparse banking network estimation. - Gabriele Torri; Rosella Giacometti; Sandra Paterlini (Eur. J. Oper. Res., 2018)

Market implied volatilities for defaultable bonds. - Vincenzo Russo; Rosella Giacometti; Frank J. Fabozzi (Ann. Oper. Res., 2019)

14th International Conference on Computational Management Science. - Rosella Giacometti; Berç Rustem (Comput. Manag. Sci., 2019)

Sparse precision matrices for minimum variance portfolios. - Gabriele Torri; Rosella Giacometti; Sandra Paterlini (Comput. Manag. Sci., 2019)

Systemic risk attribution in the EU. - Giulia Farina; Rosella Giacometti; Maria Elena De Giuli (J. Oper. Res. Soc., 2019)

Joint tails impact in stochastic volatility portfolio selection models. - Marco Bonomelli; Rosella Giacometti; Sergio Ortobelli Lozza (Ann. Oper. Res., 2020)

Risk attribution and interconnectedness in the EU via CDS data. - Rosella Giacometti; Gabriele Torri; Giulia Farina; Maria Elena De Giuli (Comput. Manag. Sci., 2020)

Financial contagion in banking networks with community structure. - Gabriele Torri; Rosella Giacometti (Commun. Nonlinear Sci. Numer. Simul., 2023)

Penalized enhanced portfolio replication with asymmetric deviation measures. - Gabriele Torri; Rosella Giacometti; Sandra Paterlini (Ann. Oper. Res., 2024)

Outlier detection of multivariate data via the maximization of the cumulant generating function. - Francesco Cesarone; Rosella Giacometti; Jacopo M. Ricci (J. Comput. Appl. Math., 2025)

A return-diversification approach to portfolio selection. - Francesco Cesarone; Rosella Giacometti; Manuel Luis Martino; Fabio Tardella (Comput. Manag. Sci., 2025)