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Rosella Castellano

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

Personal Details

First Name:Rosella
Middle Name:
Last Name:Castellano
RePEc Short-ID:pca464
Email:[This author has chosen not to make the email address public]
Postal Address:
Location: Macerata, Italy
Phone: 0733.258.201
Fax: 0733.258.205
Postal: Via Crescimbeni, 20 -62100 Macerata
Handle: RePEc:edi:dimacit (more details at EDIRC)
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  1. Rosella Castellano & Roy Cerqueti, 2010. "Roots and Effects of Investments' Misperception," Working Papers 62-2010, Macerata University, Department of Finance and Economic Sciences, revised Dec 2010.
  2. Rosella Castellano & Roy Cerqueti & Rita L. D'Ecclesia, 2009. "A Disutility-Based Drift Control for Exchange Rates," Working Papers 56-2009, Macerata University, Department of Finance and Economic Sciences, revised Jan 2010.
  3. Rosella Castellano & Luisa Scaccia, 2007. "Bayesian inference for Hidden Markov Model," Working Papers 43-2007, Macerata University, Department of Finance and Economic Sciences, revised Oct 2008.
  4. 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.
  5. 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.
  1. Castellano, Rosella & Cerqueti, Roy, 2014. "Mean–Variance portfolio selection in presence of infrequently traded stocks," European Journal of Operational Research, Elsevier, vol. 234(2), pages 442-449.
  2. Rosella Castellano & Roy Cerqueti, 2013. "Roots and effects of financial misperception in a stochastic dominance framework," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(6), pages 3371-3389, October.
  3. Castellano, Rosella & Cerqueti, Roy, 2011. "The optimal bid/ask spread in a Specialist System," Economic Modelling, Elsevier, vol. 28(5), pages 2247-2253, September.
  4. Castellano, Rosella & Giacometti, Rosella, 2001. "Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events," Computational Economics, Society for Computational Economics, vol. 17(2-3), pages 239-52, June.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-01-23. Author is listed
  2. NEP-CMP: Computational Economics (1) 2010-12-23. Author is listed
  3. NEP-ECM: Econometrics (1) 2008-11-25. Author is listed
  4. NEP-FIN: Finance (1) 1999-07-12. Author is listed
  5. NEP-IFN: International Finance (1) 2010-01-23. Author is listed

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