| A stochastic programming model for the optimal issuance of government bonds A Consiglio, A Staino Annals of Operations Research 193, 159-172, 2012 | 39 | 2012 |
| Nested Conditional Value-at-Risk portfolio selection: A model with temporal dependence driven by market-index volatility A Staino, E Russo European Journal of Operational Research 280 (2), 741-753, 2020 | 18 | 2020 |
| The dynamics of the s&p 500 under a crisis context: Insights from a three-regime switching model L Cerboni Baiardi, M Costabile, D De Giovanni, F Lamantia, A Leccadito, ... Risks 8 (3), 71, 2020 | 11 | 2020 |
| Exotic options with Lévy processes: the Markovian approach SO Lozza, A Staino Investment Management and Financial Innovations, 140-156, 2011 | 9 | 2011 |
| Exotic options with Lévy processes: the Markovian approach SO Lozza, A Staino Investment Management and Financial Innovations, 140-156, 2011 | 9 | 2011 |
| The dynamics of the S&P 500 under a crisis context: Insights from a three-regime switching model LC Baiardi, M Costabile, D De Giovanni, F Lamantia, A Leccadito, ... Risks 8 (3), 1-15, 2020 | 4 | 2020 |
| A comparison among portfolio selection strategies with subordinated Lévy processes A Staino, S Ortobelli, I Massabò IJCSNS 7 (7), 224, 2007 | 4 | 2007 |
| A lattice approach to evaluate participating policies in a stochastic interest rate framework M Costabile, I Massabó, E Russo, A Staino Journal of Computational and Applied Mathematics 385, 113212, 2021 | 3 | 2021 |
| A moment-matching method to generate arbitrage-free scenarios A Staino, E Russo European Journal of Operational Research 246 (2), 619-630, 2015 | 3 | 2015 |
| Lattice-based model for pricing contingent claims under mixed fractional Brownian motion M Costabile, I Massabó, E Russo, A Staino Communications in Nonlinear Science and Numerical Simulation 118, 107042, 2023 | 2 | 2023 |
| A flexible lattice model for pricing contingent claims under multiple risk factors E Russo, A Staino Journal of Derivatives 26 (1), 27-44, 2018 | 2 | 2018 |
| On pricing Asian options under stochastic volatility E Russo, A Staino Journal of Derivatives 23 (4), 7, 2016 | 2 | 2016 |
| A lattice-based model for evaluating bonds and interest-sensitive claims under stochastic volatility E Russo, A Staino International Journal of Theoretical and Applied Finance 21 (04), 1850023, 2018 | 1 | 2018 |
| Discrete time portfolio selection with lévy processes C Bertini, SO Lozza, A Staino Intelligent Data Engineering and Automated Learning-IDEAL 2007: 8th …, 2007 | 1 | 2007 |
| Discrete time portfolio selection with lévy processes C Bertini, SO Lozza, A Staino Intelligent Data Engineering and Automated Learning-IDEAL 2007: 8th …, 2007 | 1 | 2007 |
| Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach P Devolder, E Russo, A Staino ASTIN Bulletin: The Journal of the IAA, 1-25, 2024 | | 2024 |
| Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint A Staino, E Russo, M Costabile, A Leccadito Computational Management Science 20 (1), 12, 2023 | | 2023 |
| Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods AL Martire, E Russo, A Staino Decisions in Economics and Finance 46 (1), 177-220, 2023 | | 2023 |
| A flexible lattice model for fair policy valuations under multiple risk factors P Devolder, E Russo, A Staino XLVII AMASES, 2023 | | 2023 |
| A Novel Robust Method for Estimating the Covariance Matrix of Financial Returns with Applications to Risk Management A Leccadito, A Staino, P Toscano LIDAM Discussion Papers LFIN, 2022 | | 2022 |
