000			00832cam a22002414a 4500
001			14116086
003			BD-DhUL
005			20160517172359.0
008			050921s2005 njua b 001 0 eng
020			_a0471718866
040			_aDLC _cDLC _dDLC _dBD-DhUL
082	0	0	_a332.6 _bRAF
100	1		_aRachev, S. T.
245	1	0	_aFat-tailed and skewed asset return distributions : _bimplications for risk management, portfolio selection, and option pricing / _cSveltozar T. Rachev, Christian Menn, Frank J. Fabozzi.
260			_aHoboken, N.J. : _bJohn Wiley & Sons, _c2005.
300			_axiii, 369 p. : _bill. ; _c24 cm.
504			_aIncludes bibliographical references and index.
650		0	_aPortfolio management.
650		0	_aRisk management.
700	1		_aMenn, Christian.
700	1		_aFabozzi, Frank J.
942			_2ddc _cBK
999			_c66833 _d66833