Rosella Castellano

Publication Activity (10 Years)

Years Active: 2007-2021
Publications (10 Years): 3

Top Topics

Stochastic Optimization

Top Venues

Ann. Oper. Res.

Eur. J. Oper. Res.

Appl. Math. Comput.

Central Eur. J. Oper. Res.

Publications

Rosella Castellano, Marco Mancinelli, Giorgia Ponsi, Gaetano Tieri
What if versus probabilistic scenarios: a neuroscientific analysis. Ann. Oper. Res. 299 (1) (2021)
Rosella Castellano, Roy Cerqueti, Giulia Rotundo
Exploring the financial risk of a temperature index: a fractional integrated approach. Ann. Oper. Res. 284 (1) (2020)
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) (2016)
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) (2014)
Rosella Castellano, Roy Cerqueti
Mean-Variance portfolio selection in presence of infrequently traded stocks. Eur. J. Oper. Res. 234 (2) (2014)
Rosella Castellano, Rita Laura D'Ecclesia
CDS volatility: the key signal of credit quality. Ann. Oper. Res. 205 (1) (2013)
Rosella Castellano, Roy Cerqueti
Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach. Appl. Math. Comput. 218 (12) (2012)
Rosella Castellano, Rosella Giacometti
Credit default swaps: implied ratings versus official ones. 4OR 10 (2) (2012)
Rosella Castellano, Luisa Scaccia
A Markov Switching Re-evaluation of Event-Study Methodology. COMPSTAT (2010)
Rosella Castellano, Rita Laura D'Ecclesia
Long swings in exchange rates: a stochastic control approach. Int. Trans. Oper. Res. 14 (6) (2007)