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Frank Milne
Frank Milne
BMO Professor of Economics and Finance, Economics Dept.,Queen's Univerisity
Verified email at econ.queensu.ca - Homepage
Title
Cited by
Cited by
Year
A microeconometric model of the demand for health care and health insurance in Australia
AC Cameron, PK Trivedi, F Milne, J Piggott
The Review of economic studies 55 (1), 85-106, 1988
7701988
Option Pricing With V. G. Martingale Components1
DB Madan, F Milne
Mathematical finance 1 (4), 39-55, 1991
6051991
Contingent claims valued and hedged by pricing and investing in a basis
DB Madan, F Milne
Mathematical Finance 4 (3), 223-245, 1994
2041994
A simple approach to interest-rate option pricing
SM Turnbull, F Milne
The Review of Financial Studies 4 (1), 87-120, 1991
1301991
The multinomial option pricing model and its Brownian and Poisson limits
DB Madan, F Milne, H Shefrin
The Review of Financial Studies 2 (2), 251-265, 1989
1221989
Finance theory and asset pricing
F Milne
Oxford University Press, USA, 2003
692003
Voluntary adoption of corporate governance mechanisms
A Anand, F Milne, LD Purda
Available at SSRN 921450, 2006
642006
The existence of equilibrium in incomplete markets and the objective function of the firm
D Kelsey, F Milne
Journal of Mathematical Economics 25 (2), 229-245, 1996
521996
Choice over asset economies: Default risk and corporate leverage
F Milne
Journal of Financial Economics 2 (2), 165-185, 1975
511975
Corporate investment and finance theory in competitive equilibrium
F Milne
Economic Record 50 (4), 511-533, 1974
441974
Arbitrage and diversification in a general equilibrium asset economy
F Milne
Econometrica: Journal of the Econometric Society, 815-840, 1988
431988
Short-selling, default risk and the existence of equilibrium in a securities model
F Milne
International Economic Review, 255-267, 1980
431980
Capital asset pricing with proportional transaction costs
F Milne, CW Smith
Journal of Financial and Quantitative Analysis 15 (2), 253-266, 1980
431980
Consumer preferences, linear demand functions and aggregation in competitive asset markets
F Milne
The Review of Economic Studies 46 (3), 407-417, 1979
381979
Naive Bayesian learning in 2 2 matrix games
J Eichberger, H Haller, F Milne
Journal of Economic Behavior & Organization 22 (1), 69-90, 1993
361993
The firm's objective function as a collective choice problem
F Milne
Public Choice, 473-486, 1981
321981
Imperfect competition and corporate governance
D Kelsey, F Milne
Journal of Public Economic Theory 10 (6), 1115-1141, 2008
302008
Information and securities: A note on Pareto dominance and the second best
F Milne, HM Shefrin
Journal of Economic Theory 43 (2), 314-328, 1987
281987
Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates1
C Jones, F Milne
Mathematical Finance 2 (3), 189-196, 1992
251992
Default risk in a general equilibrium asset economy with incomplete markets
F Milne
International Economic Review, 613-625, 1976
251976
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