Welcome Bryan Kelly, ICF Faculty Associate Director

We are pleased to announce that Bryan Kelly has joined the ICF as Faculty Associate Director.  Bryan, formerly with Chicago Booth, joined Yale SOM in January of this year.  Bryan’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.