Fahiz Baba Yara
Campus: Bloomington
Biography
Fahiz Baba-Yara is an Assistant Professor of Finance at the Kelley School of Business at Indiana University. His research
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Fahiz Baba-Yara is an Assistant Professor of Finance at the Kelley School of Business at Indiana University. His research interest lies at the intersection of Return Predictability, Machine Learning, Factor Portfolios, and Financial Econometrics. He is particularly interested in leveraging machine learning tools to understand better why securities with specific characteristics earn the average return they do. At Kelley, he teaches investments.
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Areas of Expertise
Return Predictability, Empirical Asset Pricing, and Applied Machine Learning
Academic Degrees
- Ph.D., Nova School of Business and Economics
- Masters, Norwegian School of Economics
- BSc, University of Ghana
Selected Publications
- Baba Yara, F., Boons, M., and Tamoni, A. (2021). Value Return Predictability across Asset Classes and Commonalities in Risk Premia. Review of Finance, 25(2), 449–484.
Edited on December 2, 2022
