Nowhere Man

A native of Sarajevo, where he spends his adolescence trying to become Bosnia’s answer to John Lennon, Jozef Pronek comes to the United States in 1992—just in time to watch war break out in his country, but too early to be a genuine refugee. Indeed, Jozef’s typical answer to inquiries about his origins and ethnicity is, “I am complicated.”

And so he proves to be—not just to himself, but to the revolving series of shadowy but insightful narrators who chart his progress from Sarajevo to Chic...