Picture of fish in sea

Open Access research that uses mathematical models to solve ecological problems...

Solving a variety of ecological and biological problems is the focus of marine population modelling research conducted within the Department of Mathematics & Statistics. Here research deploys mathematical models to better understanding issues relating to fish stock management, ecosystem dynamics, ocean currents, and the effects of multispecies interactions within diverse marine ecosystems.

Research work in marine population modelling interfaces with a number of other key research specialisms, including mathematical biology, epidemiology and statistical informatics, where investigations are improving human understanding of the behaviour of infectious diseases, particularly in relation to animal infections; but also the modelling of complex biological processes such as antibiotic prodcution in actinobacteria.

Explore some of the Open Access research from Mathematics & Statistics. Or explore all of Strathclyde's Open Access research...

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Jump to: 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2002 | 2001
Number of items: 37.

2019

Fletcher, Jonathan (2019) How many factors are important in U.K. stock returns? European Journal of Finance, 25 (13). pp. 1234-1249. ISSN 1351-847X

Fletcher, Jonathan (2019) Model comparison tests of linear factor models in U.K. stock returns. Finance Research Letters, 28. pp. 281-291. ISSN 1544-6123

Fletcher, Jonathan and Paudyal, Krishna and Santoso, Timbul (2019) Exploring the benefits of international government bond portfolio diversification strategies. European Journal of Finance, 25 (1). pp. 1-15. ISSN 1351-847X

2018

Fletcher, Jonathan (2018) Betas V characterisitcs : do stock characteristics enhance the investment opportunity set in U.K. stock returns? North American Journal of Economics and Finance, 46. pp. 114-129. ISSN 1062-9408

Fletcher, Jonathan (2018) Bayesian tests of global factor models. Journal of Empirical Finance, 48. pp. 279-289. ISSN 0927-5398

Fletcher, Jonathan (2018) An examination of the benefits of factor investing in U.K. stock returns. International Journal of Economics and Finance, 10 (4). pp. 154-170. ISSN 1916-9728

Fletcher, Jonathan (2018) An empirical examination of the diversification benefits of U.K. international equity closed-end funds. International Review of Financial Analysis, 55. pp. 23-34. ISSN 1057-5219

2017

Fletcher, Jonathan (2017) An empirical examination of the incremental contribution of stock characteristics in U.K. stock returns. International Journal of Financial Studies, 5 (4). ISSN 2227-7072

Fletcher, Jonathan (2017) Can short selling constraints explain the portfolio inefficiency of U.K. benchmark models? Advances in Investment Analysis and Portfolio Management. (In Press)

Fletcher, Jonathan (2017) Exploring the benefits of using stock characteristics in optimal portfolio strategies. European Journal of Finance, 23 (3). pp. 192-210. ISSN 1351-847X

2016

Fletcher, Jonathan and Basu, Devraj (2016) An examination of the benefits of dynamic trading strategies in U.K. closed-end funds. International Review of Financial Analysis, 47. pp. 109-118. ISSN 1057-5219

Fletcher, Jonathan (2016) Exploring the persistence of U.K. equity closed-end fund performance. Advances in Investment Analysis and Portfolio Management, 7. pp. 185-213.

2015

Davies, J. Richard and Fletcher, Jonathan and Marshall, Andrew (2015) Testing index-based models in U.K. stock returns. Review of Quantitative Finance and Accounting, 45 (2). 337–362. ISSN 0924-865X

2014

Fletcher, Jonathan and Marshall, Andrew (2014) Investor heterogeneity and the cross-section of U.K. investment trust performance. Journal of Financial Services Research, 45 (1). pp. 67-89. ISSN 0920-8550

Fletcher, Jonathan (2014) Benchmark models of expected returns in U.K. portfolio performance : an empirical investigation. International Review of Economics and Finance, 29. pp. 30-46. ISSN 1059-0560

2011

Fletcher, Jonathan (2011) An examination of dynamic trading strategies in U.K. and U.S. stock returns. Journal of Business Finance and Accounting, 38 (9-10). pp. 1290-1310. ISSN 0306-686X

Capstaff, J. and Fletcher, Jonathan (2011) Long term performance and choice of SEO method by UK firms. Journal of Business Finance and Accounting, 38 (9-10). pp. 1262-1289. ISSN 0306-686X

Fletcher, Jonathan (2011) Do optimal diversification strategies outperform the 1/N strategy in U.K. stock returns. International Review of Financial Analysis, 20 (5). 375–385. ISSN 1057-5219

Anderson, G. and Fletcher, Jonathan and Marshall, A.P. (2011) Performance evaluation of dynamic trading strategies in UK stock returns incorporating lagged conditioning information. European Journal of Finance, 17 (1). pp. 67-82.

2010

Fletcher, Jonathan (2010) Arbitrage and the evaluation of linear factor models in U.K. stock returns : the official publication of the Eastern Finance Association. Financial Review, 45 (2). pp. 449-468.

Barclay, R. and Fletcher, Jonathan and Marshall, A.P. (2010) Pricing emerging market stock returns : an update. Emerging Markets Review, 11 (1). pp. 49-61. ISSN 1566-0141

2009

Fletcher, Jonathan (2009) Risk reduction and mean-variance analysis : an empirical investigation. Journal of Business Finance and Accounting, 36 (7-8). pp. 951-971. ISSN 0306-686X

Fletcher, Jonathan and Ntozi-Obwale, Patricia (2009) Exploring the conditional performance of U.K. unit trusts. Journal of Financial Services Research, 36 (1). pp. 21-44. ISSN 0920-8550

Ntozi-Obwale, Patricia and Fletcher, Jonathan and Power, David (2009) Conditional performance in different states of the economy: evidence from U.K. unit trusts. Journal of Financial Transformation, 24. pp. 155-161. ISSN 1755-361X

2008

Fletcher, Jonathan and Ntozi-Obwale, Patricia (2008) Arbitrage bounds and U.K. unit trust performance. Journal of Business Finance and Accounting, 35 (3-4). pp. 580-600. ISSN 0306-686X

Fletcher, J.E. and Marshall, A.P. (2008) Is international trust performance predictable over time? A note. Accounting and Finance, 48 (1). pp. 123-132. ISSN 0810-5391

2007

Fletcher, Jonathan (2007) Can asset pricing models price idiosyncratic risk in U.K. stock returns? Financial Review, 42 (4). pp. 507-535. ISSN 0732-8516

2006

Byrne, Alistair and Fletcher, Jonathan and Ntozi, Patricia (2006) An exploration of the conditional timing performance of UK unit trusts. Journal of Business Finance and Accounting, 33 (5-6). pp. 816-838. ISSN 0306-686X

2005

Fletcher, Jonathan and Kihanda, Joseph M. (2005) An examination of alternative CAPM based models in UK stock returns. Journal of Banking and Finance, 29 (12). pp. 2995-3014. ISSN 0378-4266

Fletcher, J. and Hillier, J. (2005) An examination of linear factor models in country equity asset allocation strategies. Quarterly Review of Economics and Finance, 45 (4-5). pp. 808-823. ISSN 1062-9769

Fletcher, Jonathan and Marshall, Andrew P. (2005) The performance of UK international unit trusts. European Financial Management, 11 (3). pp. 365-386. ISSN 1354-7798

Fletcher, J. and Marshall, A.P. (2005) An empirical examination of UK International unit trust performance. Journal of Financial Services Research, 27 (2). pp. 183-206. ISSN 0920-8550

Fletcher, J.P. and Marshall, A.P. (2005) An empirical examination of the benefits of international diversification. Journal of International Financial Markets Institutions and Money, 15 (5). pp. 455-468. ISSN 1042-4431

2004

Fletcher, Jonathan and Forbes, David N. (2004) Performance evaluation of UK unit trusts within the stochastic discount framework. Journal of Financial Research, 27 (2). pp. 289-306. ISSN 0270-2592

2002

Fletcher, Jonathan and Forbes, David (2002) An exploration on the persistence of UK unit trust performance. Journal of Empirical Finance, 9 (5). pp. 475-493. ISSN 0927-5398

Fletcher, Jonathan and Forbes, David and Marshall, Andrew (2002) An investigation on the impact of derivative use on the risk and performance of UK unit trusts. Financial Services Review, 11 (2). pp. 173-187. ISSN 1057-0810

2001

Fletcher, J. and Hillier, J. (2001) An examination of resampled portfolio efficiency. Financial Analysts Journal, 57 (5). pp. 66-74. ISSN 0015-198X

This list was generated on Wed Jul 15 10:39:04 2020 BST.