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Rosella Castellano

Observed names: CASTELLANO, Rosella, Castellano, Rosella, R. Castellano, ROSELLA CASTELLANO
ORCID: 0000-0002-4115-8141
Observed ORCID: 0000-0002-4115-8141
OpenAlex ID: A5058423016
Exploring the financial risk of a temperature index: a fractional integrated approach
2018 · Rosella Castellano, Roy Cerqueti, et al. · Annals of Operations Research · 37
Mean–Variance portfolio selection in presence of infrequently traded stocks
2013 · Rosella Castellano, Roy Cerqueti · European Journal of Operational Research · 37
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Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective
2013 · Rosella Castellano, Luisa Scaccia · Central European Journal of Operations Research · 28
Regularities and discrepancies of credit default swaps: a data science approach through Benford's law
2016 · Marcel Ausloos, Rosella Castellano, et al. · Chaos Solitons & Fractals · 26
The analysis of the impact of the framing effect on the choice of financial products: an analytical hierarchical process approach
2023 · Viviana Ventre, Roberta Martino, et al. · Annals of Operations Research · 24
Going concern modifications and related disclosures in the Italian stock market: do regulatory improvements help investors in capturing financial distress?
2020 · Sandro Brunelli, Chiara Carlino, et al. · Journal of Management & Governance · 22
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Value creation and sustainable business model: are ESG ratings a matter of class?
2024 · Rosella Castellano, Federico Cini, et al. · Annals of Operations Research · 18
CDS volatility: the key signal of credit quality
2012 · Rosella Castellano, Rita L. D’Ecclesia · Annals of Operations Research · 16
CDS and rating announcements: changing signaling during the crisis?
2012 · Rosella Castellano, Luisa Scaccia · Review of Managerial Science · 12
An optimization model for minimizing systemic risk
2020 · Rosella Castellano, Roy Cerqueti, et al. · Mathematics and Financial Economics · 9
Credit default swaps: implied ratings versus official ones
2012 · R. Castellano, R. Giacometti · 4OR · 9
Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach
2012 · Rosella Castellano, Roy Cerqueti · Applied Mathematics and Computation · 9
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Roots and effects of financial misperception in a stochastic dominance framework
2012 · Rosella Castellano, Roy Cerqueti · Quality & Quantity · 8
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Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events
2001 · Rosella Castellano, Rosella Giacometti · Computational Economics · 7
A theory of misperception in a stochastic dominance framework and its application to structured financial products
2016 · Rosella Castellano, Roy Cerqueti · IMA Journal of Management Mathematics · 6
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Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion
2016 · Rosella Castellano, Roy Cerqueti, et al. · European Journal of Operational Research · 6
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Beyond Traditional Metrics: Esg and Financial Performance in Innovation-driven Sectors
2025 · ANNALISA FERRARI, FEDERICO CINI, et al. · Journal of Financial Management Markets and Institutions · 5
Machine Learning for ESG Rating Classification: An Integrated Replicable Model with Financial and Systemic Risk Parameters
2024 · Rosella Castellano, Federico Cini, et al. · Springer eBooks · 5
A Markov Switching Re-evaluation of Event-Study Methodology
2010 · Rosella Castellano, Luisa Scaccia · Physica-Verlag eBooks · 5
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What if versus probabilistic scenarios: a neuroscientific analysis
2019 · Rosella Castellano, Marco Mancinelli, et al. · Annals of Operations Research · 4
The optimal bid/ask spread in a Specialist System
2011 · Rosella Castellano, Roy Cerqueti · Economic Modelling · 4
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Credit Default Swaps and Rating Announcements
2011 · Rosella Castellano, Rita L. D’Ecclesia · IRIS Research product catalog (Sapienza University of Rome) · 4
Structural estimation of counterparty credit risk under recovery risk
2022 · Rosella Castellano, Vincenzo Corallo, et al. · Journal of Banking & Finance · 3
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Financial Literacy and Education: How Technology Can Help Involving the Children
2019 · Rosella Castellano, Azzurra Rinaldi, et al. · INTED proceedings · 3
Are stock price dynamics affected by financial analysts recommendations? Evidence from Italian green energy stocks
2018 · Rosella Castellano, Annalisa Ferrari · Quality & Quantity · 3
Works count: 60
Citation count: 322
H-index: 9
I10-index: 9
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