Florian Gutekunst

I am a third-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

Eduardo Abi Jaber, Florian Gutekunst, Martin Herdegen, and David Hobson
Optimal Investment and Consumption in Financial Markets with Integrated Variance Clocks
Preprint, 2026. [arXivLink opens in a new window | SSRNLink opens in a new window]

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