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Clemens Kownatzki, PhD Practitioner Faculty in Finance

Clemens Kownatzki, PhD

Assistant Professor of Finance
Graziadio Business School

Biography

Dr. Clemens Kownatzki has been an executive in the financial services industry for well over two decades. His experience ranges from management positions in brokerage and treasury operations to advising corporate as well as retail clients with a focus on managing their risk effectively. He has also been an active investor in options and derivatives markets. Having lived and worked in Europe, the Middle East, Asia and the U.S., his investments range from equity to international capital and currency markets. 

In 2010, he joined Pepperdine University as an adjunct professor of finance teaching financial risk management and derivatives to graduate students. Dr. Kownatzki’s primary research interest focuses on the important question of how risk and market volatility affects investment returns. 

As a passionate musician of many years, Dr. Kownatzki has a keen interest in supporting the arts and serving his community. He is on the board of the Pasadena Musical Theatre Corporation, a non-profit organization that supports and encourages students to embrace musical theatre for their personal growth. He also authored the book Money Music 101: Essential Finance Skills for Musicians, Artists & Creative Entrepreneurs. His book was the foundation for a personal finance class at LA College of Music. 

Dr. Kownatzki earned his PhD in Economics and Management from Claremont Graduate University. He also holds an MBA degree from the Graziadio Business School at Pepperdine University. He currently lives in Sierra Madre (near Pasadena) with his wife and two children. 

Education

  • PhD, Claremont Graduate University, 2015.
    Major: Finance / Economics and Management
    Supporting Areas of Emphasis: Finance
    Dissertation Title: Examination of implied volatility as a proxy for financial risk

  • MBA, Pepperdine Graziadio Business School, 2000.
    Major: Presidents and Key Executives

Kownatzki, C. E. (2011). Money Music 101 (1st ed., pp. 200).

Kownatzki, C. E. (2016). HOW GOOD IS THE VIX AS A PREDICTOR OF MARKET RISK. Journal of Accounting and Finance, Volume 16(6)(2016-6), 39-60.

Trincal, E. (2017). RBC's capped Leveraged Index Return Notes linked to Russel 2000 offers bulls limited upside (October 2, 2017 ed., pp. 2). New York, NY: Prospect News.

Trincal, E. (2017). Morgan Stanley's $13.3 million contingent income notes on three stocks offer rare features (May 9, 2017 ed., pp. 2). New York, NY: Prospect News.

Trincal, E. (2017). Goldman's callable contingent coupon notes linked to index, fund have sources sitting on fence (April 11, 2017 ed., pp. 1). New York, NY: Prospect News.

Trincal, E. (2017). Morgan Stanley's lookback trigger step securities linked to S&P 500 seen riskier due to tenor (March 28, 2017 ed., pp. 2). New York, NY: Prospect News.

Trincal, E. (2016). Morgan Stanley's trigger Plus tied to Healthcare Select SPDR show rarely used ETF sector bet (December 2016 ed., pp. 2). New York, NY: Prospect News.

Trincal, E. (2016). JP Morgan's notes tied to a basket of 50 stocks offer access to firm's research via big portfolio (August 2016 ed., pp. 3). New York, NY: Prospect News.

Trincal, E. (2016). Morgan Stanley $17.22 million currency notes offer bullish bet on the euro versus the dollar (May 2016 ed., pp. 3). New York, NY: Prospect News.

Trincal, E. (2016). Deutsche Bank's digital notes linked to four currencies offer EM play (April, 2016 ed., pp. 4). New York, NY: Prospect News.

Trincal, E. (2015). HSBC's two-year digital dual directional notes linked to Brazilian real offer good value play (November 2015 ed., pp. 6). New York, NY: Prospect News.

Trincal, E. (2015). JP Morgan's leveraged notes linked to iShares EM offer conviction play with sizeable buffer (November 2015 ed., pp. 1-2). New York, NY: Prospect News.

Trincal, E. (2015). JP Morgan's optimization notes tied to Technology Select fund offer 'fair' terms, advisor says (September 2015 ed., pp. 2). New York, NY: Prospect News.

Kownatzki, C. (2015). Examination of implied volatility as a proxy for financial risk. Ann Arbor: ProQuest Dissertations Publishing.

Trincal, E. (2015). JP Morgan's capped return enhanced notes linked to pound vs, euro introduce new currency pair (July 2015 ed., pp. 1+4). New York, NY: Prospect News.

Trincal, E. (2015). Morgan Stanley's $5 million notes tied to BRIC currency basket have eye-catching 18x leverage (July 2015 ed., pp. 1+3). New York, NY: Prospect News.

Rutledge, J. (2015). Economics as Energy Framework: Complexity, Turbulence, Financial Crises, and Protectionism (April 2015 ed., vol. Volume 25, pp. Pages 10–18). Review of Financial Economics.

Kownatzki, C. (Presenter Only), Talk at Finance Club, "Trading Insights," Pepperdine Malibu L1. (February 1, 2016).

Kownatzki, C. E. (Principal), ""In Search of a Better Volatility"," Sponsored by CME Group Foundation, Private, $10,000.00. (May 1, 2016 - April 30, 2017).

Kownatzki, C., Kotite, F. In Search of a Better Volatility. International Review of Financial Analysis.

Courses

  • FINC 614
  • FINC 625
  • FINC 626
  • FINC 627
  • FINC 634
  • FINC 640
  • PGBS 698
  • MBAA 663
  • MBAA 673