Wenyao (Wendy) Ku
Dr. Wenyao (Wendy) Ku earned her Ph.D. in Business Administration from the University of Illinois in 2014. She has been teaching Investments and Financial Derivatives in the Leavey School of Business at Santa Clara University since 2015. Wendy received an MBA degree from the University of Illinois and a BA in Chinese Literature and Economics from National Taiwan University.
Dr. Ku’s research includes empirical studies on nonlinear interactions between extreme stock returns and large currency depreciation. She develops dynamic hedging techniques to mitigate portfolio’s downside risk using financial derivatives.
Prior to joining SCU, Wendy taught Investments, International Finance, Portfolio Management, Applied Portfolio Management-UIC Student Managed Fund (APM), and Econometrics courses at the University of Illinois at Chicago, where she received Oscar Miller Award for Teaching Excellence in 2006. Her APM course was featured in CFA Society of Chicago’s newsletter and Liautaud Graduate School of Business’ Annual Fund Campaign, for its innovative course design. In 2008, Wendy was invited to participate in the 3rd Lindau Nobel Laureate Meeting on Economic Sciences in Germany as a young economist. She received research feedback from Professors Robert Mundell, Myron Scholes, and the late Clive Granger. Wendy has extensive industry experience in Equity research and Derivatives trading. She has provided consulting services to numerous Hedge Funds and quantitative equity firms in Chicago as well as global asset management firms based in Taiwan and Singapore. Dr. Ku holds a Financial Risk Manager (FRM) certificate and has passed all three levels of the Chartered Financial Analyst (CFA) exam.
In her leisure time, Wendy enjoys playing chamber music and piano duet with her friends and her two daughters. She performed Saint-Saens’ Piano concerto No.5 at the University of Illinois Concert Hall in 2001 and many solo pieces by Bach and Brahms in recitals at the Tuesdays-at-1 concert series.
Ph.D. in Business Administration, University of Illinois
MBA, University of Illinois at Chicago
BA in Chinese Literature and Economics, National Taiwan University