Robert R. Reitano

Adjunct Associate Professor

Dr. Reitano, F.S.A., is Senior Vice President and Chief Investment Strategist and head of asset/liability management in the Investment Strategy Group department of John Hancock Financial Services in Boston, Massachusetts. He is a board member and Chairman of the Committee of Finance for John Hancock Variable Life Company and Investors Partner Life Insurance Company, as well as a board member of other John Hancock subsidiaries.

His current research interests include: integrating risk capital objectives with asset allocation strategies, the ‘market’ valuations of liabilities, and generalized models for yield curve risk management. This latter interest has led to the development of multivariate duration and convexity measures which reflect the risk of general nonparallel yield curve shifts, as well as to an investigation of immunization and derivatives management strategies in this general context.

Dr. Reitano has been a member of several industry task forces and committees. He has spoken at numerous industry seminars and events and has presented several educational seminars on his research for the Society of Actuaries. His papers have appeared in the Journal of Portfolio Management, the Transactions of the Society of Actuaries and The North American Actuarial Journal, and have won an Annual Prize of the Society of Actuaries, and two biennial F.M. Redington Prizes awarded by the Investment Section of the Society of Actuaries.

Dr. Reitano has a Ph.D. in Mathematics from MIT, is a Fellow of the Society of Actuaries, a Member of the American Academy of Actuaries, and a member of the International Actuarial Association. He serves on the Editorial staff of several actuarial and finance journals.

COURSES TAUGHT BY DR. REITANO:

SUMMER TERM SESSION II 2001

    MA 502  Fundamentals of Finance (Tue & Thu, 5:30-9 pm)

SPRING 2002 SEMESTER

    MA 796  Computational Methods of Mathematical Finance (Thu, 5-8 pm)

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Department address:
Boston University
College of Arts and SciencesDept. of Mathematics and Statistics
111 Cummington St.
Boston, MA 02215
Email address: rreitano@bu.edu
Office location: MCS, Room 178
phone: (617) 353-4692    fax: (617) 353-8100
Office hours for Spring 2002: Thu, 8-9 pm, by appointment only

Revised: 7 Dec 2001