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A theory of misperception in a...
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1
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
Saved in:
2
The optimal bid/ask spread in a Specialist System
Castellano, Rosella
;
Cerqueti, Roy
- In:
Economic modelling
28
(
2011
)
5
,
pp. 2247-2253
Persistent link: https://www.econbiz.de/10009273481
Saved in:
3
Sustainable management of fossil fuels : a dynamic stochastic optimization approach with jump-diffusion
Castellano, Rosella
;
Cerqueti, Roy
;
Spinesi, Luca
- In:
European journal of operational research : EJOR
255
(
2016
)
1
,
pp. 288-297
Persistent link: https://www.econbiz.de/10011530870
Saved in:
4
Exploring the financial risk of a temperature index : a fractional integrated approach
Castellano, Rosella
;
Cerqueti, Roy
;
Rotundo, Giulia
-
2020
Persistent link: https://www.econbiz.de/10012165561
Saved in:
5
An optimization model for minimizing systemic risk
Castellano, Rosella
;
Cerqueti, Roy
;
Clemente, Gian Paolo
; …
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012433633
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Persistent link: https://www.econbiz.de/10001739657
Saved in:
9
Statistical methods for decision making in public sector: from the quality assessment to the citizen satisfaction
D'Ambra, Luigi
(
ed.
);
Castellano, Rosella
(
ed.
); …
-
2024
Persistent link: https://www.econbiz.de/10015123737
Saved in:
10
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
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