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Fixed Income Analysis, Second Edition (Wiley, 2007)
Frank J. Fabozzi
A core textbook for the Chartered Financial Analyst program,
this book offers an excellent introduction to the world of fixed income instruments.
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Modern Portfolio Theory and Investment Analysis, Seventh Edition (Wiley, 2006)
Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, and William N. Goetzmann
A classic investment analysis textbook now in its seventh edition, this book provides undergraduate and graduate finance students with a sound introduction
to modern portfolio theory, mean-variance analysis, and other topics in investment management.
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Financial Econometrics: From Basics to Advanced Modeling Techniques (Wiley, 2006)
Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi, Teo Jašic
An excellent book covering econometric analysis for finance professionals.
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The Equity Risk Premium: Essays and Explorations (Oxford, 2006)
William N. Goetzmann and Roger G. Ibbotson
This new book by ICF Fellows Will Goetzmann and Roger Ibbotson examines the equity risk premium from an empirical perspective and provides investors and scholars with a
comprehensive overview of the historical forces that drive this most remarkable financial phenomenon.
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Introduction to Structured Finance (Wiley, 2006)
Frank J. Fabozzi, Henry A. Davis and Moorad Choudhry
A thorough introduction to the world of structured finance and a great reference book geared towards the working finance professional.
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Principles of Economics, Eigth Edition (Prentice Hall, 2006)
Karl Case and Ray C. Fair
An excellent first textbook in macroeconomic and microeconomic theory.
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The Origins of Value: The Financial Innovations that Created Modern Capital Markets (Oxford, 2005)
William N. Goetzmann and K. Geert Rouwenhorst, Editors
Widely acclaimed by academic scholars and the popular press, this book rigorously examines
the historical evolution of financial contracts and markets for capital. In addition to original research from the editors, the book includes work by eminent scholars
such as Robert Shiller, Niall Ferguson, Valerie Hansen, and many others.
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Irrational Exuberance: Second Edition (Princeton, 2005)
Robert J. Shiller
The second edition of this New York Times bestselling book on the psychological and cultural phenomena
that lead to stock market and real estate bubbles.
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Unconventional Success: A Fundamental Approach to Personal Investment (Free Press, 2005)
David F. Swensen
One of the best books ever written for personal investors, this easy-to-read book preaches a strategy of low-cost diversification and suggests avoiding most mutual funds.
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The Aggressive Conservative Investor (updated edition) (Wiley, 2005)
Martin J. Whitman and Martin Shubik
A classic investment book that has been around since 1979, this book preaches the benefits of value investing - finding "safe and cheap" securities to purchase.
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The West of the Imagination (reissue forthcoming, 2008)
William H. Goetzmann and William N. Goetzmann
This well-publicized companion book to the former PBS series of the same name has been thoroughly updated and is being republished by Oklahoma University Press in 2008.
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The Handbook of Fixed Income Securities, Seventh Edition (McGraw Hill, 2005)
Frank J. Fabozzi, Editor
Amazon has dubbed this book "the world's #1 fixed income book". Now in its seventh edition, this book is the standard-setting reference guide to fixed income instruments.
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The Handbook of Mortgage-Backed Securities (Wiley, 2005)
Frank J. Fabozzi
The definitive guide to the world of mortgage-backed securities - a must-have reference resource for anyone who invests in the mortgage-backed securities market.
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Fixed Income Mathematics, Fourth Edition (McGraw Hill, 2005)
Frank J. Fabozzi
A thorough and well-researched handbook covering the mathematics of fixed income instruments.
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Advanced Bond Portfolio Management (McGraw Hill, 2005)
Frank J. Fabozzi, Lionel Martellini, and Phillipe Priaulet, Editors
Covers a range of advanced modeling and strategy issues in fixed income portfolio management.
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Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing (Wiley, 2005)
Svetlozar T. Rachev, Frank J. Fabozzi, and Christian Menn
Provides a detailed look at the impact of skewed and leptokurtic probability distributions on portfolio selection, risk management, and options pricing.
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Fundamentals of Corporate Finance, Seventh Edition (McGraw Hill Irwin, 2005)
Stephen Ross, Randolph Westerfield, and Bradford Jordan
One of the best-selling corporate finance books of all time.
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The Misbehavior of Markets: A Fractal View of Risk, Ruin & Reward (Basic, 2004)
Benoit B. Mandelbrot and Richard L. Hudson
A fractal view of the financial markets, showing us that markets are much riskier than we are led to believe.
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Estimating How the Macroeconomy Works (Harvard, 2004)
Ray C. Fair
A dynamic introduction to the world of macroeconomics, taken with an empirical view that defies much of the current thinking on the subject.
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The Recurrent Crisis in Corporate Governance (Palgrave Macmillian, 2004)
Paul MacAvoy and Ira Millstein
An excellent corporate governance treatise.
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The New Financial Order: Risk in the 21st Century (Princeton, 2003)
Robert J. Shiller
This controversial book proposes a number of sweeping changes to the financial landscape in order to reduce the level of aggregate macroeconomic risk.
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History Matters: Essays on Economic Growth, Technology, and Demographic Change (Stanford, 2003)
Timothy W. Guinnane, William A. Sundstrom, and Warren C. Whatley, Editors
This book describes the history of economic growth.
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Financial Accounting, Second Edition (Thomson Southwestern, 2003)
Rick Antle and Stan Garstka
A first textbook in accounting that focuses primarily on the economic implications of the financial statements rather than on the mechanics of constructing them.
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The Advantage of Competitive Federalism for Securities (AEI Press, 2003)
Roberta Romano
This book argues that the SEC should be revamped by implementing a strategy of competitive federalism.
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The Politics of Fortune: A New Agenda For Business Leaders (Harvard, 2002)
Jeffrey Garten
This book takes the lid off of a subject that has become near and dear to the heart of CEOs - why they should care about public policy .
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Predicting Presidential Elections (and Other Things) (Stanford, 2002)
Ray C. Fair
A look at prediction markets, presidential markets, and many other interesting and relevant economic topics.
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Investments: A Global Perspective (Prentice Hall, 2001)
Jack C. Francis and Roger G. Ibbotson
An excellent first textbook in investments.
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In Defense of Free Capital Markets: The Case Against a New International Financial Architecture (Bloomberg, 2001)
David F. DeRosa
Provides a comprehensive look at international currency crises and argues against fixed currency regimes and governmental intervention.
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Pioneering Portfolio Management: An Unconventional Approach to Institutional Investment (Simon & Schuster, 2000)
David Swensen
A masterful overview of the portfolio management process, with a focus on diversification, manager selection and risk management.
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Options on Foreign Exchange, Second Edition (Wiley, 2000)
David F. DeRosa
The "bible" on the foreign exchange options markets.
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The Theory of Money and Financial Institutions (MIT, 1999)
Martin Shubik
A compilation of essays spanning more than fifty years of thought on the evolution of mathematical institutional economics.
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Currency Derivatives: Pricing Theory, Exotic Options, and Hedging Applications (Wiley, 1998)
David F. DeRosa, Editor
An informative guide to the esoteric world of currency derivatives and currency hedging techniques.
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