Extreme temperature anomalies negatively affect most sectoral returns, and new Climate Risk Exposure and Climate Exposure Volatility metrics can be added to multi-objective portfolio optimization to build more resilient strategies.
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Temperature Anomalies and Climate Physical Risk in Portfolio Construction
Extreme temperature anomalies negatively affect most sectoral returns, and new Climate Risk Exposure and Climate Exposure Volatility metrics can be added to multi-objective portfolio optimization to build more resilient strategies.