10
H index
13
i10 index
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Citations
Frank Milne : Citation Profile
Queen's University | RESEARCH PRODUCTION: 43 Articles 58 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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51 years (1972 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Frank Milne. | Is cited by:
| Cites to:
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Main data
Where Frank Milne has published?
| Journals with more than one article published | # docs |
|---|---|
| International Economic Review | 3 |
| Journal of Economic Theory | 3 |
| Mathematical Finance | 3 |
| The Review of Financial Studies | 2 |
| Journal of Financial and Quantitative Analysis | 2 |
| The Review of Economic Studies | 2 |
| Economic Theory | 2 |
| The Economic Record | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper / Economics Department, Queen's University | 40 |
| Development Discussion Papers / JDI Executive Programs | 5 |
| Working Papers / University of Guelph, Department of Economics and Finance | 4 |
| Discussion Papers / University of Exeter, Department of Economics | 2 |
Recent works citing Frank Milne (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The Financial Market of Indices of Socioeconomic Wellbeing. (2023). Rachev, Svetlozar ; Shirvani, Abootaleb ; Mahanama, Thilini V. In: Papers. RePEc:arx:papers:2303.05654. Full description at Econpapers || Download paper |
| 2023 | Option 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. Full description at Econpapers || Download paper |
| 2023 | Efficient inverse $Z$-transform: sufficient conditions. (2023). Levendorskiui, Sergei ; Boyarchenko, Svetlana. In: Papers. RePEc:arx:papers:2305.10725. Full description at Econpapers || Download paper |
| 2023 | Option Pricing for the Variance Gamma Model: A New Perspective. (2023). Wang, Haixu ; Cheng, Zailei. In: Papers. RePEc:arx:papers:2306.10659. Full description at Econpapers || Download paper |
| 2023 | The Financial Market of Environmental Indices. (2023). Fabozzi, Frank J ; Rachev, Svetlozar ; Shirvani, Abootaleb ; Mahanama, Thisari K. In: Papers. RePEc:arx:papers:2308.15661. Full description at Econpapers || Download paper |
| 2023 | Revisiting 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. Full description at Econpapers || Download paper |
| 2023 | An 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. Full description at Econpapers || Download paper |
| 2024 | Precariat women’s experiences to undertake an entrepreneurial training program. (2024). Lawrence, Sandra ; Spencer, Nancy ; Meiklejohn, Ainslie ; Shah, Dhara. In: Journal of Business Research. RePEc:eee:jbrese:v:178:y:2024:i:c:s0148296324001759. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | Single 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. Full description at Econpapers || Download paper |
| 2024 | “Comparing merit order effects of wind penetration across wholesale electricity markets”. (2024). Collins, Alan R ; Ajanaku, Bolarinwa A. In: Renewable Energy. RePEc:eee:renene:v:226:y:2024:i:c:s0960148124004373. Full description at Econpapers || Download paper |
| 2024 | Option 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Family 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. Full description at Econpapers || Download paper |
| 2023 | Corporate 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. Full description at Econpapers || Download paper |
| 2023 | Extending 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. Full description at Econpapers || Download paper |
| 2023 | Corporate 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. Full description at Econpapers || Download paper |
Works by Frank Milne:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | The Complexities of Financial Risk Management and Systemic Risks In: Bank of Canada Review. [Full Text][Citation analysis] | article | 1 |
| 2021 | CHINAS GRAND STRATEGY AND AUSTRALIAS FUTURE IN THE NEW GLOBAL ORDER by Geoff Raby In: Economic Affairs. [Full Text][Citation analysis] | article | 0 |
| 1997 | Induced Preferences, Dynamic Consistency and Dutch Books In: Economica. [Full Text][Citation analysis] | article | 0 |
| 1972 | Keynes, Harrod and the Fixprice Method In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 1974 | Corporate Investment and Finance Theory in Competitive Equilibrium* In: The Economic Record. [Full Text][Citation analysis] | article | 3 |
| 2008 | Imperfect Competition and Corporate Governance In: Journal of Public Economic Theory. [Full Text][Citation analysis] | article | 12 |
| 2006 | Imperfect Competition And Corporate Governance.(2006) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 1991 | Option Pricing With V. G. Martingale Components1 In: Mathematical Finance. [Full Text][Citation analysis] | article | 84 |
| 1992 | Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates1 In: Mathematical Finance. [Full Text][Citation analysis] | article | 5 |
| 1994 | CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS In: Mathematical Finance. [Full Text][Citation analysis] | article | 67 |
| 1994 | Contingent Claims Valued And Hedged By Pricing And Investing In A Basis.(1994) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
| 2008 | Anatomy of the Credit Crisis: The role of Faulty Risk Management Systems In: C.D. Howe Institute Commentary. [Full Text][Citation analysis] | article | 8 |
| 1979 | Borrowing, Short-Sales, Consumer Default, and the Creation of New Assets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
| 1980 | Capital Asset Pricing with Proportional Transaction Costs In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 4 |
| 2002 | Monopoly Externalities and Non-Profit Maximising Firms In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 0 |
| 1988 | Arbitrage and Diversification in a General Equilibrium Asset Economy. In: Econometrica. [Full Text][Citation analysis] | article | 7 |
| 1979 | Private markets and production decisions In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1987 | The induced preference approach to arbitrage and diversification arguments in finance In: European Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2021 | A stakeholder analysis of investments in wind power electricity generation in Ontario In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
| 2021 | A Stakeholder Analysis of Investments in Wind Power Electricity Generation in Ontario.(2021) In: Development Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | The displacement impacts of wind power electricity generation: Costly lessons from Ontario In: Energy Policy. [Full Text][Citation analysis] | article | 4 |
| 2020 | The Displacement Impacts of Wind Power Electricity Generation: Costly Lessons from Ontario.(2020) In: Development Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2020 | The Displacement Impacts of Wind Power Electricity Generation: Costly Lessons from Ontario.(2020) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1993 | Naive Bayesian learning in 2 x 2 matrix games In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 6 |
| 1990 | NAIVE 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 | |
| 1990 | Naive Bayesian Learning in 2 x 2 Matrix Games.(1990) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1990 | Naive Bayesian Learning in 2 x 2 Matrix Games.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1981 | Induced preferences and the theory of the consumer In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 1 |
| 1987 | Information and securities: A note on pareto dominance and the second best In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 10 |
| 1995 | The Arbitrage Pricing Theorem with Non-expected Utility Preferences In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 10 |
| 1990 | The 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 | |
| 1992 | The arbitrage Pricing Theorem with Non Expected Utility Preferences.(1992) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1975 | Choice over asset economies: Default risk and corporate leverage In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | The role of a large trader in a dynamic currency attack model In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 0 |
| 1996 | The existence of equilibrium in incomplete markets and the objective function of the firm In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 46 |
| 2023 | Rooftop solar with net metering: An integrated investment appraisal In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 0 |
| 2023 | Rooftop Solar with Net Metering: An Integrated Investment Appraisal.(2023) In: Development Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | Rooftop Solar with Net Metering: An Integrated Investment Appraisal.(2022) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | Market distortions and corporate governance. In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Externalities, Monopoly and the Objective Function of the Firm In: Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Externalities, Monopoly And The Objective Function Of The Firm.(2005) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2006 | Externalities, monopoly and the objective function of the firm.(2006) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 1991 | The Dividend Puzzel and Tax. In: Australian National University - Department of Economics. [Citation analysis] | paper | 0 |
| 2010 | A Large Trader in Bubbles and Crashes: an Application to Currency Attacks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Uncertainty in an Interconnected Financial System, Contagion In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Central Bank Screening, Moral Hazard, and the Lender of Last Resort Policy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Central bank screening, moral hazard, and the lender of last resort policy.(2022) In: Journal of Banking Regulation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2013 | Central Bank Screening, Moral Hazard, And The Lender Of Last Resort Policy.(2013) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | The Signaling Effect and Optimal LOLR Policy In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | The Signaling Effect And Optimal Lolr Policy.(2016) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1976 | Default Risk in a General Equilibrium Asset Economy with Incomplete Markets. In: International Economic Review. [Full Text][Citation analysis] | article | 8 |
| 1980 | Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model. In: International Economic Review. [Full Text][Citation analysis] | article | 21 |
| 1999 | Induced Preferences, Nonadditive Beliefs, and Multiple Priors. In: International Economic Review. [Citation analysis] | article | 6 |
| 1994 | Dominance Relations Among Standardized Variables In: Management Science. [Full Text][Citation analysis] | article | 10 |
| 1993 | Dominance Relations Among Standardized Variable.(1993) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2008 | Credit Crises, Risk Management Systems and Liquidity Modelling In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Takeovers and cooperatives: governance and stability in non-corporate firms In: Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 2020 | The LOLR Policy and its Signaling Effect in a Time of Crisis In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 2 |
| 1981 | The firms objective function as a collective choice problem In: Public Choice. [Full Text][Citation analysis] | article | 3 |
| 2011 | Domestic and International Influences on Firm-Level Governance: Evidence from Canada In: American Law and Economics Review. [Full Text][Citation analysis] | article | 0 |
| 1984 | Clarifying Some Misconceptions About Stock Market Economies In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1979 | Consumer Preferences, Linear Demand Functions and Aggregation in Competitive Asset Markets In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 9 |
| 1988 | A Microeconometric Model of the Demand for Health Care and Health Insurance in Australia In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 232 |
| 1989 | The Multinomial Option Pricing Model and Its Brownian and Poisson Limits. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 23 |
| 1990 | The Multinomial Option Pricing Model And Its Brownian And Poisson Limits.(1990) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 1991 | A Simple Approach to Interest-Rate Option Pricing. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 41 |
| 2003 | Finance Theory and Asset Pricing: Second Edition In: OUP Catalogue. [Citation analysis] | book | 1 |
| 2023 | Integration Of Wind Power into An Electricity System Using Pumped Storage: Economic Challenges and Stakeholder Impacts In: Development Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Renewable Energy Support Through Feed-in Tariffs: A Retrospective Stakeholder Analysis In: Development Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Renewable Energy Support Through Feed-in Tariffs: A Retrospective Stakeholder Analysis.(2023) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2001 | The Australian Universities: A Study In Public Policy Failure In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Incomplete Diversification And Asset Pricing In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Incomplete Diversification and asset Pricing..(1992) In: Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2003 | A General Equilibrium Financial Asset Economy With Transaction Costs And Trading Constraints In: Working Paper. [Full Text][Citation analysis] | paper | 8 |
| 1999 | The Existence of Equilibrium in a Financial Market with Transaction Costs In: Working Paper. [Full Text][Citation analysis] | paper | 3 |
| 1996 | The Existence Of Equilibrium In A Financial Market With Transaction Costs.(1996) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1999 | THE EXISTENCE OF EQUILIBRIUM IN A FINANCIAL MARKET WITH TRANSACTION COSTS.(1999) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | chapter | |
| 2006 | Taxation And Transaction Costs In A General Equilibrium Asset Economy In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Voluntary Adoption Of Corporate Governance Mechanisms In: Working Paper. [Full Text][Citation analysis] | paper | 10 |
| 2006 | Takeovers And Cooperatives In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2007 | The Role Of Large Players In A Dynamic Currency Attack Game In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Option Pricing With V. G. Martingale Components In: Working Paper. [Full Text][Citation analysis] | paper | 90 |
| 2010 | Monitoring To Reduce Agency Costs: Examining The Behavior Of Independent And Non-independent Boards In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Economic Crises: The Impact On Australia And Canada In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Uncertainty In An Interconnected Financial System, Contagion, And Market Freezes In: Working Paper. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Uncertainty in an Interconnected Financial System, Contagion, and Market Freezes.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2016 | Unintended Consequences- Advice For Politicians And Policy Analysts In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Complacency Is Really Dangerous: Three Great Economic Crises In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Challenges To Higher Education In Canada And Australia In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Ontario Post-Secondary Education Funding Policies: Perverse Incentives and Unintended Consequences In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Covid-19 and the Lack of Public Health and Government Preparation In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Preparing for Future Pandemics: Stress Tests and Wargames In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | A stakeholder analysis of investments for wind power electricity generation in Ontario In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Public Health and Government Preparations For Future Pandemics In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Parallels Between Financial Regulation Prior to the Global Financial Crisis and Lack of Public Health Preparation Prior to Covid-19 In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 1992 | The Existence Of Equilibrium And The Objective Function Of The Firm In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Contingent Claims Valued and Hedged by Pricing and Investing in a Basis. In: Working Paper. [Citation analysis] | paper | 8 |
| 1994 | Induced Preferences and Decision-Making Under Risk and Uncertainty In: Working Paper. [Citation analysis] | paper | 1 |
| 1994 | Standardized Variables and Optimal Risky Investment In: Working Paper. [Citation analysis] | paper | 0 |
| 1994 | Standardized Variables, Risks and Preference In: Working Paper. [Citation analysis] | paper | 0 |
| 1996 | The Existence Of Equilibrium In A Financial Market With General Personal And Corporate Tax Structures In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Strategic pricing of equity issues In: Economic Theory. [Full Text][Citation analysis] | article | 3 |
| 2018 | Economics for the Common Good In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team