Concepedia

Rosella Castellano

RC

8

Publications

185

Citations

8

H-Index

2012

Active since

Affiliations

University of Macerata(Current)

Unitelma Sapienza University

Sapienza University of Rome

Rosella Castellano is an author at University of Macerata specializing in business, finance, and management.

Top concepts

FinanceBusinessManagementEconomicsFinancial CrisisAsset PricingEmpirical FinanceEconomic AnalysisFinancial EconomicsFinancial Engineering

Publications per year

2012–2023

8

Publications

8

Mean–Variance portfolio selection in presence of infrequently traded stocks

Rosella Castellano, Roy Cerqueti · European Journal of Operational Research · 2013 · 37 citations

Economics, Portfolio Optimization, Financial Economics +8

Exploring the financial risk of a temperature index: a fractional integrated approach

Rosella Castellano, Roy Cerqueti, Giulia Rotundo · Annals of Operations Research · 2018 · 37 citations

Empirical Finance, Economics, Asset Pricing +13

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

Rosella Castellano, Luisa Scaccia · Central European Journal of Operations Research · 2013 · 28 citations

Empirical Finance, Markov Switching Perspective, Economics +10

Regularities and discrepancies of credit default swaps: a data science approach through Benford's law

Marcel Ausloos, Rosella Castellano, Roy Cerqueti · Chaos Solitons & Fractals · 2016 · 23 citations · Full text

Economics, Management, Business +9

Going concern modifications and related disclosures in the Italian stock market: do regulatory improvements help investors in capturing financial distress?

Sandro Brunelli, Chiara Carlino, Rosella Castellano et al. · Journal of Management & Governance · 2020 · 17 citations · Full text

Rows per page

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