Timm Pfeil, MSc

Timm Pfeil

PhD Candidate
Department of Banking and Finance

+43 512 507-73104
timm.pfeil@uibk.ac.at

w.4.05 (SOWI)
by appointment

Research Interests

  • Machine Learning
  • Asset Pricing
  • Foreign Exchange Markets

Education

Currently: PhD. Economics and Statistics, University of Innsbruck

MSc. Banking and Finance, Universität Innsbruck (2020 - 2022)

  • University of Augsburg (2020 - 2021)

BSc. Economics, Universität Frankfurt (2017 - 2020)

  • Certificate of Proficiency for Overseas in Finance - University of Auckland (2019)

Academic Service

Student Representative, Doctoral/PhD Programme SoWi, University of Innsbruck (2025 - present)

Advisory Board Member, Akademischer Börsenverein Innsbruck (2024 - present)

Teaching

Winter Semester 2025/2026

  • Financial Institutions, Financial Innovations and Fintechs – Bachelor Course, Universität Innsbruck

Winter Semester 2024/2025

  • Financial Institutions, Financial Innovations and Fintechs – Bachelor Course, Universität Innsbruck
  • Mathematics – Bachelor Course, Universität Innsbruck

Conferences and Presentations

2025

“A Regularized Regression Approach to Global Minimum Variance Allocation”
19th International Joint Conference CFE-CMStatistics, London, UK

“Regularized Mimicking Portfolio Approach to Hedging Factor Exposure in Currency Portfolios”
Internationales Doktorandenseminar (IDS) for Banking and Finance, Fribourg, Switzerland

2024

Discussant for “Machine Learning Mutual Fund Flows”
German Finance Association (DGF) Annual Conference, Aachen, Germany

Current Research Projects

FX Forecast Disagreement: Investigating disagreement as a priced risk factor in foreign exchange markets

Penalised Portfolio Models: Developing a penalised regression-based extension of Global Minimum Variance Portfolios

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