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Eric Falkenstein

Eric Falkenstein is an economist who specializes in quantitative issues in finance: risk management, long/short equity investing, default modeling, etc.

Eric received his Ph.D. in Economics from Northwestern University , 1994 and his B.A. in Economics from Washington University in St. Louis, 1987

He is the author of the 2009 book Finding Alpha.

Visit: Eric Falkenstein's Website




Eric Falkenstein's Latest Articles | 103

Insurance and Pooling Equilibria

Jan 25, 2012| 

In the bad old days, insurance was a way to smooth cash flows from improbable but large expenses: fire, health, auto mishaps. Through repetitious metonymy, ‘health... Read »

Wikipedia Black Out Working

Jan 19, 2012| 

Many of my favorite websites (Fark, Wikipedia) staged a protest against some intellectual property legislation coming down the pike, and it seems to have been successful.... Read »

Banks Discriminate Against Half Their Customers

Jan 12, 2012| 

From the WSJ, I found this funny. It seems when you are being sued for Politically Correct crimes, the logic they use against you can be absurdly weak, because the... Read »

Bank Lending Pathetic

Jan 4, 2012| 

Banks are highly regulated institutions, and so they respond to regulators. A friend shares with me the following anecdote. He thinks real estate is cheap, and wants... Read »

Macro Imploding

Jan 4, 2012| 

Not the macroeconomy, just the science. Not that it every really was a science, just that 40 years ago everyone thought it was, now, not so much. Yesterday I read... Read »

Quantitative Easing Tough on Pensions

Dec 28, 2011| 

From the WSJ: While quantitative easing boosts the value of pension assets, it lowers investment returns and increases estimates of future liabilities. Because typical... Read »

IMF Chief Economists Blames Problems on Investors

Dec 27, 2011| 

Olvier Blanchard is a very well-respected academic economist, and currently also Chief Economist at the International Monetary Fund. He sees today’s current... Read »

Banks Lend, Charge, Too Much

Dec 22, 2011| 

The suit against BAC/Countrywide was based on disparate impact, basically looking at averages for Blacks and Latinos vs. EveryoneElse. Presumably they controlled... Read »

Keynesians Believe in Markets Too

Dec 15, 2011| 

Paul Krugman argues that the fact that interest rates are currently low in the US proves his standard Keynesian diagnosis is correct. Here he is in the NYTimes arguing... Read »

Nationalize the Fed!

Nov 28, 2011| 1

Paul Krugman’s wife, Robin Wells, came out with a piece arguing Occupy Wall Street’s issues are something economists should address. I wonder whether... Read »

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