Bryan Kelly
Principal
16 years of experience
6
years at AQR
Ph.D., New York University
M.A., University of California, San Diego
A.B., University of Chicago
Bryan Kelly is a Principal at AQR Capital Management, where he is the Head of Machine Learning, a portfolio manager and a senior member of the Integrated Research group. In his role, Bryan leads our efforts in developing and implementing Machine Learning methods and models in our portfolios. Bryan is also the Frederick Frank ’54 and Mary C. Tanner Professor of Finance at the Yale School of Management and a Research Fellow at the National Bureau of Economic Research. Earlier in his career, Bryan was a tenured Professor of Finance at the University of Chicago Booth School of Business. Bryan’s research has been published in the Journal of Finance, the American Economic Review, the Quarterly Journal of Economics, the Journal of Financial Economics, and the Review of Financial Studies, among others. He has won numerous awards for his work including the Harry M. Markowitz Award for best paper in the Journal of Investment Management in 2021, the Bernstein Fabozzi/Jacobs Levy award for best paper in the Journal of Portfolio Management in 2020, the Fama-DFA Prize for best paper in the Journal of Financial Economics in 2020 and 2017, and the DFA Distinguished Paper Prize in the Journal of Finance in 2023. Bryan earned an A.B. in economics from the University of Chicago, an M.A. in economics from the University of California, San Diego and a Ph.D. in finance from New York University.