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Contents:AcknowledgementsGeneral IntroductionPART I HARRY M.MARKOWITZIntroduction to Part I Howard R. Vane and Chris Mulhearn1. HarryMarkowitz (1952a), 'Portfolio Selection'2. Harry Markowitz (1952b), 'TheUtility of Wealth'3. H. Levy and H.M. Markowitz (1979), 'ApproximatingExpected Utility by a Function of Mean and Variance'4. Harry M. Markowitz andEric L. van Dijk (2003), 'Single-Period Mean-Variance Analysis in a ChangingWorld'PART II MERTON H. MILLERIntroduction to Part II Howard R. Vane andChris Mulhearn5. Franco Modigliani and Merton H. Miller (1958), 'The Cost ofCapital, Corporation Finance and the Theory of Investment'6. FrancoModigliani and Merton H. Miller (1959), 'The Cost of Capital, CorporationFinance and the Theory of Investment: Reply'7. Merton H. Miller and FrancoModigliani (1961), 'Dividend Policy, Growth, and the Valuation of Shares'8.Franco Modigliani and Merton H. Miller (1963), 'Corporate Income Taxes andthe Cost of Capital: A Correction'9. Merton H. Miller and Franco Modigliani(1966), 'Some Estimates of the Cost of Capital to the Electric UtilityIndustry, 1954-57'10. Merton H. Miller (1977), 'Debt and Taxes'PARTIII WILLIAM F. SHARPEIntroduction to Part III Howard R. Vane and ChrisMulhearn11. William F. Sharpe (1963), 'A Simplified Model For PortfolioAnalysis'12. William F. Sharpe (1964), 'Capital Asset Prices: A Theory ofMarket Equilibrium Under Conditions of Risk'13. William F. Sharpe (1966),'Mutual Fund Performance'14. William F. Sharpe (1978), 'Bank CapitalAdequacy, Deposit Insurance, and Security Values'PART IV ROBERT C.MERTONIntroduction to Part IV Howard R. Vane and Chris Mulhearn15. Robert C.Merton (1969), 'Lifetime Portfolio Selection Under Uncertainty: TheContinuous-Time Case'16. Robert C. Merton (1971), 'Optimum Consumption andPortfolio Rules in a Continuous-Time Model'17. Robert C. Merton (1973a),'Theory of Rational Option Pricing'18. Robert C. Merton (1973b), 'AnIntertemporal Capital Asset Pricing Model'19. Robert C. Merton (1974), 'Onthe Pricing of Corporate Debt: The Risk Structure of Interest Rates'20.Robert C. Merton (1977), 'On the Pricing of Contingent Claims and theModigliani-Miller Theorem'PART V MYRON S. SCHOLES Introduction to PartV Howard R. Vane and Chris Mulhearn21. Fischer Black and Myron Scholes(1972), 'The Valuation of Option Contracts and a Test of MarketEfficiency'22. Fischer Black and Myron Scholes (1973), 'The Pricing ofOptions and Corporate Liabilities'23. Fischer Black and Myron Scholes (1974),'The Effects of Dividend Yield and Dividend Policy on Common Stock Prices andReturns'24. Myron Scholes and Joseph Williams (1977), 'Estimating Betas fromNonsynchronous Data'25. Merton H. Miller and Myron S. Scholes (1978),'Dividends and Taxes'Name Index