Rosella Castellano

13 papers Journal 12Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Dynamic stochastic optimization for sustainability and management of overconsumption.
Commun. Nonlinear Sci. Numer. Simul.
Rosella Castellano, Roy Cerqueti
2024 J jnl
Statistical methods for decision making in public sector: from the quality assessment to the citizen satisfaction.
Ann. Oper. Res.
Luigi D'Ambra, Rosella Castellano, Pierpaolo D'Urso, Sandra De Iaco
2024 J jnl
The analysis of the impact of the framing effect on the choice of financial products: an analytical hierarchical process approach.
Ann. Oper. Res.
Viviana Ventre, Roberta Martino, Rosella Castellano, Pasquale Sarnacchiaro
2021 J jnl
What if versus probabilistic scenarios: a neuroscientific analysis.
Ann. Oper. Res.
Rosella Castellano, Marco Mancinelli, Giorgia Ponsi, Gaetano Tieri
2020 J jnl
Exploring the financial risk of a temperature index: a fractional integrated approach.
Ann. Oper. Res.
Rosella Castellano, Roy Cerqueti, Giulia Rotundo
2016 J jnl
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion.
Eur. J. Oper. Res.
Rosella Castellano, Roy Cerqueti, Luca Spinesi
2014 J jnl
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective.
Central Eur. J. Oper. Res.
Rosella Castellano, Luisa Scaccia
2014 J jnl
Mean-Variance portfolio selection in presence of infrequently traded stocks.
Eur. J. Oper. Res.
Rosella Castellano, Roy Cerqueti
2013 J jnl
CDS volatility: the key signal of credit quality.
Ann. Oper. Res.
Rosella Castellano, Rita Laura D'Ecclesia
2012 J jnl
Credit default swaps: implied ratings versus official ones.
4OR
Rosella Castellano, Rosella Giacometti
2012 J jnl
Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach.
Appl. Math. Comput.
Rosella Castellano, Roy Cerqueti
2010 — conf
A Markov Switching Re-evaluation of Event-Study Methodology.
COMPSTAT
Rosella Castellano, Luisa Scaccia
2007 J jnl
Long swings in exchange rates: a stochastic control approach.
Int. Trans. Oper. Res.
Rosella Castellano, Rita Laura D'Ecclesia