Merton H. Miller, 1923-2000

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Merton H. Miller shared the Nobel memorial prize in 1990 with Harry Markowitz and William Sharpe.

Major Works of Merton H. Miller

• "Built-In Flexibility" with R. A. Musgrave, 1948, AER
• "An Income Effect of Changing Interest Rates", with M. I. White, 1951, Public Finance
• "A Model of Optimal Programming of Railway Freight Train Movements", with A. Charnes, 1956, Management Science
• "Mathematical Programming and the Evaluation of Freight Shipment Systems" with A. Charnes, 1957, Naval Research Logistics Quart.
• "The Cost of Capital, Corporation Finance and the Theory of Investment", 1958, with F. Modigliani, AER
• "An Application of Linear Programming to Financial Budgeting and the Costing of Funds" with A. Charnes and W. W. Cooper, 1959, J of Business
• "The Carnegie Tech Management Game", with K. Cohen, et al., 1960, J of Business
• "Dividend Policy, Growth and the Valuation of Shares" with F. Modigliani, 1961, J of Business
• "Corporate Income Taxes and the Cost of Capital: A correction", with F. Modigliani, 1963, AER.
• "The Corporation Income Tax and Corporate Financial Policies" 1963, in Stabilization Policies.
• "Horizon Rules for a Class of Stochastic Planning Problems" with A. Charnes and J. Dreze, 1966, Econometrica
• "Some Estimates of the Cost of Capital in the Electric Utility Industry", with F. Modigliani, 1966, J of Business
• "A Model of the Demand for Money by Firms", with D. Orr, 1966, QJE
• "A Model of the Demand for Money by Firms: Extensions of Analytical Results", with D. Orr, 1968, J of Finance
• The Theory of Finance, with E.F. Fama, 1972
• Macroeconomics: A Neoclassical Introduction, with C. Upton, 1974
• "Leasing, Buying and the Cost of Capital Services" with C. Upton, 1976, J of Finance
• "Debt and Taxes", 1977, J of Finance
• "An Approach to the Regulation of Bank Holding Companies", with F. Black and R. A. Posner,1978, J of Business
• "The Stochastic Properties of Velocity and the Quantity Theory of Money" with J. P. Gould, C. R. Nelson, and C. Upton, 1978, J of Monetary Economics.
• "Prices for State-Contingent Claims: Some Estimates and Applications" with R. Banz, 1978, Journal of Business
• "Dividends and Taxes" with M. Scholes, 1978, J of Financial Economics
• "Dividends and Taxes: Some empirical evidence" with M. Scholes, 1982, J of Financial Economics
• "A Test of the Hotelling Valuation Principle" with C. Upton, 1985, JPE
• "Dividend Policy under Asymmetric Information" with K. Rock, 1985, J of Finance
• "Behavioral Rationality in Finance: The Case of Dividends," 1986, J of Business (Supp.)
• "Economic Costs and Benefits of the Proposed One-Minute Time Bracketing Regulation" with S.J. Grossman, 1986, J of Futures Markets
• "Financial Innovation: The Last Twenty Years and the Next," 1986, J of Financial and Quantitative Analysis
• "Liquidity and Market Structure", with S.J. Grossman, 1988, J of Finance
• "The Modigliani-Miller Propositions after Thirty Years," 1988, JEP
• "Margin Regulation and Stock Market Volatility" with D. Hsieh, 1990, J of Finance
• "The Crash of 1987: Bubble or Fundamental?" 1990, in Pacific-Basin Capital Markets Research
• Financial Innovations and Market Volatility, 1991
• "Leverage", 1991, J of Finance
• "Tax Obstacles to Voluntary Corporate Restructuring," 1991, J of Applied Corporate Finance
• "Financial Innovation: Achievements and Prospects", 1992, J of Applied Corporate Finance
• "Index Futures and Market Volatility: What Does the Evidence Show?", 1992, J of Applied Corporate Finance
• "Index Arbitrage: Villain or Scapegoat" 1992, J of Financial Engineering
• "Are the Discounts on Closed-End Funds a Sentiment Index?" 1993, Journal of Finance
• "Is American Corporate Governance Fatally Flawed?", 1994, J of Applied Corporate Finance
• "Functional Regulation", 1994, Pacific Basin Finance Journal
• "Metallgesellschaft and the Economics of Synthetic Storage", with C. L. Culp, 1995, J of Applied Corporate Finance
• "Do the M&M Propositions Apply to Banks?" 1995, J of Banking and Finance
• Merton Miller on Derivatives, 1997
• "Clustering and Competition in Asset Markets" with S. J. Grossman, K. R. Cone, D. R. Fischel, and D. J. Ross, 1997, JLawE
• "The M&M Propositions after 40 Years," 1998, European Financial Management Journal
• "Value at Risk: Uses and Abuses", with C.L. Culp and A. Neves, 1998, J of Applied Corporate Finance
• "The Derivatives Revolution After Thirty Years", 1999, J of Portfolio Management
• "The History of Finance," 1999, J of Portfolio Management

Resources on M.H.Miller

• Autobiography of Miller at Nobel site
• Press release of Nobel award (1990).
• Miller entry at Britannica.com
• Miller Page at Britannica Guide to the Nobel Prizes
• Miller Page at Nobel Prize Internet Archive
• Miller entry at Bartleby
• Miller C.V. at Chicago Business School
• Memoir by University of Chicago News
• Obituary from the Economist
• Obituary from the Chicago Tribune
• "Merton Miller Remembered" from Sharpe, Roll, Hamad (Chicago, GSB)
• "In Memoriam" from Fama, Jensen, et al.
• The "Merton Miller Prize" of the Journal of Business
• "Interview with Merton Miller" at Dimensional Fund
• Miller Page at Laura Forgette

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