I have two articles on my desk that are next in my queue of professional reading:

Adaptive Asset Allocation Policies by William Sharpe and

Mean-Variance Versus Mean-Conditional Value-at-Risk Optimization: The Impact of Incorporating Fat Tails and Skewness into the Asset Allocation Decision by Xiong and Idzorek.

I have not provided links because it's unlikely that anyone reading this would have the time, interest, or inclination to read articles of this nature (although if I'm wrong, a quick google search will take you to them).

My point is not so much to tell you what you should be reading, but to highlight what you should NOT be reading:

Virtually any mainstream financial columns or articles appearing in newspapers or magazines.

90% of such articles are useless financial prognostication and it's impossible for the layperson to discern the other 10%.

Ask your doctor what he reads to hone his diagnostic and professional skills and he will not tell you "Dr. Oz's fascinating 'fat-busting' tips in Newsweek," nor is he regularly surfing WebMD for useful tidbits.

Carefully guard what you let into your brain.  Your portfolio will thank you.

"Do not conform any longer to the pattern of this world, but be transformed by the renewing of your mind."
-- Romans 12:2