Scholar
Bryan Kelly
Google Scholar ID: 0vqdffMAAAAJ
Yale School of Management
Citations & Impact
Citations
18,652
H-index
43
i10-index
53
Publications
20
Co-authors
23
list available
Publications
Resume (English only)
Academic Achievements
- Published extensively in top journals including Journal of Finance, Journal of Financial Economics, and Review of Financial Studies
- Notable works: 'Financial Machine Learning', 'Business News and Business Cycles', 'Modeling Corporate Bond Returns', 'The Virtue of Complexity in Return Prediction'
- Developed and publicly released a global factor dataset covering 153 factors across 93 countries
- Pioneered IPCA-based estimation of corporate bond risk factors
- Introduced the intermediary capital risk factor for multi-asset pricing
Background
- Frederick Frank ’54 and Mary C. Tanner Professor of Finance at Yale School of Management
- Head of Machine Learning at AQR Capital Management
- Research Fellow at the National Bureau of Economic Research (NBER)
- Co-director of Yale’s Swenson Asset Management Institute
- Primary research fields: asset pricing, machine learning, and financial econometrics
- Former co-editor of the Journal of Financial Econometrics and associate editor of the Journal of Finance and Journal of Financial Economics
