Captions on paintings
 

Somewhere in the past, I recall reading the following rules for captions on paintings:

When the caption is a person's name it is not put in quotes or italics, but titles such as "Wind in the Willows" are.

I'd like to find a reference on this to verify my memory. Or, even to just hear from anyone else who thinks they recall this rule. Or, are there any former English teachers out there?