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Frank Milne

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Personal Details

First Name: Frank
Middle Name:
Last Name: Milne
Suffix:

RePEc Short-ID: pmi154

Email:
Homepage: http://www.econ.queensu.ca/pub/faculty/mini/milne.php
Postal Address: Economics Dept. Queen's University Kingston Ontario K7L 3N6 Canada
Phone: (613) 533 6494

Affiliation

Economics Department
Queen's University
Location: Kingston, Canada
Homepage: http://qed.econ.queensu.ca/
Email:
Phone: (613) 533-2250
Fax: (613) 533-6668
Postal: Kingston, Ontario, K7L 3N6
Handle: RePEc:edi:qedquca (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Frank Milne in Wikipedia (English)

Works

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Working papers

  1. Frank Milne, 2012. "Economic Crises: The Impact on Australia and Canada," Working Papers 1296, Queen's University, Department of Economics.
  2. Frank Milne & Lynnette Purda & Anita Anand, 2010. "Monitoring to Reduce Agency Costs: Examining the Behavior of Independent and Non-Independent Boards," Working Papers 1243, Queen's University, Department of Economics.
  3. Mei Li & Frank Milne, 2010. "A Large Trader in Bubbles and Crashes: an Application to Currency Attacks," Working Papers 1004, University of Guelph, Department of Economics and Finance.
  4. Frank Milne, 2008. "Credit Crises, Risk Management Systems and Liquidity Modelling," Working Papers 1, John Deutsch Institute for the Study of Economic Policy.
  5. Mei Li & Frank Milne, 2007. "The Role of Large Players in a Dynamic Currency Attack Game," Working Papers 1148, Queen's University, Department of Economics.
  6. Frank Milne & Xing Jin, 2006. "Taxation and Transaction Costs in a General Equilibrium Asset Economy," Working Papers 1111, Queen's University, Department of Economics.
  7. Frank Milne & David Kelsey, 2006. "Takeovers and Cooperatives," Working Papers 1113, Queen's University, Department of Economics.
  8. Anita Anand & Frank Milne & Lynnette Purda, 2006. "Voluntary Adoption of Corporate Governance Mechanisms," Working Papers 1112, Queen's University, Department of Economics.
  9. Frank Milne & David Kelsey, 2006. "Imperfect Competition and Corporate Governance," Working Papers 1079, Queen's University, Department of Economics.
  10. Frank Milne & David Kelsey, 2005. "Externalities, Monopoly and the Objective Function of the Firm," Working Papers 1078, Queen's University, Department of Economics.
  11. David Kelsey & Frank Milne, 2005. "Market distortions and corporate governance," Discussion Papers 0503, Exeter University, Department of Economics.
  12. Frank Milne & Edwin Neave, 2003. "A General Equilibrium Financial Asset Economy with Transaction Costs and Trading Constraints," Working Papers 1082, Queen's University, Department of Economics.
  13. Kelsey, David & Frank Milne, 2002. "Monopoly Externalities and Non-Profit Maximising Firms," Royal Economic Society Annual Conference 2002 113, Royal Economic Society.
  14. Frank Milne, 2001. "The Australian Universities: A Study in Public Policy Failure," Working Papers 1080, Queen's University, Department of Economics.
  15. Xing Jin & Frank Milne, 1996. "The Existence of Equilibrium in a Financial Market with Transaction Costs," Working Papers 934, Queen's University, Department of Economics.
  16. Kelsey, D. & Milne, F., 1996. "Induced Preferences, Non Additive Probabilities and Multiple Priors," Discussion Papers 96-15, Department of Economics, University of Birmingham.
  17. Xing Jin & Frank Milne, 1996. "The Existence of Equilibrium in a Financial Market with General Personal and Corporate Tax Structures," Working Papers 939, Queen's University, Department of Economics.
  18. Frank Milne & Edwin H. Neave, 1995. "Standardized Variables and Optimal Risky Investment," Working Papers 906, Queen's University, Department of Economics.
  19. Frank Milne & Dilip Madan, 1994. "Contingent Claims Valued And Hedged By Pricing And Investing In A Basis," Working Papers 1158, Queen's University, Department of Economics.
  20. Frank Milne & Edwin H. Neave, 1994. "Standardized Variables, Risks and Preference," Working Papers 907, Queen's University, Department of Economics.
  21. Frank Milne & David Kelsey, 1994. "Induced Preferences and Decision-Making Under Risk and Uncertainty," Working Papers 897, Queen's University, Department of Economics.
  22. Frank Milne & Edwin H. Neave, 1993. "Dominance Relations Among Standardized Variable," Working Papers 877, Queen's University, Department of Economics.
  23. Dilip B. Madan & Frank Milne, 1992. "Contingent Claims Valued and Hedged by Pricing and Investment in a Basis," Working Papers 868, Queen's University, Department of Economics.
  24. Kelsey, D. & Milne, F., 1992. "The Existence of Equilibrium and the Objective Function of the Firm," Discussion Papers 92-22, Department of Economics, University of Birmingham.
  25. Dilip B. Madan & Frank Milne & Robert Elliott, 1992. "Incomplete Diversification and Asset Pricing," Working Papers 865, Queen's University, Department of Economics.
  26. Jones, C. & Milne, F., 1991. "The Dividend Puzzel and Tax," Papers 225, Australian National University - Department of Economics.
  27. Frank Milne & Dilip Madan, 1991. "Option Pricing With V. G. Martingale Components," Working Papers 1159, Queen's University, Department of Economics.
  28. Haller, J.E. & Milne, F., 1990. "Naive Bayesian Learning In 2 X 2 Matrix Games," Papers 9071, Tilburg - Center for Economic Research.
  29. Frank Milne & Dilip Madan & Hersh Shefrin, 1990. "The Multinomial Option Pricing Model and Its Brownian and Poisson Limits," Working Papers 1162, Queen's University, Department of Economics.
  30. Kelsey, D. & Milne, F., 1990. "The Arbitrage Pricing Theorem with non Expected Utility Preferences," Papers 217, Australian National University - Department of Economics.

Articles

  1. Anita I. Anand & Frank Milne & Lynnette D. Purda, 2011. "Domestic and International Influences on Firm-Level Governance: Evidence from Canada," American Law and Economics Review, Oxford University Press, vol. 14(1), pages 68-110.
  2. David Kelsey & Frank Milne, 2010. "Takeovers and cooperatives: governance and stability in non-corporate firms," Journal of Economics, Springer, vol. 99(3), pages 193-209, April.
  3. Frank Milne, 2009. "The Complexities of Financial Risk Management and Systemic Risks," Bank of Canada Review, Bank of Canada, vol. 2009(Summer), pages 15-30.
  4. David Kelsey & Frank Milne, 2008. "Imperfect Competition and Corporate Governance," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 10(6), pages 1115-1141, December.
  5. Frank Milne, 2008. "Anatomy of the Credit Crisis: The role of Faulty Risk Management Systems," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 269, July.
  6. David Kelsey & Frank Milne, 2006. "Externalities, monopoly and the objective function of the firm," Economic Theory, Springer, vol. 29(3), pages 565-589, November.
  7. Klaus Ritzberger & Frank Milne, 2002. "Strategic pricing of equity issues," Economic Theory, Springer, vol. 20(2), pages 271-294.
  8. Kelsey, David & Milne, Frank, 1999. "Induced Preferences, Nonadditive Beliefs, and Multiple Priors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 455-77, May.
  9. Kelsey, David & Milne, Frank, 1997. "Induced Preferences, Dynamic Consistency and Dutch Books," Economica, London School of Economics and Political Science, vol. 64(255), pages 471-81, August.
  10. Kelsey, David & Milne, Frank, 1996. "The existence of equilibrium in incomplete markets and the objective function of the firm," Journal of Mathematical Economics, Elsevier, vol. 25(2), pages 229-245.
  11. Kelsey David & Milne Frank, 1995. "The Arbitrage Pricing Theorem with Non-expected Utility Preferences," Journal of Economic Theory, Elsevier, vol. 65(2), pages 557-574, April.
  12. Dilip B. Madan & Frank Milne, 1994. "Contingent Claims Valued And Hedged By Pricing And Investing In A Basis," Mathematical Finance, Wiley Blackwell, vol. 4(3), pages 223-245.
  13. Frank Milne & Edwin H. Neave, 1994. "Dominance Relations Among Standardized Variables," Management Science, INFORMS, vol. 40(10), pages 1343-1352, October.
  14. Eichberger, J. & Haller, H. & Milne, F., 1993. "Naive Bayesian learning in 2 x 2 matrix games," Journal of Economic Behavior & Organization, Elsevier, vol. 22(1), pages 69-90, September.
  15. Chris Jones & Frank Milne, 1992. "Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates," Mathematical Finance, Wiley Blackwell, vol. 2(3), pages 189-196.
  16. Dilip B. Madan & Frank Milne, 1991. "Option Pricing With V. G. Martingale Components," Mathematical Finance, Wiley Blackwell, vol. 1(4), pages 39-55.
  17. Turnbull, Stuart M & Milne, Frank, 1991. "A Simple Approach to Interest-Rate Option Pricing," Review of Financial Studies, Society for Financial Studies, vol. 4(1), pages 87-120.
  18. Madan, Dilip B & Milne, Frank & Shefrin, Hersh, 1989. "The Multinomial Option Pricing Model and Its Brownian and Poisson Limits," Review of Financial Studies, Society for Financial Studies, vol. 2(2), pages 251-65.
  19. Milne, Frank & Shefrin, H M, 1988. "Ex Post Efficiency and Ex Post Welfare: Some Fundamental Considerations," Economica, London School of Economics and Political Science, vol. 55(217), pages 63-79, February.
  20. Cameron, A C & P. K. Trivedi & Frank Milne & J. Piggott, 1988. "A Microeconometric Model of the Demand for Health Care and Health Insurance in Australia," Review of Economic Studies, Wiley Blackwell, vol. 55(1), pages 85-106, January.
  21. Milne, Frank, 1988. "Arbitrage and Diversification in a General Equilibrium Asset Economy," Econometrica, Econometric Society, vol. 56(4), pages 815-40, July.
  22. Milne, Frank & Shefrin, H. M., 1987. "Information and securities: A note on pareto dominance and the second best," Journal of Economic Theory, Elsevier, vol. 43(2), pages 314-328, December.
  23. Milne, Frank, 1987. "The induced preference approach to arbitrage and diversification arguments in finance," European Economic Review, Elsevier, vol. 31(1-2), pages 235-245.
  24. Milne, Frank & Shefrin, Hersh M, 1984. "Clarifying Some Misconceptions about Stock Market Economies," The Quarterly Journal of Economics, MIT Press, vol. 99(3), pages 615-27, August.
  25. Milne, Frank, 1981. "Induced preferences and the theory of the consumer," Journal of Economic Theory, Elsevier, vol. 24(2), pages 205-217, April.
  26. Milne, Frank, 1980. "Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(2), pages 255-67, June.
  27. Milne, Frank & Smith, Clifford W., 1980. "Capital Asset Pricing with Proportional Transaction Costs," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(02), pages 253-266, June.
  28. Milne, Frank, 1979. "Consumer Preferences, Linear Demand Functions and Aggregation in Competitive Asset Markets," Review of Economic Studies, Wiley Blackwell, vol. 46(3), pages 407-17, July.
  29. Milne, Frank, 1979. "Borrowing, Short-Sales, Consumer Default, and the Creation of New Assets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(02), pages 255-273, June.
  30. Milne, Frank, 1979. "Private markets and production decisions," Economics Letters, Elsevier, vol. 4(3), pages 201-209.
  31. Milne, Frank, 1976. "Default Risk in a General Equilibrium Asset Economy with Incomplete Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(3), pages 613-25, October.
  32. Milne, Frank, 1975. "Choice over asset economies: Default risk and corporate leverage," Journal of Financial Economics, Elsevier, vol. 2(2), pages 165-185, June.
  33. Milne, F, 1974. "Corporate Investment and Finance Theory in Competitive Equilibrium," The Economic Record, The Economic Society of Australia, vol. 50(132), pages 511-33, December.
  34. Milne, F, 1972. "Keynes, Harrod and the Fixprice Method," The Economic Record, The Economic Society of Australia, vol. 48(122), pages 232-42, June.

Books

  1. Milne, Frank, 2003. "Finance Theory and Asset Pricing: Second Edition," OUP Catalogue, Oxford University Press, edition 2, number 9780199261079, September.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2008-10-07
  2. NEP-BEC: Business Economics (5) 2006-06-17 2006-06-17 2007-01-14 2007-01-23 2010-10-23. Author is listed
  3. NEP-CBA: Central Banking (1) 2007-12-15
  4. NEP-CFN: Corporate Finance (3) 2006-06-17 2007-01-14 2007-01-14. Author is listed
  5. NEP-COM: Industrial Competition (1) 2006-06-17
  6. NEP-CTA: Contract Theory & Applications (1) 2010-10-23
  7. NEP-DGE: Dynamic General Equilibrium (1) 2007-01-14
  8. NEP-IND: Industrial Organization (1) 2007-01-23
  9. NEP-MIC: Microeconomics (2) 2006-06-17 2006-06-17
  10. NEP-RMG: Risk Management (1) 2008-10-07
  11. NEP-SOC: Social Norms & Social Capital (1) 2007-01-23
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2006-06-17

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Journal Pages, Weighted by Simple Impact Factor
  7. Number of Journal Pages, Weighted by Recursive Impact Factor
  8. Number of Journal Pages, Weighted by Number of Authors
  9. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

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