Sentences with phrase «attribution analysis»

It is possible to do a more general attribution analysis using returns - based style analysis on any portfolio, like mutual funds, for which monthly or quarterly returns are available.

More directly, attribution analysis measures the portfolio effects of a given manager's investment decisions, focusing especially on overall investment policy, asset allocation, security selection and activity.

Nevertheless, as discussed above, results generally indicate that the contribution is small even if allowance is made for amplification of the response in observations, and simulations used in attribution analyses use several different estimates of solar forcing changes over the 20th century (Supplementary Material, Table S9.1).

One challenge with storms in Germany is that climate models have trouble accurately depicting such small - scale features, but a new generation of models that should come into wider use within the next year or two do a much better job, meaning that attribution analyses on such events should become more feasible, van Oldenborgh said.

The main objective of this study is an event attribution analysis for extreme minimum events in Arctic SIE.

Event attribution analysis suggests that human induced greenhouse gas increases may also have contributed by causing evapotranspiration rates to be higher than they would have been under pre-industrial conditions.

Karsten Haustein is a postdoctoral researcher working on the World Weather Attribution project, developing the capability to perform quasi-real time attribution analysis of extreme weather events around the world on an operational basis.

In order to quantify the sources of return, the authors conduct attribution analyses using both the Fama — French — Carhart four - factor model and an augmented model that additionally includes BAB and duration.

In contrast, the mixing methodology exhibits stronger performance when the portfolio is more diversified, facilitates reallocation across factors, and reduces performance attribution analysis to a straightforward algebraic exercise using the classic Brinson model.

If you subtract the calculated expected physical warming based on the current attribution analysis would the climate system be expected to produce the same number of heat records as are now occurring on trend?

However, detection and attribution analyses based on climate simulations that include these forcings, (e.g., Stott et al., 2006b), continue to detect a significant anthropogenic influence in 20th - century temperature observations even though the near - surface patterns of response to black carbon aerosols and sulphate aerosols could be so similar at large spatial scales (although opposite in sign) that detection analyses may be unable to distinguish between them (Jones et al., 2005).

Event attribution analysis suggests that greenhouse gas increases may have increased 1 - day and 3 - day return levels of May — June precipitation with respect to pre-industrial climate conditions.

Performance analysis (also known as attribution analysis) is a «top of the list» requirement for asset managers seeking to «demonstrate their value,» a new report concluded.

«Because of Arctic amplification, the cold air coming south is not as cold as it used to be,» said Geert Jan van Oldenborgh, a Dutch climate scientist involved in the World Weather Attribution analysis.

Similar to the sector attribution analysis, we will use the holdings of large - cap active managers to decompose their risk factor exposures relative the S&P 500.

Attribution Analysis Security selection was mixed, and weakness in our IT, Industrials, and Utilities names caused the Strategy to lag its benchmark, the Russell Midcap ® Value Index.

Attribution analyses normally directly account for errors in the magnitude of the model's pattern of response to different forcings by the inclusion of factors that scale the model responses up or down to best match observed climate changes.

There have also been methodological developments that have resulted in attribution analyses taking uncertainties more fully into account.

To summarise, four out of six models / model - averages used by Shindell are included in the detection and attribution analyses whose results are summarised in AR5 Figure 10.4.

Christidis N, P.A. Stott, F.W. Zwiers, H. Shiogama, and T. Nozawa, 2009: Probalistic estimates of recent changes in temperature: a multi-scale attributions analysis.

Karsten Haustein is a postdoctoral researcher working on the World Weather Attribution project, developing the capability to perform quasi-real time attribution analysis of extreme weather events around the world on an operational basis.

Detection and attribution analyses show robust evidence for an anthropogenic influence on climate.

For those forcings that have been included in attribution analyses, uncertainties associated with the temporal and spatial pattern of the forcing and the modelled response can affect the results.

A detection and attribution analysis on the multidecadal trend in snow water equivalent (SWE) has been conducted in four river basins located in British Columbia (BC).

Using the holding of actively managed large - cap funds, we look at the traditional sources of long - only active management alpha — sector allocation decisions, security selection, and factor bets — to conduct the performance attribution analysis.

The attributable greenhouse warming rates inferred from Figure 9.9 generally support the TCR range shown in Figure 9.21, although the lowest 5th percentile (1.3 °C) and the highest 95th percentile (3.3 °C) estimated in this way from detection and attribution analyses based on individual models lie outside the 5 % to 95 % range of 1.5 °C to 2.8 °C obtained from Figure 9.21.

The conclusion that greenhouse warming dominates over solar warming is supported further by a detection and attribution analysis using 13 models from the MMD at PCMDI (Stone et al., 2007a) and an analysis of the National Center for Atmospheric Research (NCAR) Community Climate System Model (CCSM1.4; Stone et al., 2007b).

In recent years, more and more «event attribution analyses» have appeared in the scientific literature (see 2014 BAMS Special Report).

If I were to do an attribution analysis of the sales process, I'd quickly learn that 98 % + of customers bought after being asked to buy.

This kind of attribution analysis is «costly and time consuming» and only practical for separately managed institutional portfolios, the report said.

Attribution analysis is a performance - evaluation tool that burrows deep into the investment acumen (and results) of fund portfolio managers.

Weather attribution research could make a difference in negligence lawsuits in the wake of Hurricanes Harvey and Irma, although of course we won't know until the results of the attribution analyses are in, according to Patton.

One type of inverse method uses the ranges of climate change fingerprint scaling factors derived from detection and attribution analyses that attempt to separate the climate response to greenhouse gas forcing from the response to aerosol forcing and often from natural forcing as well (Gregory et al., 2002a; Stott et al., 2006c; see also Section 9.4.1.4).

The attribution analysis goes one step further by dividing the return of the covered call portfolio into four categories: market risk (S&P 500 and delta return), lottery risk (theta and gamma return), ex ante volatility risk (vega return), and other option risks.

Attribution analysis is done to monitor the under or over performance vis a vis the benchmark and the reasons for the same.

[4] It should be noted that the attribution analysis is conducted from the ground up using the holdings, and the effects are compounded daily; the excess return from the attribution analysis of 1.74 % differs from the composi te level excess return of 1.53 %.

An attribution analysis confirmed that in fact most of the excess return came from selection effect, [3] in which active managers demonstrated their ability to pick winning stocks within each sector.

We recently published a paper exploring the impact of observational uncertainty on an attribution analysis.

In fact, Min et al. used leading empirical orthogonal functions (EOFs; a type of principal component analysis) in their attribution analysis for extreme precipitation, implying large spatial scales.

Multi-signal detection and attribution analyses, which quantify the contributions of different natural and anthropogenic forcings to observed changes, show that greenhouse gas forcing alone during the past half century would likely have resulted in greater than the observed warming if there had not been an offsetting cooling effect from aerosol and other forcings.

Extending detection and attribution analysis to observed changes in natural and managed systems is more complex.