APA Zitierstil

 Rachev, S. T. (2005).  Fat-tailed and skewed asset return distributions: Implications for risk management, portfolio selection, and option pricing.  John Wiley & Sons.

Chicago Zitierstil

 Rachev, Sveltozar T.  Fat-tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing.  John Wiley & Sons, 2005.

MLA Zitierstil

 Rachev, Sveltozar T.  Fat-tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing.  John Wiley & Sons, 2005.

Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.