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 | 70 | 1991 |
Non-parallel yield curve shifts and durational leverage RR Reitano Journal of portfolio management 16 (4), 62-67, 1990 | 62 | 1990 |
Non-parallel yield curve shifts and stochastic immunization RR Reitano Journal of portfolio management 22 (2), 71-&, 1996 | 51 | 1996 |
Multivariate immunization theory RR Reitano Transactions of the Society of Actuaries 43, 392-438, 1991 | 45 | 1991 |
Two paradigms for the market value of liabilities RR Reitano North American Actuarial Journal 1 (4), 104-122, 1997 | 38 | 1997 |
TSA92V44 RR Reitano | 24 | 1992 |
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 | 18 | 1998 |
A multivariate approach to duration analysis RR Reitano Actuarial Research Clearing House 2, 97-181, 1989 | 17 | 1989 |
Non-parallel yield curve shifts and spread leverage RR Reitano Journal of Portfolio Management 17, 82-7, 1991 | 15 | 1991 |
Multivariate Stochastic Immunization Theory RR Reitano | 11* | 1993 |
Introduction to quantitative finance: A math tool kit RR Reitano Mit Press, 2010 | 10 | 2010 |
A multivariate approach to immunization theory RR Reitano Actuarial Research Clearing House 2, 1990 | 10 | 1990 |
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 | 7 | 2007 |
Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-) Stieltjes RR Reitano Chapman and Hall/CRC, 2023 | 4 | 2023 |
The Market Value of Insurance Liabilities R Reitano North American Actuarial Journal, 104-137, 1997 | 4 | 1997 |
Foundations of Quantitative Finance, 5: General Measure and Integration Theory RR Reitano http://www.robertrreitano.com/files/Book5.pdf, 2018 | 3 | 2018 |
Foundations of Quantitative Finance, 3: The Integrals of Lebesgue and (Riemann)-Stieltjes RR Reitano http://www.robertrreitano.com/files/Book3.pdf, 2017 | 2 | 2017 |
Yield Curve Risk Management RR Reitano Handbook of Finance 3, 2008 | 2 | 2008 |
Multivariate duration analysis RR Reitano North American Actuarial Journal, 89-109, 1999 | 1 | 1999 |