Projects per year
Personal profile
Research Interests
My research interests are in three main areas. First, the evaluation of managed fund performance. Second, the evaluation of financial asset pricing models. Third, issues in portfolio choice.
Personal Statement
I have been at the University of Strathclyde since April 2000. My research interests are in the areas of the evaluation of managed fund performance, testing asset pricing models, and issues relating to mean-variance analysis. I am currently working on a number of projects in these areas.
Teaching Interests
My teaching interests are closely related to my research. I teach classes in Asset Pricing, Portfolio Management and security analysis, and Portfolio Theory and Manangement
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Collaborations and top research areas from the last five years
Projects
- 1 Active
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Wealth Creation in U.K. and U.S. Stock Returns
Fletcher, J. (Principal Investigator)
6/01/25 → 30/04/25
Project: Research
Research output
- 43 Article
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An examination of linear factor models in UK stock returns in the presence of dynamic trading
Fletcher, J., 1 Oct 2024, In: Review of Quantitative Finance and Accounting. 63, 3, p. 1121-1147 27 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile14 Downloads (Pure) -
Model scan of factors in U.K. stock returns
Fletcher, J., Marshall, A. & OConnell, M., 6 Feb 2024, In: European Journal of Finance. 30, 13, p. 1548-1561 14 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile21 Downloads (Pure)