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Improving portfolio performances using options strategies

Castellano, Rosella; Giacometti, Rosella - In: Financial modelling : with 74 tables : [a selection of …, (pp. 125-142). 2000

Persistent link: https://www.econbiz.de/10001484968

GARCH models as diffusion approximation : a simulation approach for currency hedging using options

Castellano, Rosella - In: New operational approaches for financial modelling, (pp. 297-310). 1997

Persistent link: https://www.econbiz.de/10001299211

The specialist's role and its effect on thin stock prices: the Italian case

Castellano, Rosella; Bruni, Luigina - In: Financial modelling : proceedings of the 23rd Meeting …, (pp. 45-62). 1999

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In the Footsteps of Giorgio Philip Szegö : His Scientific Contributions, Life, and Legacy

Szegö, Giorgio P. - 2023

This book offers essential information on the life and career of the recently deceased Giorgio P. Szegö, particularly his important contributions in various areas of mathematical programming and applications to financial markets. It highlights the developments in the fields of stability theory...

Persistent link: https://www.econbiz.de/10014362497

Do satisfaction, gender issues, and financial inclusion impact Italian female managers?

Castellano, Rosella; Riccioni, Jessica; Rinaldi, Azzurra - In: Review of managerial science : RMS 18 (2024) 7, pp. 1837-1854

Persistent link: https://www.econbiz.de/10015134047

Credit default swaps : implied ratings versus official ones

Castellano, Rosella; Giacometti, Rosella - In: 4OR : a quarterly journal of operations research 10 (2012) 2, pp. 163-180

Persistent link: https://www.econbiz.de/10010218799

CDS volatility : the key signal of credit quality

Castellano, Rosella; D'Ecclesia, Rita Laura - In: Operations research models in banking management, (pp. 89-107). 2013

Persistent link: https://www.econbiz.de/10009739303

Mean-variance portfolio selection in presence of infrequently traded stocks

Castellano, Rosella; Cerqueti, Roy - In: European journal of operational research : EJOR 234 (2014) 2, pp. 442-449

Persistent link: https://www.econbiz.de/10010356733

Can CDS indexes signal future turmoils in the stock market? : a Markov switching perspective

Castellano, Rosella; Scaccia, Luisa - In: Central European journal of operations research : CEJOR … 22 (2014) 2, pp. 285-305

Persistent link: https://www.econbiz.de/10010356926

CDS and rating announcements : changing signaling during the crisis?

Castellano, Rosella; Scaccia, Luisa - In: Review of managerial science 6 (2012) 3, pp. 239-264

Persistent link: https://www.econbiz.de/10009567498