@inproceedings{inproceedingse2f266cb, title = {Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison}, author = {Gomes, M. Ivette and Caeiro, Frederico and Figueiredo, Fernanda and Henriques-Rodrigues, Lígia and Pestana, Dinis}, year = {2018}, publisher = {Instituto Politécnico do Porto}, booktitle = {Workshop on Computational Data Analysis and Numerical Methods} }