Which style do you follow?
APA
(from the APA Style Blog)
- Capitalize the first word of the title/heading and of any subtitle/subheading;
- Capitalize all “major” words (nouns, verbs, adjectives, adverbs, and pronouns) in the title/heading, including the second part of hyphenated major words (e.g., Self-Report not Self-report); and
- Capitalize all words of four letters or more.
This boils down to using lowercase only for “minor” words of three letters or fewer, namely, for conjunctions (words like and, or, nor, and but), articles (the words a, an, and the), and prepositions (words like as, at, by, for, in, of, on, per, and to), as long as they aren’t the first word in a title or subtitle.
MLA
(from the Purdue Online Writing Lab)
... capitalize all words except prepositions (such as of, between, through), articles (such as a, the, and an), and conjunctions (such as but, and, or); however, capitalize them if they begin the title or the subtitle ...
Chicago
Well, I'm sure you can find this yourself.