Gustavo Schwenkler

Associate Professor of Finance

Welcome to Professor Schwenkler's website

Gustavo Schwenkler is an associate professor of finance at the Santa Clara University Leavey School of Business. His research interests include asset pricing, econometrics, risk management, and derivatives. Gustavo's work has been published in leading peer-reviewed journals, such as the Journal of Financial Economics and the Journal of Econometrics. He is an associate editor at Management Science, the Journal of Business & Economic Statistics, and Digital Finance, and serves in the boards of directors of Cointree and Indicia Labs. Gustavo 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. Previously, Gustavo worked at Boston University, Goldman Sachs, and Deutsche Bank.

Research Interests

Asset pricing, financial econometrics, credit risk, systemic risk, derivatives.

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Curriculum vitae