Books on Portfolio Management

[Terzo]

I was browsing through some of the investment threads here, and several times I see the suggestion to read up on portfolio management.

Following that advice, I did a quick look on the library catalog. I wasn't expecting much, but I was surprised to find several books appear. I don't know squat about the subject or which book would be best.

Are there some really good books that I should look at, or are they more or less the same?

 

[Special K]

.

 

[imported_Tango]

Start from this one:

http://www.amazon.com/Managing...&qid=1193528104&sr=8-8

 

[WildHorse]

a) Some of the seminal authors to read in the field of portfolio mgmt:
Roll, Fama, Markowitz, Sharp, Litner, Fisher, etc.

b) Call nearby business school, ask Finance prof. or B-school Librarian for recommendations.

c) Look through here

d) Until you find that book, here's some reading to tide you over.
Probably more dense than what you want, but if you simply skim through some of this it'll at least give you a sense of what the subject is about:

Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns
Optimal Portfolios with Parametric Weights

Illiquid Assets and Optimal Portfolio Choice

Dynamic Portfolio Choice: A Simulation Approach

Portfolio Optimization with Many Assets: The Importance of Short-Selling


etc. etc.