Bryan T. Kelly

Bryan T. Kelly is the Frederick Frank ’54 and Mary C. Tanner Professor of Finance at the Yale School of Management. His research focuses on asset pricing, financial econometrics, machine learning, and AI. He is also a Research Fellow at the National Bureau of Economic Research and Associate Director of SOM’s International Center for Finance. Professor Kelly’s work has been published in leading journals such as the American Economic Review and the Journal of Finance. He is co-editor of the Journal of Financial Econometrics and associate editor of the Journal of Finance and the Journal of Financial Economics. Before joining Yale, he was a tenured professor at the University of Chicago Booth School of Business.

Bryan Kelly is a financial economist and econometrician whose research focuses on Financial Economics, Financial Econometrics, Machine Learning, and Asset Pricing. His work explores the intersection of these fields to better understand asset pricing, risk, and market behavior. Kelly's research includes the application of machine learning techniques to empirical asset pricing, the analysis of macroeconomic and financial risks, and the use of textual data to assess market reactions. His publications address topics such as tail risk, political uncertainty, liquidity, and systemic risk, often employing advanced econometric methods and novel data sources. His contributions highlight the role of information asymmetry, market expectations, and technological innovation in financial markets.