I was chatting with Antti Ilmanen the other day about some dividend papers and realized I had never read his recently published book Expected Returns . Wow, big mistake. While I am not finished yet (it is a loooong and dense 500 pages) it is a wonderful summary melding together historical asset returns with forecasting indicators and common sense. A great read (with lots and lots of references for future reads in the source notes) for any practicioner in the financial markets.
Also in the mail or pre-ordered:
Thinking Fast and Slow – Daniel Kahneman
That Used to Be Us – Thomas Friedman
Boomerang, Travels in the New Third World – Michael Lewis
What Works on Wall St. (New edition) – O’Shaughnessy