Books

This book list is rather short because I only add books that I have read personally and I think are worth taking time away from something else to read. Where possible, I include links to freely accessible materials.

General Finance

Investing

  • Security Analysis (1940) by Graham and Dodd
  • The Intelligent Investor (1949) by Benjamin Graham
  • Investing Philosophies by Aswath Damodaran
  • Active Portfolio Management: A Quantitative Approach for Providing Superior Returns and Controlling Risk by Grinold and Kahn

Finance History

  • When Genius Failed: The Rise and Fall of Long Term Capital Management by Roger Lowenstein
  • Against the Gods: The Remarkable Story of Risk by Peter Bernstein

Data Analysis

Before using any statistical software or programming language, you should master Excel. It is the most common tool used in finance. You should also know a bit of VBA to automate repetitive tasks. Next, you should learn a more powerful tool for advanced analytics. I recommend R but Matlab, Octave, Python, SAS, or Stata are reasonable choices.

Advanced Finance

  • Asset Pricing by Cochrane
  • Financial Theory and Corporate Policy by Copeland, Weston, and Shastri
  • Handbook Of the Economics of Finance
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