Portfolio Books

king · September 29th, 2003, 6:29 am

Any recommendations for books on portfolio theory from a practical perspective?Thanks

pb273 · September 29th, 2003, 8:54 am

one of the best piece of advice on portfolio management (particularly on how much to put in a strategy viz-a-viz another) i got was from William Eckhardt's interview in the New Market Wizards book.

Graeme · October 5th, 2003, 6:59 am

It hasn't arrived here from Amazon yet (Seattle --> South Africa = time) but I've seen rave reviews (here and elsewhere) about Litterman's book.

quantie · October 6th, 2003, 1:33 pm

QuoteOriginally posted by: GraemeIt hasn't arrived here from Amazon yet (Seattle --> South Africa = time) but I've seen rave reviews (here and elsewhere) about Litterman's book.They have moved their warehouse from seattle and I am afraid it ships now from somewhere in the midwest!

Wienner · October 7th, 2003, 6:46 am

Hi , Which books would you guys rank as the best in the field of quantitative portfolio management and asset allocation ? And who are the prominent researchers in the field ? Thanks Best wishesJay