Bryan Kelly

Bryan Kelly is Professor of Finance at the Yale School of Management, a Research Fellow at the National Bureau of Economic Research, Associate Director of SOM’s International Center for Finance, and a consultant for AQR Capital Management, LLC. Professor Kelly’s primary research fields are asset pricing and financial econometrics. He is interested in issues related to volatility, tail, and correlation risk in financial markets, predictive methods in high dimensional systems, banking sector systemic risk, financial intermediation, and financial networks. His papers in these areas have been published in the American Economic Review, the Quarterly Journal of Economics, the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies, among others. He is an associate editor at the Journal of Finance and the Journal of Business and Economic Statistics. Before joining Yale, Kelly was a professor of finance at the University of Chicago Booth School of Business.  He earned a bachelor’s degree in economics from the University of Chicago, a master’s degree in economics from University of California San Diego, and a PhD in finance from the New York University’s Stern School of Business.

Prior to his doctoral studies, Kelly worked in Morgan Stanley’s investment banking division and in the sales and trading division of UBS. He holds an M.A. in economics from the University of California, San Diego and an A.B. in economics (with honors) from the University of Chicago.