Dr. Allan Timmermann

Biography

Allan Timmermann holds the Dr. Harry M. Markowitz Endowed Chair in Finance and Investing at the Rady School of Management, University of California, San Diego. With a distinguished record of research, he uses a blend of economic theory, data analytics, and econometric techniques to understand and predict the behavior of investors and financial markets. His published work addresses various critical topics including the predictability of financial returns, implications of changing risk premia, and the performance of mutual and pension funds in investment decisions. Timmermann is also recognized for developing new statistical methods in areas such as forecasting structural breaks and Bayesian forecasting. He currently serves as a managing Co-editor for the Journal of Financial Econometrics and has been an Associate Editor for several leading finance and econometrics journals. He earned his Ph.D. from the University of Cambridge and holds a master's degree from the London School of Economics, as well as a Cand. Polit degree from the University of Copenhagen. His research interests include Asset Pricing, Portfolio Management, Time-Series Econometrics, and Economic Forecasting.

Research Interests