Allan Timmermann, Ph.D. is a Senior Scientific Advisor with Intensity, LLC and an expert in financial markets, securities, economic forecasting, and statistics. Dr. Timmermann applies his expertise in data and econometric techniques to understand the behavior of prices and expectations in financial markets for managing risk, making portfolio decisions, and forecasting future price movements. Dr. Timmermann has developed innovative methods in areas such as forecasting under structural breaks, forecast combinations, and evaluation of predictive skills.
Dr. Timmerman has consulted for a variety of international banks and investment institutions, including the European Central Bank (ECB), Board of the Federal Reserve, Bank of International Settlements (BIS, Basel) and the IMF. In addition, Dr. Timmermann has a number of active affiliations with respected industry organizations, including Fellow of Society of Financial Econometrics, Fellow of Journal of Econometrics, Research Fellow of the CEPR, and Fellow of CREATES, University of Aarhus, Denmark.
In addition to his role at Intensity, Dr. Timmerman is a Professor of Finance at UC San Diego and co-director of the UCSD Master of Finance Program. He has authored more than 100 publications and book chapters, and holds editorial roles on leading journals in financial economics and econometrics, including:
- Associate Editor, Review of Asset Pricing
- Associate Editor, Journal of Business and Economic Statistics
- Associate Editor, Journal of Financial Econometrics
- Co-editor, Journal of Financial Econometrics
- Associate Editor, Journal of Applied Econometrics
- Associate Editor, Econometrics Journal
- Associate Editor, Journal of Financial Forecasting (Risk Journals)
- Editorial Board Member, Journal of Asset Management
- Editorial Board Member, Annals of Finance
- Associate Editor, Journal of Economic Dynamics and Control
- Departmental Editor, Journal of Forecasting
Dr. Timmermann has also served as a professor and taught courses in investments, business and forecasting, and finance for a number of academic institutions, including UCSD, University of London, and Stanford University.
Dr. Timmermann earned his Ph.D. in Economics from the University of Cambridge, Cand. Polit from the University of Copenhagen, Institute of Economics, and MSc in Economics from London School of Economics.