APA (7th ed.) Citation

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

Chicago Style (17th ed.) Citation

Rachev, S. T., Christian Menn, and Frank J. Fabozzi. Fat-tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing. Hoboken, N.J.: John Wiley & Sons, 2005.

MLA (9th ed.) Citation

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