Bio

Bryan T. Kelly joined Chicago Booth in 2010 as Assistant Professor of Finance after earning his PhD and MPhil in finance at New York University's Leonard N. Stern School of Business. His research interests include theoretical and empirical asset pricing; models of tail risk, volatility and correlation dynamics; and asymmetric information in asset markets. He is a faculty research fellow at the NBER and an associate editor of the Journal of Financial Econometrics. Kelly is the recipient of the 2012 AQR Insight Award, and has received various other research awards including the JPMorgan Best Paper Award from the WFA, the Q-group Research Award, the Arnold Zellner Award (honorable mention), the David M. Graifman award for best dissertation in finance at NYU Stern, the Herman E. Kroos award for best dissertation across disciplines at NYU Stern, and the Shmuel Kandel Prize, and various research grants.

Prior to his doctoral studies, Kelly worked in Morgan Stanley's investment banking division and in the sales and trading division of UBS. He holds an M.A. in economics from University of California, San Diego and an A.B. in economics (with honors) from the University of Chicago.

Kelly teaches Investments at Booth, and previously taught the undergraduate Foundations of Financial Markets course at Stern, for which he received a commendation for teaching excellence.

Awards and Honors

2012 Winner AQR Insight Award
2011 Arnold Zellner Award (honorable mention)
2010 Herman E. Krooss Award, Best Dissertation Across Disciplines, NYU-Stern
 David M. Graifman Award, Best Dissertation in Finance, NYU-Stern
 SAC Capital Ph.D. Candidate Award for Outstanding Research, WFA Annual Meeting
2009 Shmuel Kandel Award, Outstanding Ph.D. Student in Financial Economics, UWFC
 Best Dissertation Proposal Award in Risk Management, FMA
 Joseph H. Taggart Fellowship, NYU Stern School of Business
 Student Travel Grant, AFA
2008Best Paper Award in Financial Markets, FMA (for "The Value of Research")
2005NYU Stern School of Business Fellowship