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Information about:
Rosella Castellano

Personal Details | Affiliation | Works
This is information that was supplied by Rosella Castellano in registering through RePEc. If you are Rosella Castellano , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Rosella
Middle Name:
Last Name: Castellano
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RePEc Short-ID: pca464

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Affiliation

(in no particular order)

Works

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Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Rita L. D’Ecclesia & Rosella Castellano, 2005. "Long Swings in the US-Dollar: a Stochastic Control Approach," Computing in Economics and Finance 2005 117, Society for Computational Economics.

  2. Rosella Giacometti & Rosella Castellano, 1999. "Performance of a Hedged Dynamic Portfolio Model in the Presence of Extreme Events," Computing in Economics and Finance 1999 132, Society for Computational Economics.


Articles

  1. Castellano, Rosella & Giacometti, Rosella, 2001. "Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events," Computational Economics, Springer, vol. 17(2-3), pages 239-52, June. [Downloadable!]


NEP Fields

1 paper by this author was announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 1999-07-12 Author is listed

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This page was last updated on 2008-7-8.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.