This provides the R code and data to replicate results in "The USS Trustee’s risky strategy"

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Deep Learning USSBriefs2021
Overview

USSBriefs2021

This provides the R code and data to replicate results in "The USS Trustee’s risky strategy" by Neil M Davies, Jackie Grant and Chin Yang Shapland.

Description

USSBriefs2021_Figures_NMD_JG_CYS.R is code to replicate the results from our paper.

Jorda2019_total_returns.R is code to estimate the mean and standard deviation of the equity returns from Jorda 2017.

USSBriefs2021_SM is code to simulate figure in the Supplementary material.

In the Data folder it contains the M&S and USS data to used to generate the results.

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