Jewish immigrants Max Weinstein, a prosperous building contractor, and Anna Wallenstein Weinstein. Mr. Weinstein wanted his son to go into the family business and gave Nathan copies of the Horatio Alger books, a series of novels in which honest young men do well for themselves in business. West, whose friends gave him the nickname Pep because he was so lazy, was uninterested in the typical trappings of upper middle-class success and dropped out of high school. He lied his way into Tufts University, which expelled him for poor grades, and then got himself admitted to Brown University by using someone else's transcripts. West graduated from Brown in 1924, where he was better known for his sense of humor and interest in parties than any scholarly abilities.

After finishing college, West spent two years in Paris, courtesy of his father. He was called back to the United States...