23 books Wall Streeters think everyone should read

“The Fama Portfolio” by Eugene Fama

Amazon

Wall Streeter: Cliff Asness, managing and founding principal at AQR Capital Management

“I’m about as far from unbiased as one can be without having a blood relation. I was Gene’s teaching assistant for two years starting in the antediluvian late 1980s. He was co-chair of my dissertation committee. Finally, along with my partner and co-author John Liew, I have an entry in the recommended book. Consider all this as you will. I stand by my recommendation of “Are you crazy? Go buy this right now and read it!” As we say in my and John’s chapter (a reprint of our survey of the efficient market debate in Institutional Investor after Gene shared the Nobel Prize in Economics) we think Gene is the “MVP of modern finance and perhaps economics as a whole for the past almost half century.” As such, any collection of his works is self-recommending.

“But this is more than a simple collection. It’s a curated collection with the curation done by Professors John Cochrane and Tobias Moskowitz. You couldn’t find two scholars more expert on finance and specifically the work and contributions of Gene Fama. They take great care to include many of the most path-breaking of Gene’s papers, but also recognizing that the first glimpse of an important new idea isn’t always the clearest or best exposition, they further include his most definitive, often latter, works.”

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Price: $90.78