I'm looking to add to my collection of books and I'm specifically looking for a book or several books that covers investment portfolio management during a variety of different business/economic cycles. Something that talks at length about the various types of investment vehicles, their response during different market conditions etc.
Can anyone recommend any?
Thanks作者: mp3bu 时间: 2011-10-12 12:23
I don't know of any books that really address this directly. Tony Crescenzi, who is now at PIMCO wrote a book called "Investing from the Top Down: A macro approach to capital markets" that addresses this, but not in a head-on manner.
It looks like there are some new asset allocation books on Amazon... some of them might take this approach.作者: mkytz15 时间: 2011-10-12 12:29
Are you a member of CFAI? If so I think you get online access to FAJ. Some of the best PM research I've seen is written up there. It will certainly be fresher than most books' treatments, with a higher likelihood of including thoughtful analysis of the 2008 crash.作者: jacksparrow 时间: 2011-10-12 12:40
2 books by Ed Easterling:
Unexpected Returns
Probable Outcomes
Deals with this specifically and has lots of cool charts. You can get them both on Amazon. Unexpected Returns is at Half Priced Books a lot in the DFW area so you can check there too.
