Below is my list of the top books that chat about stock distributions and rare events. I also included some market history and bubbles lists too for comparison. Is there anything important I’m missing? (I’ll have a follow up post with some academic papers on financial return distributions). All from the Reading List:
Stock Distributions
- Why Stock Markets Crash: Critical Events in Complex Financial Systems – Didier Sornette
- The Misbehavior of Markets by Benoit Mandelbrot
- Fooled by Randomness and The Black Swan: The Impact of the Highly Improbable by Nassim Nicholas Taleb
- Finding Alpha – by Eric Falkenstein
- Market Volatility – Robert Shiller
- Optimal Portfolio Modeling – Philip McDonnell
- Fractal Market Analysis – Edgar Peters
- More Than You Know: Finding Financial Wisdom in Unconventional Places – Michael Mauboussin
- The Failure of Risk Management: Why It’s Broken and How to Fix It – Douglas Hubbard
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Market Bubbles
- Manias, Panics, and Crashes by Charles Kindleberger
- Extraordinary Popular Delusions and the Madness of Crowds by Charles MacKay
- The Prize: The Epic Quest for Oil, Money, & Power by Daniel Yergin
- The First Tycoon: The Epic Life of Cornelius Vanderbilt by TJ Stiles
- Irrational Exuberance – by Robert Shiller
- A Short History of Financial Euphoria and The Great Crash 1929– John Kenneth Galbraith
- The Panic of 1907: Lessons Learned from the Market’s Perfect Storm – Mark Bruner
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History of Markets
- Triumph of the Optimists: 101 Years of Global Investment Returns by Elroy Dimson, Paul Marsh, and Mike Staunton
- Stocks for the Long Run by Jeremy Siegel
- Reminiscences of a Stock Operator by Edwin LeFèvre
- When Genius Failed by Roger Lowenstein
- Capital Ideas, Capital Ideas Evolving, and Against the Gods by Peter Bernstein
- Ibbotson Yearbook by Ibbotson Associates
- The CRB Commodity Yearbook by Commodity Research Bureau
- The Essays of Warren Buffett by Warren E. Buffett and Lawrence A. Cunningham
- Fortune’s Formula by William Poundstone
- The Myth of the Rational Market – Justin Fox
- The Great Game: The Emergence of Wall Street as a World Power: 1653-2000 – John Gordon
