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Allan Timmermann
Type: Faculty
Name: Allan Timmermann
Title: Professor
Degree: Ph.D.
Degree From: University of Cambridge
Degree Year: 1992
Contact Information
Phone number: 858-534-4860
E-mail: atimmermann@ucsd.edu
Fax: 858-534-7040
Mailing Address: University of California, San Diego
Allan Timmermann, Economics Dept
9500 Gilman Dr. #0508
La Jolla, CA 92093-0508
Office: ECON 314
Research Information
Fields of Research: Finance (Primary)
Econometrics
Research Interest: Predictability of stock returns, Forecasting methods, Structural breaks in time series, Performance evaluation for mutual funds and pension funds
Research Statement: Allan Timmermann's research uses methods from time-series analysis to investigate topics in finance such as the predictability of stock returns, the effect of investors' learning on the dynamics of stock prices and the ability to extract the performance of fund managers. He also has interest in econometric methods, in particular the effect of model instability (structural breaks) on forecasting performance and investment decisions.
Curriculum Vitae: http://rady.ucsd.edu/docs/faculty/timmerman/Timmermann_CV.pdf
Working Papers: http://rady.ucsd.edu/faculty/directory/timmermann/
Miscellaneous Information
Course Information: http://rady.ucsd.edu/faculty/directory/timmermann/pub/classes/econ270/
Personal Webpage: http://rady.ucsd.edu/faculty/directory/timmermann/
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