APA-referens (7:e uppl.)
Ben Dor, A. (2012). Quantitative credit portfolio management: Practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk. Wiley.
Chicago-referens (17:e uppl.)
Ben Dor, Arik. Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk. Hoboken, NJ: Wiley, 2012.
MLA-referens (9:e uppl.)
Ben Dor, Arik. Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk. Wiley, 2012.
Varning: dessa hänvisningar är inte alltid fullständigt riktiga.