Rachev, S. T., Fabozzi, F. J., & Menn, C. (2005). Fat-Tailed and skewed asset return distributions: Implications for risk management, portfolio selection, and option pricing. John Wiley & sons.
Παραπομπή σε μορφή Chicago (17η εκδ.)Rachev, Svetlozar T., Frank J. Fabozzi, και Christian Menn. Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing. Hoboken: John Wiley & sons, 2005.
Παραπομπή σε μορφή MLA (8th εκδ.)Rachev, Svetlozar T., et al. Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing. John Wiley & sons, 2005.
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