Florian Gutekunst

I am a first 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 is on Mathematical Finance and Stochastic Control. Prior to my PhD, I completed the MSc in Mathematical and Computational Finance at the University of Oxford, receiving the prize for best overall performance and best dissertation, and the 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]

Talks

• University of Stuttgart, August 2025
• 12th General AMaMeF Conference, Verona, June 2025