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Allan Timmermann

Type: Faculty

Name: Allan Timmermann

Title: Professor

Degree: Ph.D.

Degree From: University of Cambridge

Degree Year: 1992

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.