Books

eBook Sources

• Internet Archive: aggregation of public repositories
• Project Gutenberg: classics in the public domain

This book list is rather short because I only add books that I have read personally and I think are worth taking time away from something else to read. Where possible, I include links to freely accessible materials.

General Finance

• Corporate Finance by Ivo Welch
• Investments by Bodie, Kane, and Marcus
• The Economy
• Introductory Econometrics: A Modern Approach by Wooldridge
• Mostly Harmless Econometrics: An Empiricist’s Companion by Angrist and Pischke
• The Misbehavior of Markets: A Fractal View of Financial Turbulence by Benoit Mandelbrot

Investing

• Security Analysis (1940) by Graham and Dodd
• The Intelligent Investor (1949) by Benjamin Graham
• Investing Philosophies by Aswath Damodaran
• Active Portfolio Management: A Quantitative Approach for Providing Superior Returns and Controlling Risk by Grinold and Kahn

Finance History

• When Genius Failed: The Rise and Fall of Long Term Capital Management by Roger Lowenstein
• Against the Gods: The Remarkable Story of Risk by Peter Bernstein

Data Analysis

Before using any statistical software or programming language, you should master Excel. It is the most common tool used in finance. You should also know a bit of VBA to automate repetitive tasks. Next, you should learn a more powerful tool for advanced analytics. I recommend R but Matlab, Octave, Python, SAS, or Stata are reasonable choices.

• R Cookbook 2e by James (JD) Long and Paul Teetor
• R for Data Science by Garrett Grolemund and Hadley Wickham
• Data Science at the Command Line by Jeroen Janssens
• Python for Data Analysis by Wes McKinney
• Geocomputation with R by Robin Lovelace, Jakub Nowosad, and Jannes Muenchow
• Internet Guide to Stata by Wolfgang Ludwig-Mayerhofer
• Elements of Statistical Learning
• Time Series Analysis and Its Applications: With R Examples by Shumway and Stoffer

Data Visualization

• ggplot2 Documentation by Hadley Wickham
• Mastering Shiny by Hadley Wickham

Advanced Finance

• Asset Pricing by Cochrane
• Financial Theory and Corporate Policy by Copeland, Weston, and Shastri
• Handbook Of the Economics of Finance