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Professor Jonathan Fletcher

Accounting and Finance

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. 

Publications

Bayesian tests of global factor models
Fletcher Jonathan
Journal of Empirical Finance Vol 48, pp. 279-289, (2018)
http://dx.doi.org/10.1016/j.jempfin.2018.07.006
Model comparison tests of linear factor models in U.K. stock returns
Fletcher Jonathan
FINANCE RESEARCH LETTERS, (2018)
http://dx.doi.org/10.1016/j.frl.2018.05.005
Betas V characterisitcs : do stock characteristics enhance the investment opportunity set in U.K. stock returns?
Fletcher Jonathan
North American Journal of Economics and Finance, (2018)
http://dx.doi.org/10.1016/j.najef.2018.04.003
Exploring the benefits of international government bond portfolio diversification strategies
Fletcher Jonathan, Paudyal Krishna, Santoso Timbul
European Journal of Finance, (2018)
http://dx.doi.org/10.1080/1351847X.2018.1450279
An examination of the benefits of factor investing in U.K. stock returns
Fletcher Jonathan
International Journal of Economics and Finance Vol 10, (2018)
An empirical examination of the diversification benefits of U.K. international equity closed-end funds
Fletcher Jonathan
International Review of Financial Analysis Vol 55, pp. 23-34, (2018)
http://dx.doi.org/10.1016/j.irfa.2017.10.010

more publications

Teaching

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

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.