dad2000 wrote:IMHO, "Expected Returns" (Ilmanen) is a great book that provides broad coverage.
I'll warn you that it's not light reading.
chasely wrote:I'm looking to get a little more into the theory side of investing in my "free time". Can anyone suggest some good books on investing theory, ideally self-contained? I'm competent in math and can handle more applied-math texts as well.
Thanks for your help.
dan23 wrote:I remember using and liking an edition of the textbook Investments by Bodie Kane & Marcus for a financial economics class. It shares an author (Bodie) with the textbook recommended by Valuethinker. I don't know how they compare.
chasely wrote:I'm looking to get a little more into the theory side of investing in my "free time". Can anyone suggest some good books on investing theory, ideally self-contained? I'm competent in math and can handle more applied-math texts as well.
Thanks for your help.
chasely wrote:Sounds like the Ilmanen text is a good place to start, then I can start my way through the rest.
Stats and data analysis are part of my school curriculum, I'll skim over the Ruppert book and see how much overlap there is.
chasely wrote:I'm looking to get a little more into the theory side of investing in my "free time". Can anyone suggest some good books on investing theory, ideally self-contained? I'm competent in math and can handle more applied-math texts as well.
Thanks for your help.
Akiva wrote:chasely wrote:I'm looking to get a little more into the theory side of investing in my "free time". Can anyone suggest some good books on investing theory, ideally self-contained? I'm competent in math and can handle more applied-math texts as well.
Thanks for your help.
How in depth do you want to go? Are you talking about learning more about "Bogleheads ideas", or do you mean you want to learn more about portfolio theory and asset pricing theory? These are very different things.
data_junkie wrote:+1 on Cochrane if you are into asset pricing
Also, Active Portfolio Management by Grinold & Kahn is a classic on portfolio theory and management
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