Račev, Svetlozar, Menn, Christian a Fabozzi, Frank J. Fat-tailed and skewed asset return distributions: implications for risk management, portfolio selection, and option pricing. Hoboken: John Wiley & Son, Inc., [2005], ©2005. xiii, 369 stran. The Frank J. Fabozzi series.
Račev, S. (2005). Fat-tailed and skewed asset return distributions: Implications for risk management, portfolio selection, and option pricing. Hoboken: John Wiley & Son, Inc..
Styl ChicagoRačev, Svetlozar. Fat-tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing. Hoboken: John Wiley & Son, Inc., 2005.
Citace podle MLARačev, Svetlozar. Fat-tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing. Hoboken: John Wiley & Son, Inc., 2005.
Více o citacích