Rosella Castellano

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Dynamic stochastic optimization for sustainability and management of overconsumption Communications in Nonlinear Science and Numerical Simulation	2025-06-26	Paper
The analysis of the impact of the framing effect on the choice of financial products: an analytical hierarchical process approach Annals of Operations Research	2025-01-20	Paper
What if versus probabilistic scenarios: a neuroscientific analysis Annals of Operations Research	2021-11-08	Paper
An optimization model for minimizing systemic risk Mathematics and Financial Economics	2021-05-05	Paper
A Markov switching re-evaluation of event-study methodology Proceedings of COMPSTAT'2010	2020-07-14	Paper
Exploring the financial risk of a temperature index: a fractional integrated approach Annals of Operations Research	2020-01-20	Paper
A theory of misperception in a stochastic dominance framework and its application to structured financial products IMA Journal of Management Mathematics	2019-06-18	Paper
Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion European Journal of Operational Research	2016-10-07	Paper
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective CEJOR. Central European Journal of Operations Research	2016-06-30	Paper
Mean-variance portfolio selection in presence of infrequently traded stocks European Journal of Operational Research	2015-02-03	Paper
A disutility-based drift control for exchange rates Optimization	2014-05-02	Paper
CDS volatility: the key signal of credit quality Annals of Operations Research	2013-08-07	Paper
Credit default swaps: implied ratings versus official ones 4OR	2013-02-06	Paper
Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach Applied Mathematics and Computation	2012-06-19	Paper
Long swings in exchange rates: a stochastic control approach International Transactions in Operational Research	2008-01-24	Paper
Performance of a hedged stochastic portfolio model in the presence of extreme events Computational Economics	2002-01-14	Paper
scientific article; zbMATH DE number 1189150 (Why is no real title available?)	1997-01-01	Paper

Research outcomes over time

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