Alessandra Cretarola

24 papers and 257 indexed citations i.

Alessandra Cretarola has authored 24 papers that have received a total of 257 indexed citations. This includes 21 papers in Finance, 14 papers in Economics and Econometrics and 10 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (18 papers), Risk and Portfolio Optimization (9 papers) and Complex Systems and Time Series Analysis (7 papers). Alessandra Cretarola is often cited by papers focused on Stochastic processes and financial applications (18 papers), Risk and Portfolio Optimization (9 papers) and Complex Systems and Time Series Analysis (7 papers) and collaborates with scholars based in Italy, France and Germany. Alessandra Cretarola's co-authors include Claudia Ceci, Gianna Figà‐Talamanca, Francesca Biagini, Francesco Russo and Peter Tankov and has published in prestigious journals such as Economics Letters, Annals of Operations Research and Mathematical Finance.