Arun and Sanjay Muralidhar, 41 and 44

Plano, Texas

Lesson: That great idea you had for your boss? Maybe it's the business you're looking for.

The Muralidhar brothers had hardly been coasting in theircareers. After earning an M.B.A. at the Wharton School, Sanjay worked in corporate finance, eventually becoming vice president of finance at iVillage. Arun, who holds a Ph.D. in economics from MIT, has served as head of research at the World Bank and as head of currency research at J.P. Morgan. But they saw a business of their own as the way to achieve wealth. "I came to the U.S. with $15 in my pocket," says Arun. "I watched what successful people do."

After iVillage went public in 1999, Sanjay decided it was time to make the move. "We always thought working together would be fun," says Sanjay. "But it had to be exactly the right thing." Sanjay had an idea - an online marketplace where users could trade options on tickets for sporting events - but no sports contacts. "Nobody wanted to hear about it," he says.

It happened that Arun, by then at a hedge fund, was sending him portions of a book he was writing about investing pension funds. Sanjay gave him the feedback only a sibling can. "He said, `Instead of forcing me to read 300 pages of your junk, why don't you give me something practical?' " recalls Arun. Soon, with a $100,000 investment from Arun, Sanjay found programmers to build asset-allocation software based on Arun's research. The company they formed, Mcube Investment Technologies, had a prototype within a year and a launch two years later. Arun used his contacts to rustle up pension manager customers - who can afford the $250,000 license fee. Last year, with revenue reaching $1.5 million, he joined full time as chairman. Sanjay, who is CEO, projects revenue of $3 million this year and their first profit.