Investing and Hedge Fund Bibliography

Here is a selected list of books and working papers that you may we find useful (or just plain fun) if you want to know some more abount Investing and Hedge Funds.

• "Thirteen Against the Bank" by Norman Leigh : A true story that proves that with good Money Management you can win in a casino game with negative expectation.
• "A Conspiracy of Paper" by David Liss : An enthralling historical thriller, A Conspiracy of Paper will leave you wondering just how much has changed in the stock market in the last three hundred years. . . .
• "Market Wizards" by Jack D. Schwager : While dated, still there is always something to learn from those Interviews with Top Traders.
• "More Money than God" by Sebastian Mallaby : Beating the market was long thought to be impossible, but hedge funds cracked its mysteries.
• "The Alpha Masters" by Maneet Ahuja : The Alpha Masters gets to the very heart of why Hedge Funds are so profitable.
• " Simplified Perspective of Modern Portfolio Theory" by Myles E. Mangram : this paper presents a simplified perspective of Nobel price Markowitz' contributions to Modern Portfolio Theory. A must if you are serious about investing. To download here for free.
• "Investir en Hedge Funds" by Jean Jacques Chenier for French speaking investors who want to diversify in Alternative Investments.
• "Manias, Panics, and Crashes" by Charles P. Kindleberger: a classic. According to Paul Samuelson: "Sometime in the next five years you may kick yourself for not reading" this book.
• "Trend Following: Learn to make Millions in Up or Down Markets" by Michael Covel.
  

• "The Kelly Criterion" by Louis M. Rotando and Edward Thorp: In probability theory and intertemporal portfolio choice, the Kelly criterion, Kelly strategy, Kelly formula, or Kelly bet, is a formula used to determine the optimal size of a series of bets.

• "Against the Gods" The remarkable story of risk by Peter L. Bernstein chronicles the intellectual adventure that liberated humanity from oracles and soothsayers by means of the powerful tols of risk management that are available to us today.

• "Fooled by randomness" by Nassim Nicolas Taleb about luck, uncertainty, probability, human error, risk,and decision making when lacking some of the information. Just a Must Read. The first and, in our opinion the best of his books althoug Taleb is more famous for "The Black Swan".