Frank Milne : Citation Profile


Are you Frank Milne?

Queen's University

10

H index

13

i10 index

766

Citations

RESEARCH PRODUCTION:

41

Articles

53

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   50 years (1972 - 2022). See details.
   Cites by year: 15
   Journals where Frank Milne has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 27 (3.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi154
   Updated: 2024-07-05    RAS profile: 2022-09-06    
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Relations with other researchers


Works with:

Bahramian, Pejman (6)

Jenkins, Glenn (6)

Longworth, David (4)

Li, Mei (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Frank Milne.

Is cited by:

Allouch, Nizar (14)

Garcia, René (13)

Crès, Hervé (13)

Wu, Liuren (12)

Marini, Marco (11)

Gottardi, Piero (11)

Page, Frank (11)

Renault, Eric (10)

LE VAN, CUONG (9)

Kelsey, David (9)

Monfardini, Chiara (8)

Cites to:

Turnovsky, Stephen J (14)

Hansen, Lars (14)

Carletti, Elena (11)

Jenkins, Glenn (11)

Babus, Ana (10)

Rochet, Jean (10)

Shin, Hyun Song (10)

Kelsey, David (10)

Allen, Franklin (9)

Morris, Stephen (9)

Hart, Oliver (8)

Main data


Where Frank Milne has published?


Journals with more than one article published# docs
Mathematical Finance3
Journal of Economic Theory3
International Economic Review3
Journal of Financial and Quantitative Analysis2
Economic Theory2
The Review of Economic Studies2
The Review of Financial Studies2
The Economic Record2

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University38
Working Papers / University of Guelph, Department of Economics and Finance4
Development Discussion Papers / JDI Executive Programs2
Discussion Papers / University of Exeter, Department of Economics2

Recent works citing Frank Milne (2024 and 2023)


YearTitle of citing document
2023The Financial Market of Indices of Socioeconomic Wellbeing. (2023). Rachev, Svetlozar ; Shirvani, Abootaleb ; Mahanama, Thilini V. In: Papers. RePEc:arx:papers:2303.05654.

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2023Option pricing using a skew random walk pricing tree. (2023). Fabozzi, Frank J ; Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan. In: Papers. RePEc:arx:papers:2303.17014.

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2023Efficient inverse $Z$-transform: sufficient conditions. (2023). Levendorskiui, Sergei ; Boyarchenko, Svetlana. In: Papers. RePEc:arx:papers:2305.10725.

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2023Option Pricing for the Variance Gamma Model: A New Perspective. (2023). Wang, Haixu ; Cheng, Zailei. In: Papers. RePEc:arx:papers:2306.10659.

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2023The Financial Market of Environmental Indices. (2023). Fabozzi, Frank J ; Rachev, Svetlozar ; Shirvani, Abootaleb ; Mahanama, Thisari K. In: Papers. RePEc:arx:papers:2308.15661.

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2023Revisiting the Pigouvian tax in urban roads: Housing supply restrictions, leaking profits and spatial inequality. (2023). Tikoudis, Ioannis. In: Economics of Transportation. RePEc:eee:ecotra:v:35:y:2023:i:c:s2212012223000242.

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2023An optimized GRT model with blockchain digital smart contracts for power generation enterprises. (2023). Abedin, Mohammad Zoynul ; Zhang, Xichun ; Chai, Shanglei ; Hajek, Petr ; Lucey, Brian ; Chen, Huizheng. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006515.

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2023A central limit theorem, loss aversion and multi-armed bandits. (2023). Epstein, Larry ; Zhang, Guodong ; Chen, Zengjing. In: Journal of Economic Theory. RePEc:eee:jetheo:v:209:y:2023:i:c:s0022053123000418.

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2023Single item periodic review inventory control with sales dependent stochastic return flows. (2023). Kayi, Enis ; Gokbayrak, Esra. In: International Journal of Production Economics. RePEc:eee:proeco:v:255:y:2023:i:c:s092552732200281x.

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2024Option Pricing Using a Skew Random Walk Binary Tree. (2024). Fabozzi, Frank J ; Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:138-:d:1364755.

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2023.

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2023Family ties and commercial health insurance consumption in China. (2023). Mou, Shanshan ; Li, Ruixian ; Ding, Yugang ; Chen, Hua. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:1:d:10.1057_s41288-021-00242-6.

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2023Corporate governance characteristics, financial characteristics and HR practices disclosures: an Indian scenario. (2023). Puri, Veerma. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:20:y:2023:i:3:d:10.1057_s41310-022-00166-0.

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2023Rooftop Solar with Net Metering: An Integrated Investment Appraisal. (2023). Milne, Frank ; Jenkins, Glenn P ; Hashemi, Majid. In: Development Discussion Papers. RePEc:qed:dpaper:4598.

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2023Integration Of Wind Power into An Electricity System Using Pumped Storage: Economic Challenges and Stakeholder Impacts. (2023). Milne, Frank ; Jenkins, Glenn P ; Bahramian, Pejman. In: Development Discussion Papers. RePEc:qed:dpaper:4605.

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2023Extending the Merton model with applications to credit value adjustment. (2023). Sensoy, Ahmet ; Fabozzi, Frank J ; Hekimoglu, Alper A ; Akyildirim, Erdinc. In: Annals of Operations Research. RePEc:spr:annopr:v:326:y:2023:i:1:d:10.1007_s10479-023-05289-3.

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2023Corporate self-regulation of imperfect competition. (2023). Tvede, Mich ; Cres, Herve. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:4:d:10.1007_s00199-022-01443-3.

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2023.

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Works by Frank Milne:


YearTitleTypeCited
2009The Complexities of Financial Risk Management and Systemic Risks In: Bank of Canada Review.
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article0
2021CHINAS GRAND STRATEGY AND AUSTRALIAS FUTURE IN THE NEW GLOBAL ORDER by Geoff Raby In: Economic Affairs.
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article0
1972Keynes, Harrod and the Fixprice Method In: The Economic Record.
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article0
1974Corporate Investment and Finance Theory in Competitive Equilibrium* In: The Economic Record.
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article3
2008Imperfect Competition and Corporate Governance In: Journal of Public Economic Theory.
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article12
2006Imperfect Competition And Corporate Governance.(2006) In: Working Paper.
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This paper has nother version. Agregated cites: 12
paper
1991Option Pricing With V. G. Martingale Components1 In: Mathematical Finance.
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article83
1992Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates1 In: Mathematical Finance.
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article5
1994CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS In: Mathematical Finance.
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article66
1994Contingent Claims Valued And Hedged By Pricing And Investing In A Basis.(1994) In: Working Paper.
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This paper has nother version. Agregated cites: 66
paper
2008Anatomy of the Credit Crisis: The role of Faulty Risk Management Systems In: C.D. Howe Institute Commentary.
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article8
1979Borrowing, Short-Sales, Consumer Default, and the Creation of New Assets In: Journal of Financial and Quantitative Analysis.
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article0
1980Capital Asset Pricing with Proportional Transaction Costs In: Journal of Financial and Quantitative Analysis.
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article4
2002Monopoly Externalities and Non-Profit Maximising Firms In: Royal Economic Society Annual Conference 2002.
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paper0
1988Arbitrage and Diversification in a General Equilibrium Asset Economy. In: Econometrica.
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article7
1979Private markets and production decisions In: Economics Letters.
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article0
1987The induced preference approach to arbitrage and diversification arguments in finance In: European Economic Review.
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article1
2021A stakeholder analysis of investments in wind power electricity generation in Ontario In: Energy Economics.
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article5
2021A Stakeholder Analysis of Investments in Wind Power Electricity Generation in Ontario.(2021) In: Development Discussion Papers.
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This paper has nother version. Agregated cites: 5
paper
2021The displacement impacts of wind power electricity generation: Costly lessons from Ontario In: Energy Policy.
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article3
2020The Displacement Impacts of Wind Power Electricity Generation: Costly Lessons from Ontario.(2020) In: Development Discussion Papers.
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This paper has nother version. Agregated cites: 3
paper
2020The Displacement Impacts of Wind Power Electricity Generation: Costly Lessons from Ontario.(2020) In: Working Paper.
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This paper has nother version. Agregated cites: 3
paper
1993Naive Bayesian learning in 2 x 2 matrix games In: Journal of Economic Behavior & Organization.
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article6
1990NAIVE BAYESIAN LEARNING IN 2 X 2 MATRIX GAMES..(1990) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
1990Naive Bayesian Learning in 2 x 2 Matrix Games.(1990) In: Discussion Paper.
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This paper has nother version. Agregated cites: 6
paper
1990Naive Bayesian Learning in 2 x 2 Matrix Games.(1990) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 6
paper
1981Induced preferences and the theory of the consumer In: Journal of Economic Theory.
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article1
1987Information and securities: A note on pareto dominance and the second best In: Journal of Economic Theory.
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article10
1995The Arbitrage Pricing Theorem with Non-expected Utility Preferences In: Journal of Economic Theory.
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article10
1990The Arbitrage Pricing Theorem with non Expected Utility Preferences..(1990) In: Australian National University - Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
1992The arbitrage Pricing Theorem with Non Expected Utility Preferences.(1992) In: Working Paper.
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This paper has nother version. Agregated cites: 10
paper
1975Choice over asset economies: Default risk and corporate leverage In: Journal of Financial Economics.
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article2
2014The role of a large trader in a dynamic currency attack model In: Journal of Financial Intermediation.
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article0
1996The existence of equilibrium in incomplete markets and the objective function of the firm In: Journal of Mathematical Economics.
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article46
2005Market distortions and corporate governance. In: Discussion Papers.
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paper0
2006Externalities, Monopoly and the Objective Function of the Firm In: Discussion Papers.
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paper4
2005Externalities, Monopoly And The Objective Function Of The Firm.(2005) In: Working Paper.
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This paper has nother version. Agregated cites: 4
paper
2006Externalities, monopoly and the objective function of the firm.(2006) In: Economic Theory.
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This paper has nother version. Agregated cites: 4
article
1991The Dividend Puzzel and Tax. In: Australian National University - Department of Economics.
[Citation analysis]
paper0
2010A Large Trader in Bubbles and Crashes: an Application to Currency Attacks In: Working Papers.
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paper0
2013Uncertainty in an Interconnected Financial System, Contagion In: Working Papers.
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paper0
2015Central Bank Screening, Moral Hazard, and the Lender of Last Resort Policy In: Working Papers.
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paper0
2022Central bank screening, moral hazard, and the lender of last resort policy.(2022) In: Journal of Banking Regulation.
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This paper has nother version. Agregated cites: 0
article
2013Central Bank Screening, Moral Hazard, And The Lender Of Last Resort Policy.(2013) In: Working Paper.
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This paper has nother version. Agregated cites: 0
paper
2016The Signaling Effect and Optimal LOLR Policy In: Working Papers.
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paper2
2016The Signaling Effect And Optimal Lolr Policy.(2016) In: Working Paper.
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This paper has nother version. Agregated cites: 2
paper
1976Default Risk in a General Equilibrium Asset Economy with Incomplete Markets. In: International Economic Review.
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article8
1980Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model. In: International Economic Review.
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article21
1999Induced Preferences, Nonadditive Beliefs, and Multiple Priors. In: International Economic Review.
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article6
1994Dominance Relations Among Standardized Variables In: Management Science.
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article10
1993Dominance Relations Among Standardized Variable.(1993) In: Working Paper.
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This paper has nother version. Agregated cites: 10
paper
2008Credit Crises, Risk Management Systems and Liquidity Modelling In: Working Papers.
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paper3
2010Takeovers and cooperatives: governance and stability in non-corporate firms In: Journal of Economics.
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article3
2020The LOLR Policy and its Signaling Effect in a Time of Crisis In: Journal of Financial Services Research.
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article2
1981The firms objective function as a collective choice problem In: Public Choice.
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article3
2011Domestic and International Influences on Firm-Level Governance: Evidence from Canada In: American Law and Economics Review.
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article0
1984Clarifying Some Misconceptions About Stock Market Economies In: The Quarterly Journal of Economics.
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article0
1979Consumer Preferences, Linear Demand Functions and Aggregation in Competitive Asset Markets In: The Review of Economic Studies.
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article9
1988A Microeconometric Model of the Demand for Health Care and Health Insurance in Australia In: The Review of Economic Studies.
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article229
1989The Multinomial Option Pricing Model and Its Brownian and Poisson Limits. In: The Review of Financial Studies.
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article23
1990The Multinomial Option Pricing Model And Its Brownian And Poisson Limits.(1990) In: Working Paper.
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This paper has nother version. Agregated cites: 23
paper
1991A Simple Approach to Interest-Rate Option Pricing. In: The Review of Financial Studies.
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article41
2003Finance Theory and Asset Pricing: Second Edition In: OUP Catalogue.
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book1
2001The Australian Universities: A Study In Public Policy Failure In: Working Paper.
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paper0
2002Incomplete Diversification And Asset Pricing In: Working Paper.
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paper0
1992Incomplete Diversification and asset Pricing..(1992) In: Working Paper.
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This paper has nother version. Agregated cites: 0
paper
2003A General Equilibrium Financial Asset Economy With Transaction Costs And Trading Constraints In: Working Paper.
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paper8
1999The Existence of Equilibrium in a Financial Market with Transaction Costs In: Working Paper.
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paper3
1996The Existence Of Equilibrium In A Financial Market With Transaction Costs.(1996) In: Working Paper.
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This paper has nother version. Agregated cites: 3
paper
1999THE EXISTENCE OF EQUILIBRIUM IN A FINANCIAL MARKET WITH TRANSACTION COSTS.(1999) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 3
chapter
2006Taxation And Transaction Costs In A General Equilibrium Asset Economy In: Working Paper.
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paper0
2006Voluntary Adoption Of Corporate Governance Mechanisms In: Working Paper.
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paper10
2006Takeovers And Cooperatives In: Working Paper.
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paper1
2007The Role Of Large Players In A Dynamic Currency Attack Game In: Working Paper.
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paper0
1991Option Pricing With V. G. Martingale Components In: Working Paper.
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paper89
2010Monitoring To Reduce Agency Costs: Examining The Behavior Of Independent And Non-independent Boards In: Working Paper.
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paper1
2012Economic Crises: The Impact On Australia And Canada In: Working Paper.
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paper1
2013Uncertainty In An Interconnected Financial System, Contagion, And Market Freezes In: Working Paper.
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paper4
2016Uncertainty in an Interconnected Financial System, Contagion, and Market Freezes.(2016) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 4
article
2016Unintended Consequences- Advice For Politicians And Policy Analysts In: Working Paper.
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paper0
2016Complacency Is Really Dangerous: Three Great Economic Crises In: Working Paper.
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paper0
2018Challenges To Higher Education In Canada And Australia In: Working Paper.
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paper0
2019Ontario Post-Secondary Education Funding Policies: Perverse Incentives and Unintended Consequences In: Working Paper.
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paper0
2020Covid-19 and the Lack of Public Health and Government Preparation In: Working Paper.
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paper0
2020Preparing for Future Pandemics: Stress Tests and Wargames In: Working Paper.
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paper0
2020A stakeholder analysis of investments for wind power electricity generation in Ontario In: Working Paper.
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paper0
2021Public Health and Government Preparations For Future Pandemics In: Working Paper.
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paper0
2021Parallels Between Financial Regulation Prior to the Global Financial Crisis and Lack of Public Health Preparation Prior to Covid-19 In: Working Paper.
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paper0
1992The Existence Of Equilibrium And The Objective Function Of The Firm In: Working Paper.
[Full Text][Citation analysis]
paper0
1992Contingent Claims Valued and Hedged by Pricing and Investing in a Basis. In: Working Paper.
[Citation analysis]
paper8
1994Induced Preferences and Decision-Making Under Risk and Uncertainty In: Working Paper.
[Citation analysis]
paper1
1994Standardized Variables and Optimal Risky Investment In: Working Paper.
[Citation analysis]
paper0
1994Standardized Variables, Risks and Preference In: Working Paper.
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paper0
1996The Existence Of Equilibrium In A Financial Market With General Personal And Corporate Tax Structures In: Working Paper.
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paper0
2002Strategic pricing of equity issues In: Economic Theory.
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article3
2018Economics for the Common Good In: Quantitative Finance.
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article0

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