Bryan Kelly

3 catalog papers. Name-matched publications do not establish a verified researcher identity.

Yale School of Management, AQR Capital Management, and NBER , the United States

Publications

• Universal Portfolio Shrinkage — The Review of Financial Studies (name-matched, not ORCID-linked)
• Machine Learning and the Implementable Efficient Frontier — The Review of Financial Studies 2026 (name-matched, not ORCID-linked)
• The common factor in idiosyncratic volatility: Quantitative asset pricing implications — Journal of Financial Economics 2016 (name-matched, not ORCID-linked)