Dedications. Authors' Biographies. I. Introduction. Opening Remarks and Motivation. Major Concepts and Roadmap Through the Book. II. The Lessons of History. 1. History and the Equity Risk Premium. 2. Stocks, Bonds, Bills and Inflation: Year-by-Year Historical Returns (1926-1974),, Roger G. Ibbotson and Rex Sinquefield, Journal of Business January, 1976. 3. A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability, William N. Goetzmann, Roger G. Ibbotson, and Liang Peng, March 2001, The Journal of Financial Markets. 4. The United States Market Wealth Portfolio, Roger G. Ibbotson and Carol Fall, Journal of Portfolio Management, Fall, 1979. 5. World Wealth: U.S. and Foreign Market Values and Returns, Roger G. Ibbotson, Laurence Siegel and Kathryn S. Love, Journal of Portfolio Management, Fall, 1985. III. Demand, Supply, and Building Block Forecasting Methods. 6. How to Forecast Long Run Asset Returns, Roger G. Ibbotson and Larry Siegel, Investment Management Review, September/October 1988. 7. The Demand for Capital Market Returns: A New Equilibrium Theory, Roger G. Ibbotson, Laurence B. Siegel, and Jeffrey J. Diermeier, Financial Analysts Journal, January/February, 1984. 8. The Supply of Capital Market Returns, Jeffrey J. Diermeier, Roger G. Ibbotson, and Laurence B. Siegel, Financial Analysts Journal, March/April, 1984. 9. Building the Future from the Past, Roger G. Ibbotson, TIAA/CREF Investment Forum, June 2002. 10. Long Run Stock Returns: Participating in the Real Economy, Roger G. Ibbotson and Peng Chen, Financial Analysts Journal, January/February, 2003. IV. Simulating and Forecasting. 11. Stocks, Bonds, Bills, and Inflation: Simulations of the Future (1976-2000), Roger G. Ibbotson and Rex Sinquefield, Journal of Business, July, 1976 pp. 318-338. 12. Predictions of the Past and Forecasts for the Future: 1976-2025,

Roger G. Ibbotson, Ibbotson Associates, 1999. 13. Short Horizon Inputs and Long Horizon Portfolio Choice, William N. Goetzmann and Franklin Edwards, Journal of Portfolio Management; 20(4), Summer 1994, pages. V. Survivorship and the Selection Bias. 14. Survival, Stephen Brown, William N. Goetzmann, and Stephen Ross, Journal of Finance 50(3), July 1995. 15. Survivorship Bias in Performance Studies, Stephen Brown, William N. Goetzmann, Roger G. Ibbotson, and Stephen A. Ross, Review of Financial Studies v 5(4), 1992. 16. Global Stock Markets in the Twentieth Century, William N. Goetzmann, and Philippe Jorion, Journal of Finance, 54(3), June 1999. 17. Re-emerging Markets, William N. Goetzmann and Philippe Jorion, Journal of Financial and Quantitative Analysis, (1), March 1999. VI. Predicting Variations. 18. The Dow Theory: William Peter Hamilton's Track Record Reconsidered, William N. Goetzmann with Stephen Brown and Alok Kumar, Journal of Finance, August 1998. 19. Patterns in Three Centuries of Stock Market Prices, William N. Goetzmann, Journal of Business; 66(2), April 1993. 20. Bootstrapping Tests of Long-Term Stock Market Efficiency, William N. Goetzmann, Yale School of Management Working Paper, 1991. 21. Testing the Predictive Power of Dividend Yields, William N. Goetzmann and Philippe Jorion, Journal of Finance, 48(2), June 1993. 22. A Longer Look at Dividend Yields, William N. Goetzmann and Philippe Jorion, Journal of Business, 68(4), October 1995. 23. Does Asset Allocation Policy Explain 40%, 90%, or 100% of Performance?, Roger G. Ibbotson and Paul D. Kaplan, Financial Analysts Journal, (56), 1, January/February 2000. References.