Research Output 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
Fingerprint Dive into the research topics where Jonathan Fletcher is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2001 2019
- 37 Article
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 journal › Article
Open Access
File
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 journal › Article
Factors
Market factors
Stock returns
Mispricing
Pricing errors
Thesis
Foreign reserves strategic asset allocation : a Bayesian approach
Author: Santoso, T. B., 1 Jan 2016Supervisor: Fletcher, J. (Supervisor) & Paudyal, K. (Supervisor)
Student thesis: Doctoral Thesis