Novelist Aleksandar Hemon's life is so memoir-ready that an autobiography has seemed practically inevitable. Hemon grew up in Bosnia, where he spent much of his 20s as a journalist, critic and art-school prankster. In 1992 he was visiting Chicago as part of a cultural exchange program when war broke out in his homeland. His sense of displacement was immediate and acute. "Converting Chicago into my personal space became not metaphysically essential but psychiatrically urgent as well," he writes in "The Book of My Lives," his stellar collection of personal essays.

A handful of pieces directly address Hemon's early days in Chicago, as he canvassed for Greenpeace, found a community of artists and launched a successful literary career. (He won a MacArthur "genius grant" in 2004.) But this book is about how he feels displaced no matter where he is: He explores his disconnection while writing about dogs, divorce, literature, a David Bowie album, food ("a perfect borscht is what a life should be but never is"), chess games and more. Writing about playing pickup soccer games in Chicago with fellow expatriates, he cracks wise about the ragtag group's idiosyncrasies, but he's also seeking an elusive psychic poise. In soccer, he looks for "the moment when the universe seems to be arranged by a meaningful will that is not yours."

Hemon's tone throughout "The Book of My Lives" has a simplicity to counter his messy dislocation. That's intentional, he explains: "Writing was another way to organize my interiority so that I could retreat into it and populate it with words." But this serious search for identity has room for wit. He smirkingly recalls being interrogated by authorities in Sarajevo after an attempt at Nazi satire backfires ("I understood Kafka in a flash") and registers his bemusement at being a kind of war refugee in a Chicago yuppie enclave, watching young mothers "carrying yoga mats on their backs like bazookas."

That humor is absent in the book's magnificent closing piece, a heartbreaking chronicle of his infant daughter's death from a brain tumor. Watching joggers run by in the midst of his daughter's suffering, Hemon describes feeling as if he were in an aquarium: "I could see outside, the people outside could see me inside (if they somehow chose to pay attention), but we lived and breathed in entirely different environments."

The bright side is small but meaningful. As he watches his 3-year-old daughter invent an imaginary friend to cope, he senses how we find order in narratives. We humans are lucky, Hemon suggests. We're designed to tell stories that build bridges across our displacement. "The Book of My Lives" is filled with stories that do the job brilliantly.

Mark Athitakis is a reviewer in Washington, D.C. He blogs at markathitakis.com.