Publications

Model scan and optimal portfolio choice in European stock returns

Marshall Andrew, Fletcher Jonathan, O'Connell Michael

European Journal of Finance (2025)

Good-deal Performance Bounds and the Diversification Benefits of U.S. International Equity Closed-end Funds

Fletcher Jonathan

Handbook of Financial Econometrics, Statistics, Technology, and Risk Management (2025) (2025)

https://doi.org/10.1142/9789819809950_0046

An examination of linear factor models in UK stock returns in the presence of dynamic trading

Fletcher Jonathan

Review of Quantitative Finance and Accounting Vol 63, pp. 1121-1147 (2024)

https://doi.org/10.1007/s11156-024-01286-0

Model scan of factors in U.K. stock returns

Fletcher Jonathan, Marshall Andrew, OConnell Michael

European Journal of Finance Vol 30, pp. 1548-1561 (2024)

https://doi.org/10.1080/1351847X.2024.2312203

Exploring the performance of US international bond mutual funds

Fletcher Jonathan, Marshall Andrew, Littlejohn Elizabeth

Financial Review Vol 58, pp. 765-782 (2023)

https://doi.org/10.1111/fire.12355

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

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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.

Projects

Wealth Creation in U.K. and U.S. Stock Returns

Fletcher, Jonathan (Principal Investigator)

This research aims to replicate the analysis of Bessembinder(2018) looking at wealth creation in U.S. and U.K. stock returns.

06-Jan-2025 - 30-Jan-2025

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