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Leadership

William Goetzmann

William Goetzmann

Edwin J. Beinecke Professor of Finance and Management Studies  
Faculty Director of the International Center for Finance


William N. Goetzmann is an expert on a diverse range of investments. His past work includes studies of stock market predictability, hedge funds and survival biases in performance measurement. His current research focuses on alternative investing, factor investing, behavioral finance and the art market. Professor Goetzmann has written and co-authored a number of books, including Modern Portfolio Theory and Investment Analysis (Wiley, 2014), The Origins of Value: The Financial Innovations that Created Modern Capital Markets (Oxford, 2005), The Great Mirror of Folly: Finance, Culture and the Crash of 1720 (Yale, 2013) and most recently, Money Changes Everything: How Finance Made Civilization Possible (Princeton, 2016). He teaches portfolio management, alternative investments, real estate and financial history at the Yale School of Management.

Geert Rouwenhorst

K. Geert Rouwenhorst

Robert B. and Candice J. Haas Professor of Corporate Finance
Deputy Director of the International Center for Finance

Geert Rouwenhorst specializes in international finance and asset pricing. His research interests include business cycle theory, the empirical tradeoff between risk and return in developed and emerging stock markets, and portfolio choice. Professor Rouwenhorst's recent work examines hedge fund strategies, mutual fund settlement, commodity investments, and the history of financial innovation.

Bryan Kelly

Bryan Kelly

Frederick Frank '54 and Mary C. Tanner Professor of Finance
Faculty Associate Director of the International Center for Finance

Bryan Kelly is Frederick Frank '54 and Mary C. Tanner 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 Head of Machine Learning at AQR Capital Management. 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.

Image of Leigh Ann Clark

Leigh Ann Clark

Director

Leigh Ann has been with the ICF since 2008, directing the administration, business operations, and program activities of the Center. Prior to joining the ICF, Leigh Ann spent over 13 years in the banking industry in commercial acquisitions and student lending.

Francesco Fabozzi

Francesco Fabozzi

Research Director
 

Francesco Fabozzi is the Research Director at the ICF. He serves as Managing Editor of The Journal of Financial Data Science and Director of Data Science at the CFA Institute Research Foundation. He has coauthored several books in investment management and quantitative methods. His research has been published in the Journal of Financial Econometrics, Journal of Derivatives, Review of Quantitative Finance and Accounting, Journal of Portfolio Management, and more. His primary research interests include large language models (LLMs), natural language processing (NLP), and machine learning applied to quantitative investing. He holds a BA in economics from Princeton University, an MS in financial analytics, and a PhD in interdisciplinary data science from Stevens Institute of Technology.

karen

Karen Spitzer

Assistant Director

Karen joined the ICF team in May 2022.  She coordinates conferences and events for finance faculty and the Center.  Karen also writes for the ICF Blog, creates and distributes the ICF Newsletters, and maintains the ICF website. Previously, she worked at the Yale School of Medicine.