Investment Policy, Charles Ellis. A classic in the field of portfolio management.
Fooled by Randomness, Nassim Taleb. A wonderfully written exposé on the role of chance and luck in investment success. Are you really as smart as you think?
Unexpected Returns, Ed Easterling. Drill down beneath the surface of "long-term" investment returns. Learn why decisions based upon 40- or 50- year returns may be totally irrelevant or worse, detrimental to your financial well-being.
Bull's Eye Investing, John Maulding. Commonly accepted "wisdom" about investing is frequently wrong. Mauldin's book sheds light on a great many misconceptions which will help you improve your investment acumen.