This paper investigates performance attribution measures as a basis for constraining portfolio optimization. We employ optimizations that minimize conditional value-at-risk and investigate two attributes, asset allocation (AA) the selection effect (SE), constraints on weights. The test consists of stocks from Dow Jones Industrial Average index. Values attributes are established relative to benc...

Within the statistical climatology literature, inferring contributions of potential causes with regard to climate change has become a recurrent research theme during this last decade. In particular, disentangling human induced (anthropogenic) forcings from natural represents nontrivial task, especially when focal point moves away mean behaviors and goes towards extreme events high societal impa...

Abstract Quantifying which nations are culpable for the economic impacts of anthropogenic warming is central to informing climate litigation and restitution claims damages. However, countries seeking legal redress, magnitude losses from attributable individual emitters not known, undermining their standing liability claims. Uncertainties compound at each step emissions global greenhouse gas (GH...