I'm interested to know what are the critical reference texts you rely on for portfolio or risk management? I mean those texts that you come back to because they are chock full of insight and know-how. For example:
Bernd Scherer - Portfolio Construction and Risk Budgeting (2005)
Grinold and Kahn - Active Portfolio Management (2002)
Meucci - Risk and Asset Allocation (2010)
Glasserman - Monte Carlo Methods in Financial Engineering (2003)
John Cochrane - Asset Pricing (2005)
Gregory Connor - Portfolio Risk Analysis (2010)
Ruey Tsay - Analysis of Financial Time Series
Friedman - Elements of Statistical Learning
Geweke - Contemporary Bayesian Econometrics and Statistics
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