Rosella Castellano

Giovedì dalle ore 16 alle ore 18 (previo appuntamento)
Metodi Quantitativi per la Gestione Aziendale (CLEA)
Modelli Computazionali per l’Economia e la Finanza (CLEMI)
Introduzione alla misura dei rischi finanziari (CLEMI)
Finanza sostenibile (CLEMI)
Artificial Economics: Simulation and Computetional Methods (CLEMI)
- Management Committee Sub Progetto europeo COST Action CA15122, Reducing Old-Age Social Exclusion: Collaborations in Research and Policy (ROSEnet) dal 4 aprile 2016 al 04-aprile-2020.
- Progetto di Ricerca di Ateneo: Neuroscientific Investigation on economic and financial choices in kids and adults through virtual reality, 2019.
- Progetto di Ricerca di Ateneo: Teoria dei prospetti e finanza comportamentale, 2018.
- Progetto di Ricerca di Ateneo: Modelli quantitativi per l’analisi dei mercati delle materie prime 2016, 2017.
- Progetto di Ricerca di Ateneo: Metodi quantitativi per il conformance checking in ambito aziendale, 2015.
1. Brunelli S, Carlino C, Castellano R, Giosi A, forthcoming, Going Concern Modifications and Related Disclosure in the Italian Stock Market: Do Regulatory Improvements Help Investors in Capturing Financial Distress? Journal of Management & Governance
2. Castellano R, and Cerqueti R, and Clemente GP, and Grassi R, 2020, An optimization model for minimizing systemic risk. Journal of Mathematics and Financial Economics, doi: 10.1007/s11579-020-00279-6
3. Castellano R, and Mancinelli M, and Ponsi G, and Tieri G, 2019, What if versus probabilistic scenarios: a neuroscientific analysis. Annals of Operations Research, doi: 10.1007/s10479-019-03272-5
4. Castellano R, Mancinelli M, Sarnacchiaro P, 2019, A statistical model for the investigation of the retail investors’ risk assessment ability. In: (a cura di): Matilde Bini, Pietro Amenta, Antonello D'Ambra, Ida Camminatiello, Statistical Methods for Service Quality Evaluation. p. 419-425, Cuzzolin Editore - Napoli.
5. Castellano R, Mancinelli M, Sarnacchiaro P, 2019, A statistical investigation on the relationships among financial disclosure, sociodemographic variables, financial literacy and risk assessment ability. In: (a cura di): Arbia G, Peluso S, Pini A, Rivellini G, Smart Statistics for Smart Applications: Book of Short Paper SIS 2019. Milano:Pearson.
6. Castellano R, Rinaldi A, Tieri G, 2019, Financial literacy and education: how technology can help involving the children. In: (a cura di): INTED2019, International, Technology, Education and Development Conference. INTED Proceedings, doi: 10.21125/inted.2019
7. Castellano R, Ferrari A., 2018, Are Stock Price Dynamics Affected by Financial Analysts' Recommendations? Evidence from Italian Green Energy Stocks. Quality & Quantity, doi: 10.1007/s11135-018-0780-z
8. Castellano R, Cerqueti R, Rotundo G., 2018, Exploring the financial risk of a temperature index: a fractional integrated approach. Annals of Operations Research, doi: 10.1007/s10479-018-3063-0
9. Castellano R, Cerqueti R., 2018, A theory of misperception in a stochastic dominance framework and its application to structured financial products. IMA Journal of Management Mathematics, vol 29, p. 23-37.
10. M Ausloos, R Castellano R, Cerqueti, 2016, Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benfords Law. Chaos, Solitons and Fractals, vol. 90, p. 8-17.
11. Castellano R, Cerqueti R, Spinesi L., 2016, Sustainable Management of Fossil Fuels: A Dynamic Stochastic Optimization Approach with Jump-Diffusion. European Journal of Operational Research, vol. 255, p. 288-297.
12. Castellano R, Cedrola E, 2015, Monte Carlo/Monte Carlo Markov Chain Method. In: (a cura di): Cooper G, Wiley Encyclopaedia of Management. vol. 9, Jhon Wiley & Sons Ltd.
13. Castellano R, Cerqueti R, 2015, Sustainability and ethic view of future generations. In: (a cura di): Silvestrelli P, Sustainable development for territories. Threats and opportunities. p. 281-287, Macerata: EUM, ISBN: 978-88-6056-464-1
Per la lista complete delle pubblicazioni si rinvia al CV