After reading your posting, I am setting American Psycho as an immediate reread for myself. It has been a while since I read the novel, but I am always curious about ties to other works. I, too, am interested if any others no the answer.
What I can say is that Bret comes off very highly educated and loves all types of art. It would not surprise me if the reference to Bonfire of the Vanities existed in the way that you suggest.
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