Welcome to Professor Schwenkler's website

Gustavo Schwenkler is an assistant professor of finance at the Boston University Questrom School of Business. His research focuses on the development of computational and statistical tools for the measurement of financial risks. Gustavo's work has been published at major finance and economics journals, such as the Journal of Financial Economics and the Journal of Econometrics. He received his PhD in management science and engineering in 2013 from Stanford University and his diploma in applied mathematics and economics from the University of Cologne. Prior to pursuing his doctorate, Gustavo worked at Goldman Sachs and Deutsche Bank. 

Research Interests

Financial econometrics, credit risk, systemic risk, asset pricing, mathematical finance, statistical methods, computational methods.

Google Scholar page

Curriculum vitae