talisman comments on Great Books of Failure - Less Wrong
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A Demon Of Our Own Design by Richard Bookstaber
This book came out two years ago but reads like it was just written.
The lesson is similar to e.g. When Genius Failed but it gets into the grit a bit more and is more detailedly insightful about markets. Bookstaber has worked in markets rather than just writing about them, and it shows.
Dull in spots, but that's fairly standard in books like this, since you can't sell a 130-page book.