His research interests include theoretical and empirical asset pricing, derivatives, risk management, and econometrics. Gustavo's work has been published at leading finance and economics journals, such as the Journal of Financial Economics and the Journal of Econometrics. He is an associate editor at Management Science and the Journal of Business & Economic Statistics. 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 Goldman Sachs and Deutsche Bank.