| Exploring the financial risk of a temperature index: A fractional integrated approach R Castellano, R Cerqueti, G Rotundo Annals of Operations Research 284 (1), 225-242, 2020 | 41 | 2020 |
| Mean–Variance portfolio selection in presence of infrequently traded stocks R Castellano, R Cerqueti European Journal of Operational Research 234 (2), 442-449, 2014 | 38 | 2014 |
| Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective R Castellano, L Scaccia Central European Journal of Operations Research 22, 285-305, 2014 | 36 | 2014 |
| Regularities and discrepancies of credit default swaps: a data science approach through Benford's law M Ausloos, R Castellano, R Cerqueti Chaos, Solitons & Fractals 90, 8-17, 2016 | 29 | 2016 |
| CDS volatility: the key signal of credit quality R Castellano, RL D’Ecclesia Annals of Operations Research, 1-19, 2012 | 22 | 2012 |
| Data analysis and classification M Palumbo, CN Lauro, MJ Greenacre Proceedings of the 6th Conference of the Classification and Data Analysis …, 2010 | 20 | 2010 |
| Going concern modifications and related disclosures in the Italian stock market: do regulatory improvements help investors in capturing financial distress? S Brunelli, C Carlino, R Castellano, A Giosi Journal of Management and Governance 25 (2), 433-473, 2021 | 17 | 2021 |
| CDS and rating announcements: changing signaling during the crisis? R Castellano, L Scaccia Review of Managerial Science 6, 239-264, 2012 | 15 | 2012 |
| Credit default swaps: implied ratings versus official ones R Castellano, R Giacometti 4OR 10, 163-180, 2012 | 12 | 2012 |
| Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach R Castellano, R Cerqueti Applied Mathematics and Computation 218 (12), 6887-6898, 2012 | 12 | 2012 |
| Roots and effects of financial misperception in a stochastic dominance framework R Castellano, R Cerqueti Quality & Quantity 47, 3371-3389, 2013 | 9 | 2013 |
| The analysis of the impact of the framing effect on the choice of financial products: an analytical hierarchical process approach V Ventre, R Martino, R Castellano, P Sarnacchiaro Annals of Operations Research, 1-17, 2023 | 8 | 2023 |
| An optimization model for minimizing systemic risk R Castellano, R Cerqueti, GP Clemente, R Grassi Mathematics and Financial Economics 15, 103-129, 2021 | 7 | 2021 |
| A theory of misperception in a stochastic dominance framework and its application to structured financial products R Castellano, R Cerqueti IMA Journal of Management Mathematics 29 (1), 23-37, 2018 | 6 | 2018 |
| Performance of a hedged stochastic portfolio model in the presence of extreme events R Castellano, R Giacometti Computational Economics 17, 239-252, 2001 | 6 | 2001 |
| Are stock price dynamics affected by financial analysts recommendations? Evidence from Italian green energy stocks R Castellano, A Ferrari Quality & Quantity 53, 2535-2544, 2019 | 5 | 2019 |
| Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion R Castellano, R Cerqueti, L Spinesi European Journal of Operational Research 255 (1), 288-297, 2016 | 5 | 2016 |
| The optimal bid/ask spread in a Specialist System R Castellano, R Cerqueti Economic Modelling 28 (5), 2247-2253, 2011 | 5 | 2011 |
| Bayesian hidden Markov models for financial data R Castellano, L Scaccia Data Analysis and Classification: Proceedings of the 6th Conference of the …, 2010 | 5 | 2010 |
| A Markov switching re-evaluation of event-study methodology R Castellano, L Scaccia Proceedings of COMPSTAT'2010: 19th International Conference on Computational …, 2010 | 5 | 2010 |
