James Kelly

Independent

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Boosting ESG-Based Optimization With Asset Pricing Characteristics

Number of pages: 18 Posted: 14 Jul 2021 Last Revised: 23 Jul 2021
Guillaume Coqueret, Sascha Stiernegrip, Christian Morgenstern, James Kelly, Johannes Frey-Skött and Björn Österberg
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 (108,894)
Citation 4

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ESG, portfolio optimization, factor investing

2.

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 (502,963)
Citation 1

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factor demand; longitudinal models; sovereign ESG; sustainable investing

3.

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

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Trend Following, Macro ESG, Portfolio Construction