Harry M. Markowitz, Merton H. Miller, William F. Sharpe, Robert C. Merton and Myron S. Scholes (Pioneering Papers of the Nobel Memorial Laureates in Economics series)

Vane, Howard R. (EDT)/ Mulhearn, Chris (EDT)

Edward Elgar Publishing Ltd（2009/02発売）

• 製本 Hardcover:ハードカバー版／ページ数 592 p.
• 言語 ENG
• 商品コード 9781847208385
• DDC分類 330.10922

基本説明

Includes 25 articles, dating from 1952 to 1979.

Full Description

This groundbreaking series brings together a critical selection of key papers by the Nobel Memorial Laureates in Economics that have helped shape the development and present state of economics. The editors have organised this comprehensive series by theme and each volume focuses on those Laureates working in the same broad area of study. The careful selection of papers within each volume is set in context by an insightful introduction to the Laureates' careers and main published works. This landmark series will be an essential reference for scholars throughout the world.

Contents

Contents:

Acknowledgements

General Introduction

PART I HARRY M. MARKOWITZ

Introduction to Part I
Howard R. Vane and Chris Mulhearn

1. Harry Markowitz (1952a), 'Portfolio Selection'
2. Harry Markowitz (1952b), 'The Utility of Wealth'
3. H. Levy and H.M. Markowitz (1979), 'Approximating Expected Utility by a Function of Mean and Variance'
4. Harry M. Markowitz and Eric L. van Dijk (2003), 'Single-Period Mean-Variance Analysis in a Changing World'

PART II MERTON H. MILLER

Introduction to Part II
Howard R. Vane and Chris Mulhearn

5. Franco Modigliani and Merton H. Miller (1958), 'The Cost of Capital, Corporation Finance and the Theory of Investment'
6. Franco Modigliani and Merton H. Miller (1959), 'The Cost of Capital, Corporation Finance and the Theory of Investment: Reply'
7. Merton H. Miller and Franco Modigliani (1961), 'Dividend Policy, Growth, and the Valuation of Shares'
8. Franco Modigliani and Merton H. Miller (1963), 'Corporate Income Taxes and the Cost of Capital: A Correction'
9. Merton H. Miller and Franco Modigliani (1966), 'Some Estimates of the Cost of Capital to the Electric Utility Industry, 1954-57'
10. Merton H. Miller (1977), 'Debt and Taxes'

PART III WILLIAM F. SHARPE

Introduction to Part III
Howard R. Vane and Chris Mulhearn

11. William F. Sharpe (1963), 'A Simplified Model For Portfolio Analysis'
12. William F. Sharpe (1964), 'Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk'
13. William F. Sharpe (1966), 'Mutual Fund Performance'
14. William F. Sharpe (1978), 'Bank Capital Adequacy, Deposit Insurance, and Security Values'

PART IV ROBERT C. MERTON

Introduction to Part IV
Howard R. Vane and Chris Mulhearn

15. Robert C. Merton (1969), 'Lifetime Portfolio Selection Under Uncertainty: The Continuous-Time Case'
16. Robert C. Merton (1971), 'Optimum Consumption and Portfolio Rules in a Continuous-Time Model'
17. Robert C. Merton (1973a), 'Theory of Rational Option Pricing'
18. Robert C. Merton (1973b), 'An Intertemporal Capital Asset Pricing Model'
19. Robert C. Merton (1974), 'On the Pricing of Corporate Debt: The Risk Structure of Interest Rates'
20. Robert C. Merton (1977), 'On the Pricing of Contingent Claims and the Modigliani-Miller Theorem'

PART V MYRON S. SCHOLES

Introduction to Part V
Howard R. Vane and Chris Mulhearn

21. Fischer Black and Myron Scholes (1972), 'The Valuation of Option Contracts and a Test of Market Efficiency'
22. Fischer Black and Myron Scholes (1973), 'The Pricing of Options and Corporate Liabilities'
23. Fischer Black and Myron Scholes (1974), 'The Effects of Dividend Yield and Dividend Policy on Common Stock Prices and Returns'
24. Myron Scholes and Joseph Williams (1977), 'Estimating Betas from Nonsynchronous Data'
25. Merton H. Miller and Myron S. Scholes (1978), 'Dividends and Taxes'

Name Index