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.
Chicago Style (17th ed.) CitationRachev, Svetlozar T., Frank J. Fabozzi, and Christian Menn. Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing. Hoboken: John Wiley & sons, 2005.
MLA (8th ed.) CitationRachev, Svetlozar T., et al. Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing. John Wiley & sons, 2005.
Warning: These citations may not always be 100% accurate.