John Southall

Legal & General Investment Management Limited

United States

SCHOLARLY PAPERS

2

DOWNLOADS

94

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A real-world stochastic model for projecting nominal interest rates in a Monte Carlo setting

Number of pages: 11 Posted: 29 Apr 2020 Last Revised: 03 Aug 2020
John Southall
Legal & General Investment Management Limited
Downloads 63 (443,006)

Abstract:

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Monte Carlo, singular value decomposition, interest rates

2.

Rules-of-thumb for the Impact of Parameter Uncertainty on Investor Outcomes

Number of pages: 10 Posted: 29 Jun 2020 Last Revised: 06 Aug 2020
John Southall
Legal & General Investment Management Limited
Downloads 31 (585,902)

Abstract:

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Parameter uncertainty; Estimation risk; Rules-of-thumb; Learning; Risk-adjusted returns