1. Active Credit Portfolio Management in Practice (by J. Bohn & R. Stein) →

    “Bohn and Stein, two veterans, satisfy their objective of providing a clear and comprehensive guide to credit risk management. Active Credit Portfolio Management in Practice is an excellent risk management text that is well structured and insightful which covers modeling, business research, data issues, and organizational implementation problems, as well as potential developments. I highly recommend this book to both the practitioner and academic.”

    reviewed for Journal of Investment Management, 2010, Second Quarter

    (Source: joim.com)

  2. Financial Modeling of the Equity Market: From CAPM to Cointegration (by F. Fabozzi, S. Facardi, and P. Kolm) →

    “Frank Fabozzi teams up with an academic and practitioner to write this comprehensive book
    on equity modeling. Financial Modeling of the Equity Market is a well-organized text giving
    a complete overview of definitions, notation, and sufficient formal descriptions of the mathematical tools common in asset management today. The book is intended as a reference for quantitative practitioners and students of mathematical finance…”

    reviewed for Journal of Investment Management, 2007, Second Quarter

  3. The Man Who Would Be King (by Rudyard Kipling) →

    A great story of quest and adventure, friendship and power. Although I was introduced to this particular story through Caine’s film, I made it a point to read this to evaluate Kipling’s original. Well-written, descriptive with a class of its own. Short and must-read! Inspires the adventurous traveler in you.

  4. Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment (by Kenneth J. Singleton) →

    “Experienced practitioners who seek a detailed review of the subject will find Singleton’s book very appealing. Even determined initiates with a sense of adventure will benefit from Singleton’s excellent presentation of this highly technical material. The bottom line is that whether you are an initiate or experienced practitioner, Singleton’s book deserves space on your shelf.”

    reviewed for Journal of Investment Management, 2006, Fourth Quarter