Thank you!Not a book recommendation but I like a couple of John Cochrane papers: Portfolio Advice for a Multi-factor World, and Portfolios for Long-Term Investors. The articles highlight the most glaring weaknesses of the one-period lower-dimensional models, suggest generalizations to overcome these, and provide deeply insightful perspectives and advice. There are also some talks and interviews with Cochrane (e.g., on The Rational Reminder Podcast) to complement these.
Thanks, can you recommend one of them? Judging by the names they all rehash the same material?Consider books by author Zvi Bodie.
Start here: https://www.goodreads.com/search?utf8=% ... =zvi+bodie
Regards,
Statistics: Posted by konik — Fri Jan 05, 2024 4:11 am — Replies 4 — Views 513