Merton Miller a rozwój współczesnych finansów

• Autorzy: Krzysztof Jajuga
• Języki publikacji: PL

Abstrakty

W artykule przedstawiono biografię i wkład Mertona Millera w rozwój współczesnych finansów. Autor opisał osiągnięcia Millera w dziedzinie finansów spółek.

EN

The article presents the biography of Merton Miller and his contribution to the development of contemporary finances. The author describes Miller's achievements in the field of companies' finances. (MN)

Słowa kluczowe

PL

Teoria finansów; Spółki; Podatki

EN

Financial theory; Companies; Taxes

• Czasopismo: Prace Naukowe Akademii Ekonomicznej we Wrocławiu
• Rocznik: 2001
• Numer: nr 894 Zarządzanie finansami firm : teoria i praktyka
• Strony: 71-78

Twórcy

autor

Krzysztof Jajuga

Bibliografia

• Black F., Scholes M. (1973), The pricing of options and corporate liabilities, "Journal of Political Economy" 81, s. 637-654.
• Fama E.F., Miller M.H. (1972), Theory of finance, Holt, Rinehart and Winston, New York.
• Lintner J. (1965), Security prices, risk and maximal gains from diversification, "Journal of Finance" 20, s. 587-615.
• Markowitz H.M. (1952), Portfolio selection, "Journal of Finance" 7, s. 77-91.
• Markowitz H.M. (1959), Portfolio selection - efficient diversificationof investments, Yale University Press, New Haven.
• Merton R.C. (1973a), An intertemporal capital asset pricing model "Econometrica" 41, s. 867-887.
• Merton R.C. (1973b), Theory of rational option pricing. "Bell Journal of Economics and Management Science" 4, s. 141-183.
• Merton R.C. (1975), Influence of mathematical models in finance on practice past, present and future, w: Howison S.D., Kelly F.P., Wilmott P. (ed.), Mathematical models in finance, s. 1-13. Chapman and Hall, London.
• Miller M.H. (1977), Debt and taxes, "Journal of Finance" 32, s. 261-276.
• Miller M.H. (1991), Financial innovations and market volatility Blackwell, London.
• Miller M.H. (1997), Merton Miller on derivatives, Wiley, New York.
• Miller M.H. (1999), The history of finance. Journal of Portfolio Management, 25, s. 95-101.
• Modigliani F., Miller M.H. (1958), The cost of capital, corporation finance and the theory of investment, "American Economic Review" 48, s. 261-297.
• Modigliani F., Miller M.H. (1963), Corporate income taxes and the cost of capital a correction, "American Economic Review" 53, s. 433-443.
• Ross S.A. (1976), The arbitrage theory of capital asset pricing, "Journal of Economic Theory" 13, s. 341-360.
• Ross S.A., Westerfield R.W., Jordan B.D. (2000), Fundamentals of corporate finance, McGraw Hill, New York.
• Sharpe W.F. (1963), A simplified model for portfolio analysis, "Management Science" 19, s. 277-293.
• Sharpe W.F. (1964), Capital asset prices, a theory of market equilibrium under conditions of risk, "Journal of Finance" 19, s. 425-442.
• Tobin J. (1958), Liquidity preference as behavior towards risk, "Review of Economic Studies" 25, s. 65-86.
• Upton C.W., Miller M.H. (1986), Macroeconomics a neoclassical introduction, University of Chicago Press, Chicago.