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Below are some of the books, papers, and essays that influenced my investment approach and framework. I’ll periodically update this list, so be sure to check back in.
I’d love to hear what’s on your list. Use the comment section below to share some of your favorites. You can also use the contact form or email me directly at info@integratinginvestor.com.
Books
Investing
The Acquirer’s Multiple, by Tobias E. Carlisle
Capital Returns, by Edward Chancellor
You Can Be a Stock Market Genius, by Joel Greenblatt
Margin of Safety, by Seth Klarman (this might be tricky to find but is worth the search)
Reminiscences of a Stock Operator, by Edwin Lefèvre
Market Wizards, by Jack Schwager
The Alchemy of Finance: Reading the Mind of the Market, by George Soros
History
Lords of Finance, by Liaquat Ahamed
The History of Banks, by Richard Hildreth
Manias, Panics, and Crashes, by Charles P. Kindleberger
Gold and Liberty, By Richard M. Salsman
Economics
Economics in One Lesson, by Henry Hazlitt
Capitalism: The Unknown Ideal, by Ayn Rand
Who Needs The Fed?, by John Tamny
Human Action, by Ludwig von Mises
Other
Game Theory: A Very Short Introduction, by Ken Binmore
Complexity: A Guided Tour, by Melanie Mitchell
Introduction to Objectivist Epistemology, by Ayn Rand
Superforecasting: The Art and Science of Prediction, by Philip E. Tetlock and Dan Gardner
Extreme Ownership, by Jocko Willink and Leif Babin
The DIM Hypothesis: Why the Lights of the West Are Going Out, by Leonard Peikoff
Papers
Investing
Value and Momentum Everywhere, by Cliff Asness, Tobias J. Moskowitz, and Lasse H. Pedersen
Systematic vs. Discretionary, by AQR Capital Management
A Decade of Duration Times Spread, Barclays Research
Volatility and the Allegory of the Prisoner’s Dilemma, by Chris Cole
Market force, ecology and evolution, by J. Doyne Farmer
Epsilon Theory Manifesto, by Ben Hunt
Revisiting Market Efficiency: The Stock Market as a Complex Adaptive System, by Michael J. Mauboussin, 2002.
Factors from Scratch, by Jesse Livermore, Chris Meredith, CFA, and Patrick O’Shaughnessy, CFA
Literature Review: Technical Analysis – Modern Perspectives, by Gordon Scott, CMT, Michael Carr, CMT, and Mark Cremonie, CMT, CFA
Investing in the Unknown and Unknowable, by Richard J. Zeckhauser
Economics
That Which is Seen, and That Which is Not Seen, by Frédéric Bastiat
Introduction: Minsky on money, banking and finance, by Dimitri B. Papadimitriou and L. Randall Wray
Egalitarianism and Inflation, by Ayn Rand
The End of Central Banking, Part I, by Richard M. Salsman
Do Economists Reach a Conclusion on Free-Banking Episodes?, by Ignacio Briones and Hugh Rockoff
Less Than Zero, by George Selgin
New York’s Bank: The National Monetary Commission and the Founding of the Fed, by George Selgin
The Rise and Fall of the Gold Standard in the United States, by George Selgin
Free Banking in History and Theory, by Lawrence H. White
The Origins of Money and the Development of the Modern Financial System, by L. Randall Wray
Mauboussin
Shift Happens: On a New Paradigm of the Markets as a Complex Adaptive System, by Michael J. Mauboussin
Revisiting Market Efficiency: The Stock Market as a Complex Adaptive System, by Michael J. Mauboussin
Capital Ideas Revisited: The Prime Directive, Sharks, and The Wisdom of Crowds, by Michael J. Mauboussin
Winning the Easy Game: Skill and the Ability to Extract Value, by Michael J. Mauboussin, Dan Callahan, CFA, and Darius Majd
Who Is On The Other Side, by Michael J. Mauboussin
Looking for Easy Games in Bonds, by Michael J. Mauboussin
Looking for Easy Games: How Passive Investing Shapes Active Management, by Michael J. Mauboussin, Dan Callahan, CFA, and Darius Majd
Other
Philosophy: Who Needs It, by Ayn Rand
The Hierarchy of Knowledge: The Most Neglected Issue in Education, by Lisa Van Damme
Other
MacroVoices Eurodollar University podcast series, featuring Jeffrey Snider
