John Heaton

1959

• An empirical investigation of asset pricing with temporally dependent preference specifications
• Evaluating the effects of incomplete markets on risk sharing nad asset pricing
• The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model
• The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices
• The interaction between time-nonseparable preferences and time aggregation
• The interaction between time-nonseparable preferences and time aggregaton [i.e. aggregation]
• Evaluating the effects of incomplete markets on risk sharing and asset pricing