Rosella Castellano

Orcid: 0000-0002-4115-8141

According to our database1, Rosella Castellano authored at least 10 papers between 2007 and 2021.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2021
What if versus probabilistic scenarios: a neuroscientific analysis.
Ann. Oper. Res., 2021

2020
Exploring the financial risk of a temperature index: a fractional integrated approach.
Ann. Oper. Res., 2020

2016
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion.
Eur. J. Oper. Res., 2016

2014
Mean-Variance portfolio selection in presence of infrequently traded stocks.
Eur. J. Oper. Res., 2014

Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective.
Central Eur. J. Oper. Res., 2014

2013
CDS volatility: the key signal of credit quality.
Ann. Oper. Res., 2013

2012
Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach.
Appl. Math. Comput., 2012

Credit default swaps: implied ratings versus official ones.
4OR, 2012

2010
A Markov Switching Re-evaluation of Event-Study Methodology.
Proceedings of the 19th International Conference on Computational Statistics, 2010

2007
Long swings in exchange rates: a stochastic control approach.
Int. Trans. Oper. Res., 2007


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