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Risk reduction and mean-variance analysis : an empirical investigation
Fletcher, Jonathan - In: Journal of business finance & accounting : JBFA 36 (2009) 7/8, pp. 951-971
Persistent link: https://www.econbiz.de/10003902646
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Arbitrage and the evaluation of linear factor models in UK stock returns
Fletcher, Jonathan - In: The financial review : the official publication of the … 45 (2010) 2, pp. 449-468
Persistent link: https://www.econbiz.de/10003974102
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Do optimal diversification strategies outperform the 1/N strategy in U.K. stock returns?
Fletcher, Jonathan - In: International review of financial analysis 20 (2011) 5, pp. 375-385
Persistent link: https://www.econbiz.de/10009492081
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An examination of dynamic trading strategies in UK and US stock returns
Fletcher, Jonathan - In: Journal of business finance & accounting : JBFA 38 (2011) 9/10, pp. 1290-1310
Persistent link: https://www.econbiz.de/10009419309
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Can asset pricing models price idiosyncratic risk in UK stock returns?
Fletcher, Jonathan - In: The financial review : the official publication of the … 42 (2007) 4, pp. 507-535
Persistent link: https://www.econbiz.de/10003629905
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Characteristics versus covariances : an examination of domestic asset allocation strategies
Fletcher, Jonathan - In: Advances in investment analysis and portfolio … 9 (2002), pp. 251-271
Persistent link: https://www.econbiz.de/10001695522
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An examination of predictable risk and return in UK stock returns
Fletcher, Jonathan - In: Journal of economics & business 53 (2001) 6, pp. 527-546
Persistent link: https://www.econbiz.de/10001620379
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An examination of alternative factor models in UK stock returns
Fletcher, Jonathan - In: Review of quantitative finance and accounting 16 (2001) 2, pp. 117-130
Persistent link: https://www.econbiz.de/10001748008
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An empirical examination of the capital asset : pricing model applied to UK stock returns
Fletcher, Jonathan - In: Advances in investment analysis and portfolio … 6 (1999), pp. 55-68
Persistent link: https://www.econbiz.de/10001438946
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The evaluation of the performance of UK American unit trusts
Fletcher, Jonathan - In: International review of economics & finance : IREF 8 (1999) 4, pp. 455-466
Persistent link: https://www.econbiz.de/10001443994