Retired Faculty, Finance
Room: WMC 5359
CredentialsB.A. (Hons.), M.Sc. (Saskatchewan), Ph.D. (Alberta), M.A., Ph.D. (Simon Fraser)
BiographyJohn Heaney is an Associate Professor in the area of Finance. His research interests include corporate investment policy, equilibrium valuation and mathematical modeling of financial times series.
Research InterestsEquilibrium valuation, corporate investment policy, mathematical modelling of Financial Time Series.
articles and reports
Poitras, G., & Heaney, J. W. (2015). Classical ergodicity and modern portfolio theory. Chinese Journal of Mathematics, 17pp. http://doi.org/10.1155/2015/737905
Poitras, G., & Heaney, J. W. (2009). 'How is the stock market doing?' using absence of arbitrage to measure stock market performance. Annals of Financial Economics, 4, 1-44. http://doi.org/10.1142/S2010495208500012
Heaney, J. W., & Poitras, G. (1994). Securities markets, diffusion state spaces and arbitrage free shadow prices. Journal of Financial & Quantitative Analysis, 29(2), 223-239.