Allan Timmermann

Atkinson/Epstein Endowed Chair, Co-Director, Master of Finance Program, UCSD

Allan Timmermann uses a mix of theory, data and econometric techniques to understand the behavior of prices and expectations in financial markets. His objective is to understand what determines the movement of security prices and to use this in managing risk, forming portfolios and forecasting future price movements. He has also studied mutual fund and pension fund performance. Timmermann has developed new methods in areas such as forecasting under structural breaks, forecast combinations and evaluation of predictive skills. He serves as an associate editor on leading journals in financial economics and econometrics. Timmermann earned his Ph.D. from the University of Cambridge. ... Read More