Florian Gutekunst

I am a second-year PhD student at the Warwick Centre for Doctoral Training in Statistics, supervised by Martin HerdegenLink opens in a new window and David HobsonLink opens in a new window. My research focuses on Mathematical Finance and Stochastic Control. Prior to my PhD, I completed an MSc in Mathematical and Computational Finance at the University of Oxford, where I received the prize for best overall performance and best dissertation, and a BSc in Mathematics at the University of Munich.

Publications

Florian Gutekunst, Martin Herdegen, and David Hobson
Optimal Investment and Consumption in a Stochastic Factor Model
Preprint, 2025. [arXivLink opens in a new window | SSRNLink opens in a new window]

Talks

• University of Stuttgart, August 2026
• XIII Bachelier World Congress, Bologna, June 2026
• University of Warwick, April 2026
• University of Oxford, February 2026
• University of Stuttgart, August 2025
• 12th General AMaMeF Conference, Verona, June 2025