the CFA Program Curriculum books by CFA Institute. (Great books the get the basic understanding and test yourself with exercise/ quizz)
Triump of Optimists: 101 years of Global Investments Return by Elroy Dimson, Mike Staunton & Paul Marsh (to get more familiar with the history of market returns)
Modern portfolio theory and investment analysis by Edwin Elton, Martin Gruber, Stephen Brown & William Goetzermann