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Prof 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

An empirical examination of the diversification benefits of U.K. international equity closed-end funds
Fletcher Jonathan
International Review of Financial Analysis, pp. 1-47, (2017)
http://dx.doi.org/10.1016/j.irfa.2017.10.010
An empirical examination of the incremental contribution of stock characteristics in U.K. stock returns
Fletcher Jonathan
International Journal of Financial Studies Vol 5, (2017)
http://dx.doi.org/10.3390/ijfs5040021
Can short selling constraints explain the portfolio inefficiency of U.K. benchmark models?
Fletcher Jonathan
Advances in Investment Analysis and Portfolio Management, (2017)
Exploring the benefits of using stock characteristics in optimal portfolio strategies
Fletcher Jonathan
European Journal of Finance Vol 23, pp. 192-210, (2017)
http://dx.doi.org/10.1080/1351847X.2015.1062036
An examination of the benefits of dynamic trading strategies in U.K. closed-end funds
Fletcher Jonathan, Basu Devraj
International Review of Financial Analysis Vol 47, pp. 109-118, (2016)
http://dx.doi.org/10.1016/j.irfa.2016.04.012
Exploring the persistence of U.K. equity closed-end fund performance
Fletcher Jonathan
Advances in Investment Analysis and Portfolio Management Vol 7, pp. 185-213, (2016)
http://dx.doi.org/10.6291/AIAPM.2016.07.09

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.