Christian Morgenstern

Imperial College London - Department of Infectious Disease Epidemiology

South Kensington Campus

London, SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

817

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Boosting ESG-Based Optimization With Asset Pricing Characteristics

Number of pages: 18 Posted: 14 Jul 2021 Last Revised: 23 Jul 2021
EMLYON Business School, Informed Portfolio Management AB, Imperial College London - Department of Infectious Disease Epidemiology, Independent, Informed Portfolio Management AB and Informed Portfolio Management AB
Downloads 504 (108,770)
Citation 4

Abstract:

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ESG, portfolio optimization, factor investing

2.

A COVID-19 Vaccines Review: What We Have Learned So Far and Where Do We Go from Here?

Number of pages: 13 Posted: 02 Apr 2021 Last Revised: 05 Apr 2021
Stanford Chun Yin Wong and Christian Morgenstern
West London NHS Trust and Imperial College London - Department of Infectious Disease Epidemiology
Downloads 196 (295,035)

Abstract:

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COVID-19 vaccination review & research topics, Vaccination considerations for special groups, NPIs during vaccine roll out

3.

International market exposure to sovereign ESG

Published in the Journal of Sustainable Finance & Investment, by Taylor & Francis. https://doi.org/10.1080/20430795.2022.2148817
Number of pages: 41 Posted: 21 Jun 2022 Last Revised: 28 Nov 2022
Christian Morgenstern, Guillaume Coqueret and James Kelly
Imperial College London - Department of Infectious Disease Epidemiology, EMLYON Business School and Independent
Downloads 101 (502,448)
Citation 1

Abstract:

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factor demand; longitudinal models; sovereign ESG; sustainable investing

4.

Systematic Review of Marburg Virus Disease Outbreaks, Mathematical Models and Disease Parameters

9TH INTERNATIONAL CONFERENCE ON INFECTIOUS DISEASE DYNAMICS:P3.082
Number of pages: 1 Posted: 05 Dec 2023
Imperial College London, Center for Disease Control and Prevention, Imperial College London, Imperial College London - MRC Centre for Global Infectious Disease Analysis, UK Health Security Agency, Imperial College London, University of Oxford - Linacre College, Imperial College London, Imperial College London - MRC Centre for Global Infectious Disease Analysis, Imperial College London, University of Exeter, Imperial College London, Imperial College London, Imperial College London, Imperial College London - MRC Centre for Global Infectious Disease Analysis, UK Health Security Agency, UK Health Security Agency and Imperial College London - Department of Infectious Disease Epidemiology
Downloads 16 (1,024,236)

Abstract:

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5.

Tuning Trend Following Strategies with Macro ESG Data

The Journal of Impact and ESG Investing, 2(2), 117–136 https://jesg.pm-research.com/content/2/2/117
Posted: 10 May 2021 Last Revised: 07 Dec 2021
Christian Morgenstern, Guillaume Coqueret and James Kelly
Imperial College London - Department of Infectious Disease Epidemiology, EMLYON Business School and Independent

Abstract:

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Trend Following, Macro ESG, Portfolio Construction