Rachev, S. T. (2005). Fat-tailed and skewed asset return distributions: Implications for risk management, portfolio selection, and option pricing. John Wiley & Sons.
استشهاد بنمط شيكاغوRachev, Sveltozar T. Fat-tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing. John Wiley & Sons, 2005.
MLA استشهادRachev, Sveltozar T. Fat-tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing. John Wiley & Sons, 2005.
تحذير: قد لا تكون هذه الاستشهادات دائما دقيقة بنسبة 100%.