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  xmlns:dcterms="http://purl.org/dc/terms/"><dc:Title>Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing / Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi.</dc:Title>
<dc:Creator>Rachev, S. T.</dc:Creator>
<dc:Creator>Menn, Christian.</dc:Creator>
<dc:Creator>Fabozzi, Frank J.</dc:Creator>
<dc:Subject>Portfolio management.</dc:Subject>
<dc:Subject>Risk management.</dc:Subject>
<dc:Subject>332.6 RAF</dc:Subject>
<dc:Description>Includes bibliographical references and index.</dc:Description>
<dc:Publisher>Hoboken, N.J. : John Wiley & Sons,</dc:Publisher>
<dc:Date>2005.</dc:Date>
<dc:Date>2005.</dc:Date>
<dc:Date>2005</dc:Date>
<dc:Type>Text</dc:Type>
<dc:Format>xiii, 369 p. :</dc:Format>
<dc:Language>eng</dc:Language>

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