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Temperature Anomalies and Climate Physical Risk in Portfolio Construction

Posted in: Articolo

Apr 27 2026
Michele Azzone, Carlo Bechi, Gabriele Sbaiz 1. Introduction The increasing frequency, severity, and unpredictability of natural disasters and chronic climate threats pose unprecedented challenges to global financial markets. Traditional asset pricing models and portfolio management frameworks often struggle to incorporate the stochastic nature of physical ...more »

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