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Robert R. Reitano
Robert R. Reitano
Professor of the Practice in Finance, Brandeis International Business School
Verified email at brandeis.edu - Homepage
Title
Cited by
Cited by
Year
Non-parallel Yield Curve Shifts and Immunization
RR Reitano
Streetwise: The Best of the Journal of Portfolio Management, 265, 1998
111*1998
Multivariate Duration Analysis
RR Reitano
701991
Non-parallel yield curve shifts and durational leverage
RR Reitano
Journal of portfolio management 16 (4), 62-67, 1990
621990
Non-parallel yield curve shifts and stochastic immunization
RR Reitano
Journal of portfolio management 22 (2), 71-&, 1996
511996
Multivariate immunization theory
RR Reitano
Transactions of the Society of Actuaries 43, 392-438, 1991
451991
Two paradigms for the market value of liabilities
RR Reitano
North American Actuarial Journal 1 (4), 104-122, 1997
381997
TSA92V44
RR Reitano
241992
Fair valuation of life insurance company liabilities
DC Doll, CP Elam, JE Hohmann, JM Keating, DS Kolsrud, KO MacDonald, ...
The Fair Value of Insurance Liabilities, 21-126, 1998
181998
A multivariate approach to duration analysis
RR Reitano
Actuarial Research Clearing House 2, 97-181, 1989
171989
Non-parallel yield curve shifts and spread leverage
RR Reitano
Journal of Portfolio Management 17, 82-7, 1991
151991
Multivariate Stochastic Immunization Theory
RR Reitano
11*1993
Introduction to quantitative finance: A math tool kit
RR Reitano
Mit Press, 2010
102010
A multivariate approach to immunization theory
RR Reitano
Actuarial Research Clearing House 2, 1990
101990
Results of the survey on variable annuity hedging programs for life insurance companies
CL Gilbert, C Ravindran, RR Reitano
Society of Actuaries, ALM Institute, 2007
72007
Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-) Stieltjes
RR Reitano
Chapman and Hall/CRC, 2023
42023
The Market Value of Insurance Liabilities
R Reitano
North American Actuarial Journal, 104-137, 1997
41997
Foundations of Quantitative Finance, 5: General Measure and Integration Theory
RR Reitano
http://www.robertrreitano.com/files/Book5.pdf, 2018
32018
Foundations of Quantitative Finance, 3: The Integrals of Lebesgue and (Riemann)-Stieltjes
RR Reitano
http://www.robertrreitano.com/files/Book3.pdf, 2017
22017
Yield Curve Risk Management
RR Reitano
Handbook of Finance 3, 2008
22008
Multivariate duration analysis
RR Reitano
North American Actuarial Journal, 89-109, 1999
11999
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