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 a frequent commentator on news developments in equity, debt, and crypto markets on platforms like CNBC. Gustavo is an associate editor at Management Science, the Journal of Business & Economic Statistics, and Digital Finance. He serves in the boards of directors of Cointree, an Australian cryptocurrency exchange, and is the co-founder of Indicia Labs, an AI investment services company for cryptocurrencies. 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, cryptocurrencies, credit risk, systemic risk, derivatives.

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Curriculum vitae