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Port value-at-risk estimation through generalized means

Title
Port value-at-risk estimation through generalized means
Type
Summary of Presentation in an International Conference
Year
2017
Authors
Gomes, M.I.
(Author)
Other
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Fernanda Figueiredo
(Author)
FEP
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Henriques-Rodrigues, L.
(Author)
Other
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Type (Professor's evaluation): Scientific
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Value-at-Risk Estimation and the PORT Mean-of-order-p Methodology. Notas e Comunicações, CEAUL 04/16. (2016)
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Article in International Conference Proceedings Book
Gomes, M.I.; Fernanda Figueiredo; Henriques-Rodrigues, L.
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