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.
K. Geert Rouwenhorst
Robert B. and Candice J. Haas Professor of Corporate Finance
Deputy Director of the International Center for Finance
Professor 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. His recent work examines hedge fund strategies, mutual fund settlement, commodity investments, and the history of financial innovation.
Bryan Kelly
Professor of Finance
Faculty Associate Director of the International Center for Finance
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.
Leigh Ann Clark
Director
Leigh Ann has been with ICF since 2008 directing the administration, business operations, and program activities of the Center. Prior to joining ICF, Leigh Ann spent over 13 years in the banking industry in commercial acquisitions and student lending.
Isabella Dueñas
Assistant Director
Isabella joined the ICF team in May 2022. She coordinates conferences and events for the Center and finance faculty. Isabella also writes for the ICF Blog, creates and distributes the ICF Newsletters, manages ICF social media, and maintains the ICF website. Prior to Yale, Isabella worked at Brown University as Assistant Director for Campus Life Initiatives.
Francesco Fabozzi
Research Director
Francesco Fabozzi is a doctoral candidate in data science at Stevens Institute of Technology. He serves as the managing editor of the Journal of Financial Data Science and is the Director of Data Science at the CFA Institute Research Foundation. He has coauthored a number of 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 machine learning, natural language processing, and factor investing. He holds a BA in economics from Princeton University and an MS in financial analytics from Stevens Institute of Technology.
Fernando Reyes De La Luz
Research Associate
Fernando Reyes is an alumnus of Universidad Iberoamericana, where he obtained his bachelor's degree in Engineering Physics. He recently completed his Master of Management Studies in Asset Management at Yale SOM.
Throughout his academic journey, Fernando has gained valuable teaching experience, serving as a teaching assistant in both Mexico and at Yale. Notably, he has worked under the guidance of Osman Nalbantoglu, renowned for his role as a Partner Director at Bridgewater.
He has a strong interest in various fields including Asset Pricing, Continuous Time Finance, Applied Econometrics, Statistical Arbitrage, and Machine Learning. In addition, Fernando has recently been studying subjects such as Fixed Income, Global Macro, and Factor Investing.
As he continues his journey at Yale ICF, Fernando eagerly anticipates delving deeper into these subjects and many more, applying his skills and knowledge to explore the dynamic world of finance and asset management.
Karen Spitzer
Senior Administrative Assistant
Karen joined the ICF in May 2022. She provides faculty support for Professors William Goetzmann, K. Geert Rouwenhorst, Bryan Kelly, and Nicholas Barberis. Previously, Karen worked at the Yale School of Medicine.