Alice Dub

I am a second year DPhil student working in the Mathematical and Computational Finance Group and an associate member of the MAN Institute of Quantitative finance. I hold a Diplom in Mathematics and Business Studies from Ludwig- Maximulians University in Munich as well as an MSc in Mathematics fromUniversity of St Andrews. My Supervisor is Dr Ben Hambly and I am a member of St Anne's College.

Currently I am looking at the Merton Problem of optimal investement with intermediate consumptions. Here I am cosidering perturbations to the well known model. In addition l want to look at similar setups but with non-linear weath dynamics trying to find optimal portfolio and consumption quantities for general as well as particularly chosen utility functions.