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

Evaluating the performance of U.S. international equity closed-end funds
Fletcher Jonathan
Journal of Multinational Financial Management Vol 60 (2021)
https://doi.org/10.1016/j.mulfin.2021.100692
Exploring the diversification benefits of US international equity closed-end funds
Fletcher Jonathan
Financial Markets and Portfolio Management (2021)
https://doi.org/10.1007/s11408-021-00397-1
International equity U.S. mutual funds and diversification benefits
Fletcher Jonathan
International Review of Economics and Finance Vol 76, pp. 246-257 (2021)
https://doi.org/10.1016/j.iref.2021.06.010
How many factors are important in U.K. stock returns?
Fletcher Jonathan
European Journal of Finance Vol 25, pp. 1234-1249 (2019)
https://doi.org/10.1080/1351847X.2019.1586745
Model comparison tests of linear factor models in U.K. stock returns
Fletcher Jonathan
Finance Research Letters Vol 28, pp. 281-291 (2019)
https://doi.org/10.1016/j.frl.2018.05.005
Exploring the benefits of international government bond portfolio diversification strategies
Fletcher Jonathan, Paudyal Krishna, Santoso Timbul
European Journal of Finance Vol 25, pp. 1-15 (2019)
https://doi.org/10.1080/1351847X.2018.1450279

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.