Frank Milne

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-6975-4818

Department of Economics, Queen's University, Kingston, Ontario, Canada K7M 3N6

Publications

• Dominance Relations Among Standardized Variables — Management Science 1994
• A Simple Approach to Interest-Rate Option Pricing — The Review of Financial Studies 1991
• The Multinomial Option Pricing Model and Its Brownian and Poisson Limits — The Review of Financial Studies 1989
• A Microeconometric Model of the Demand for Health Care and Health Insurance in Australia — The Review of Economic Studies 1988
• Clarifying Some Misconceptions About Stock Market Economies — The Quarterly Journal of Economics 1984
• Capital Asset Pricing with Proportional Transaction Costs — Journal of Financial and Quantitative Analysis 1980
• Consumer Preferences, Linear Demand Functions and Aggregation in Competitive Asset Markets — The Review of Economic Studies 1979
• Borrowing, Short-Sales, Consumer Default, and the Creation of New Assets — Journal of Financial and Quantitative Analysis 1979
• Choice over asset economies: Default risk and corporate leverage — Journal of Financial Economics 1975