• United Kingdom

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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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Research Output 2001 2019

1 Citation (Scopus)
6 Downloads (Pure)

Exploring the benefits of international government bond portfolio diversification strategies

Fletcher, J., Paudyal, K. & Santoso, T., 31 Jan 2019, In : European Journal of Finance. 25, 1, p. 1-15 15 p.

Research output: Contribution to journalArticle

Open Access
Portfolio diversification
Diversification benefits
Bond portfolio
Diversification strategy
Government bonds

How many factors are important in U.K. stock returns?

Fletcher, J., 2 Sep 2019, In : European Journal of Finance. 25, 13, p. 1234-1249 16 p.

Research output: Contribution to journalArticle

Market factors
Stock returns
Pricing errors


Foreign reserves strategic asset allocation : a Bayesian approach

Author: Santoso, T. B., 1 Jan 2016

Supervisor: Fletcher, J. (Supervisor) & Paudyal, K. (Supervisor)

Student thesis: Doctoral Thesis