Announcement: SOA releases March 2024 Exam P passing candidate numbers.

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  • Multivariate Stochastic Immunization Theory
    the inner product: (x,y)~=xK~y, discussed in (A. 17) of the Appendix. Also, equality holds if and only ... Spread Leverage," The Journal of Portfolio Management 17 (Spring 1991 ): 82-87. 10. REITANO, ROBERT R. "Multivariate ...

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    • Authors: Robert Reitano
    • Date: Oct 1993
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models