IDEAS home Printed from https://ideas.repec.org/e/pmi154.html
   My authors  Follow this author

Frank Milne

Personal Details

First Name:Frank
Middle Name:
Last Name:Milne
Suffix:
RePEc Short-ID:pmi154
http://qed.econ.queensu.ca/faculty/milne/
Economics Dept. Queen's University Kingston Ontario K7L 3N6 Canada
(613) 533 6494

Affiliation

Economics Department
Queen's University

Kingston, Canada
http://www.econ.queensu.ca/
RePEc:edi:qedquca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. David Longworth & Frank Milne, 2021. "Parallels Between Financial Regulation Prior to the Global Financial Crisis and Lack of Public Health Preparation Prior to Covid-19," Working Paper 1455, Economics Department, Queen's University.
  2. Pejman Bahramian & Glenn P. Jenkins & Frank Milne, 2021. "A Stakeholder Analysis of Investments in Wind Power Electricity Generation in Ontario," Development Discussion Papers 2021-07, JDI Executive Programs.
  3. David Longworth & Frank Milne, 2021. "Public Health and Government Preparations For Future Pandemics," Working Paper 1451, Economics Department, Queen's University.
  4. Frank Milne & David Longworth, 2020. "Covid-19 and the Lack of Public Health and Government Preparation," Working Paper 1436, Economics Department, Queen's University.
  5. Pejman Bahramian & Glenn Jenkins & Frank Milne, 2020. "A stakeholder analysis of investments for wind power electricity generation in Ontario," Working Paper 1442, Economics Department, Queen's University.
  6. Pejman Bahramian & Glenn Jenkins & Frank Milne, 2020. "The Displacement Impacts of Wind Power Electricity Generation: Costly Lessons from Ontario," Working Paper 1440, Economics Department, Queen's University.
  7. Frank Milne & David Longworth, 2020. "Preparing for Future Pandemics: Stress Tests and Wargames," Working Paper 1437, Economics Department, Queen's University.
  8. Charles Beach & Frank Milne, 2019. "Ontario Post-Secondary Education Funding Policies: Perverse Incentives and Unintended Consequences," Working Paper 1424, Economics Department, Queen's University.
  9. Charles Beach & Frank Milne, 2018. "Challenges To Higher Education In Canada And Australia," Working Paper 1407, Economics Department, Queen's University.
  10. Frank Milne, 2016. "Unintended Consequences- Advice For Politicians And Policy Analysts," Working Paper 1360, Economics Department, Queen's University.
  11. Mei Li & Frank Milne & Junfeng Qiu, 2016. "The Signaling Effect and Optimal LOLR Policy," Working Papers 1601, University of Guelph, Department of Economics and Finance.
  12. Frank Milne, 2016. "Complacency Is Really Dangerous: Three Great Economic Crises," Working Paper 1361, Economics Department, Queen's University.
  13. Mei Li & Frank Milne & Junfeng Qiu, 2013. "Central Bank Screening, Moral Hazard, And The Lender Of Last Resort Policy," Working Paper 1317, Economics Department, Queen's University.
  14. Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty in an Interconnected Financial System, Contagion," Working Papers 1304, University of Guelph, Department of Economics and Finance.
  15. Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty In An Interconnected Financial System, Contagion, And Market Freezes," Working Paper 1308, Economics Department, Queen's University.
  16. Frank Milne, 2012. "Economic Crises: The Impact On Australia And Canada," Working Paper 1296, Economics Department, Queen's University.
  17. 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.
  18. Anita Anand & Frank Milne & Lynnette Purda, 2010. "Monitoring To Reduce Agency Costs: Examining The Behavior Of Independent And Non-independent Boards," Working Paper 1243, Economics Department, Queen's University.
  19. Frank Milne, 2008. "Credit Crises, Risk Management Systems and Liquidity Modelling," Working Papers 1, John Deutsch Institute for the Study of Economic Policy.
  20. Mei Li & Frank Milne, 2007. "The Role Of Large Players In A Dynamic Currency Attack Game," Working Paper 1148, Economics Department, Queen's University.
  21. Anita Anand & Frank Milne & Lynnette Purda, 2006. "Voluntary Adoption Of Corporate Governance Mechanisms," Working Paper 1112, Economics Department, Queen's University.
  22. David Kelsey & Frank Milne, 2006. "Imperfect Competition And Corporate Governance," Working Paper 1079, Economics Department, Queen's University.
  23. Frank Milne & Xing Jin, 2006. "Taxation And Transaction Costs In A General Equilibrium Asset Economy," Working Paper 1111, Economics Department, Queen's University.
  24. David Kelsey & Frank Milne, 2006. "Takeovers And Cooperatives," Working Paper 1113, Economics Department, Queen's University.
  25. David Kelsey & Frank Milne, 2005. "Market distortions and corporate governance," Discussion Papers 0503, University of Exeter, Department of Economics.
  26. David Kelsey & Frank Milne, 2005. "Externalities, Monopoly And The Objective Function Of The Firm," Working Paper 1078, Economics Department, Queen's University.
  27. Frank Milne & Edwin H. Neave, 2003. "A General Equilibrium Financial Asset Economy With Transaction Costs And Trading Constraints," Working Paper 1082, Economics Department, Queen's University.
  28. Kelsey, David & Frank Milne, 2002. "Monopoly Externalities and Non-Profit Maximising Firms," Royal Economic Society Annual Conference 2002 113, Royal Economic Society.
  29. Frank Milne, 2001. "The Australian Universities: A Study In Public Policy Failure," Working Paper 1080, Economics Department, Queen's University.
  30. Frank Milne & Xing Jin, 1996. "The Existence Of Equilibrium In A Financial Market With General Personal And Corporate Tax Structures," Working Paper 939, Economics Department, Queen's University.
  31. Frank Milne & Xing Jin, 1996. "The Existence Of Equilibrium In A Financial Market With Transaction Costs," Working Paper 934, Economics Department, Queen's University.
  32. Frank Milne & Edwin H. Neave, 1995. "Standardized Variables and Optimal Risky Investment," Working Paper 906, Economics Department, Queen's University.
  33. Frank Milne & David Kelsey, 1994. "Induced Preferences and Decision-Making Under Risk and Uncertainty," Working Paper 897, Economics Department, Queen's University.
  34. Dilip B. Madan & Frank Milne, 1994. "Contingent Claims Valued And Hedged By Pricing And Investing In A Basis," Working Paper 1158, Economics Department, Queen's University.
  35. Frank Milne & Edwin H. Neave, 1994. "Standardized Variables, Risks and Preference," Working Paper 907, Economics Department, Queen's University.
  36. Frank Milne & Edwin H. Neave, 1993. "Dominance Relations Among Standardized Variable," Working Paper 877, Economics Department, Queen's University.
  37. David Kelsey & Frank Milne, 1992. "The Existence Of Equilibrium And The Objective Function Of The Firm," Working Paper 867, Economics Department, Queen's University.
  38. Dilip B. Madan & Frank Milne & Robert Elliott, 1992. "Incomplete Diversification and Asset Pricing," Working Paper 865, Economics Department, Queen's University.
  39. Dilip B. Madan & Frank Milne, 1992. "Contingent Claims Valued and Hedged by Pricing and Investment in a Basis," Working Paper 868, Economics Department, Queen's University.
  40. Dilip B. Madan & Frank Milne, 1991. "Option Pricing With V. G. Martingale Components," Working Paper 1159, Economics Department, Queen's University.
  41. Jones, C. & Milne, F., 1991. "The Dividend Puzzel and Tax," Papers 225, Australian National University - Department of Economics.
  42. Kelsey, D. & Milne, F., 1990. "The Arbitrage Pricing Theorem with non Expected Utility Preferences," Papers 217, Australian National University - Department of Economics.
  43. Haller, J.E. & Milne, F., 1990. "Naive Bayesian Learning In 2 X 2 Matrix Games," Papers 9071, Tilburg - Center for Economic Research.
  44. Dilip B. Madan & Frank Milne & Hersh Shefrin, 1990. "The Multinomial Option Pricing Model And Its Brownian And Poisson Limits," Working Paper 1162, Economics Department, Queen's University.

    repec:ags:quedwp:273260 is not listed on IDEAS
    repec:ags:quedwp:273556 is not listed on IDEAS
    repec:ags:quedwp:273742 is not listed on IDEAS
    repec:ags:quedwp:274686 is not listed on IDEAS
    repec:ags:quedwp:273373 is not listed on IDEAS
    repec:ags:quedwp:273589 is not listed on IDEAS
    repec:ags:quedwp:274642 is not listed on IDEAS
    repec:ags:quedwp:274616 is not listed on IDEAS
    repec:ags:quedwp:273624 is not listed on IDEAS
    repec:ags:quedwp:274679 is not listed on IDEAS
    repec:ags:quedwp:273265 is not listed on IDEAS
    repec:ags:quedwp:273345 is not listed on IDEAS
    repec:ags:quedwp:273560 is not listed on IDEAS
    repec:ags:quedwp:273638 is not listed on IDEAS
    repec:ags:quedwp:273634 is not listed on IDEAS
    repec:ags:quedwp:273310 is not listed on IDEAS
    repec:ags:quedwp:273635 is not listed on IDEAS
    repec:ags:quedwp:273588 is not listed on IDEAS
    repec:ags:quedwp:273555 is not listed on IDEAS
    repec:ags:quedwp:273258 is not listed on IDEAS
    repec:ags:quedwp:273558 is not listed on IDEAS
    repec:ags:quedwp:273311 is not listed on IDEAS
    repec:ags:quedwp:274633 is not listed on IDEAS
    repec:ags:quedwp:273557 is not listed on IDEAS
    repec:ags:quedwp:273554 is not listed on IDEAS
    repec:ags:quedwp:274687 is not listed on IDEAS
    repec:ags:quedwp:273261 is not listed on IDEAS
    repec:ags:quedwp:273259 is not listed on IDEAS
    repec:ags:quedwp:273587 is not listed on IDEAS

Articles

  1. Mei Li & Frank Milne & Junfeng Qiu, 2022. "Central bank screening, moral hazard, and the lender of last resort policy," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(3), pages 244-264, September.
  2. Bahramian, Pejman & Jenkins, Glenn P. & Milne, Frank, 2021. "The displacement impacts of wind power electricity generation: Costly lessons from Ontario," Energy Policy, Elsevier, vol. 152(C).
  3. Frank Milne, 2021. "CHINA'S GRAND STRATEGY AND AUSTRALIA'S FUTURE IN THE NEW GLOBAL ORDER by Geoff Raby," Economic Affairs, Wiley Blackwell, vol. 41(2), pages 340-342, June.
  4. Bahramian, Pejman & Jenkins, Glenn P. & Milne, Frank, 2021. "A stakeholder analysis of investments in wind power electricity generation in Ontario," Energy Economics, Elsevier, vol. 103(C).
  5. Mei Li & Frank Milne & Junfeng Qiu, 2020. "The LOLR Policy and its Signaling Effect in a Time of Crisis," Journal of Financial Services Research, Springer;Western Finance Association, vol. 57(3), pages 231-252, June.
  6. Frank Milne, 2018. "Economics for the Common Good," Quantitative Finance, Taylor & Francis Journals, vol. 18(7), pages 1087-1088, July.
  7. Mei Li & Frank Milne & Junfeng Qiu, 2016. "Uncertainty in an Interconnected Financial System, Contagion, and Market Freezes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1135-1168, September.
  8. Li, Mei & Milne, Frank, 2014. "The role of a large trader in a dynamic currency attack model," Journal of Financial Intermediation, Elsevier, vol. 23(4), pages 590-620.
  9. 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, American Law and Economics Association, vol. 14(1), pages 68-110.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. David Kelsey & Frank Milne, 2006. "Externalities, monopoly and the objective function of the firm," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(3), pages 565-589, November.
  15. Klaus Ritzberger & Frank Milne, 2002. "Strategic pricing of equity issues," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 20(2), pages 271-294.
  16. 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 455-477, May.
  17. 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.
  18. 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.
  19. 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, July.
  20. Frank Milne & Edwin H. Neave, 1994. "Dominance Relations Among Standardized Variables," Management Science, INFORMS, vol. 40(10), pages 1343-1352, October.
  21. 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.
  22. Chris Jones & Frank Milne, 1992. "Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates1," Mathematical Finance, Wiley Blackwell, vol. 2(3), pages 189-196, July.
  23. Turnbull, Stuart M & Milne, Frank, 1991. "A Simple Approach to Interest-Rate Option Pricing," The Review of Financial Studies, Society for Financial Studies, vol. 4(1), pages 87-120.
  24. Dilip B. Madan & Frank Milne, 1991. "Option Pricing With V. G. Martingale Components1," Mathematical Finance, Wiley Blackwell, vol. 1(4), pages 39-55, October.
  25. Madan, Dilip B & Milne, Frank & Shefrin, Hersh, 1989. "The Multinomial Option Pricing Model and Its Brownian and Poisson Limits," The Review of Financial Studies, Society for Financial Studies, vol. 2(2), pages 251-265.
  26. Milne, Frank, 1988. "Arbitrage and Diversification in a General Equilibrium Asset Economy," Econometrica, Econometric Society, vol. 56(4), pages 815-840, July.
  27. A. C. Cameron & P. K. Trivedi & Frank Milne & J. Piggott, 1988. "A Microeconometric Model of the Demand for Health Care and Health Insurance in Australia," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 55(1), pages 85-106.
  28. 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.
  29. 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.
  30. Frank Milne & Hersh M. Shefrin, 1984. "Clarifying Some Misconceptions About Stock Market Economies," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 99(3), pages 615-627.
  31. Frank Milne, 1981. "The firm's objective function as a collective choice problem," Public Choice, Springer, vol. 37(3), pages 473-486, January.
  32. Milne, Frank, 1981. "Induced preferences and the theory of the consumer," Journal of Economic Theory, Elsevier, vol. 24(2), pages 205-217, April.
  33. 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 255-267, June.
  34. Milne, Frank & Smith, Clifford W., 1980. "Capital Asset Pricing with Proportional Transaction Costs," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(2), pages 253-266, June.
  35. 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(2), pages 255-273, June.
  36. Frank Milne, 1979. "Consumer Preferences, Linear Demand Functions and Aggregation in Competitive Asset Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 46(3), pages 407-417.
  37. Milne, Frank, 1979. "Private markets and production decisions," Economics Letters, Elsevier, vol. 4(3), pages 201-209.
  38. 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 613-625, October.
  39. Milne, Frank, 1975. "Choice over asset economies: Default risk and corporate leverage," Journal of Financial Economics, Elsevier, vol. 2(2), pages 165-185, June.
  40. F. Milne, 1974. "Corporate Investment and Finance Theory in Competitive Equilibrium," The Economic Record, The Economic Society of Australia, vol. 50(4), pages 511-533, December.
  41. F. Milne, 1972. "Keynes, Harrod and the Fixprice Method," The Economic Record, The Economic Society of Australia, vol. 48(2), pages 232-242, June.

Chapters

  1. Xing Jin & Frank Milne, 1999. "The Existence Of Equilibrium In A Financial Market With Transaction Costs," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar, chapter 14, pages 323-343, World Scientific Publishing Co. Pte. Ltd..

Books

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

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

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

Co-authorship network on CollEc

Featured entries

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

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (6) 2007-12-15 2013-06-04 2013-09-24 2015-06-27 2016-02-12 2016-03-06. Author is listed
  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-MAC: Macroeconomics (5) 2015-06-27 2016-02-12 2016-03-06 2016-06-25 2016-07-02. Author is listed
  4. NEP-BAN: Banking (4) 2008-10-07 2013-06-04 2013-09-24 2015-06-27
  5. NEP-ENE: Energy Economics (4) 2020-09-07 2020-09-07 2020-10-26 2021-05-24
  6. NEP-MON: Monetary Economics (4) 2013-09-24 2015-06-27 2016-02-12 2016-03-06
  7. NEP-CFN: Corporate Finance (3) 2006-06-17 2007-01-14 2007-01-14
  8. NEP-CTA: Contract Theory and Applications (3) 2010-10-23 2013-09-24 2015-06-27
  9. NEP-ENV: Environmental Economics (2) 2020-09-07 2020-10-26
  10. NEP-MIC: Microeconomics (2) 2006-06-17 2006-06-17
  11. NEP-NET: Network Economics (2) 2013-06-04 2016-06-25
  12. NEP-PPM: Project, Program and Portfolio Management (2) 2020-10-26 2021-05-24
  13. NEP-REG: Regulation (2) 2020-09-07 2020-10-26
  14. NEP-COM: Industrial Competition (1) 2006-06-17
  15. NEP-DGE: Dynamic General Equilibrium (1) 2007-01-14
  16. NEP-EDU: Education (1) 2019-11-18
  17. NEP-HEA: Health Economics (1) 2020-09-07
  18. NEP-IND: Industrial Organization (1) 2007-01-23
  19. NEP-PKE: Post Keynesian Economics (1) 2016-07-02
  20. NEP-RES: Resource Economics (1) 2020-09-07
  21. NEP-RMG: Risk Management (1) 2008-10-07
  22. NEP-SOC: Social Norms and Social Capital (1) 2007-01-23
  23. NEP-UPT: Utility Models and Prospect Theory (1) 2006-06-17

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Frank Milne should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.