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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 | 109

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 »

Have U.S. Federal Revenues Hit Their Laffer Curve Limit?

Nov 17, 2011| 

I was listening to Jeffrey Hummel’s recent talk (see here, scroll down to his picture). He argues the US federal default is inevitable, using the following... Read »

Aspiring Politicians Learn to Dissemble

Nov 9, 2011| 

Hayek’ Road to Serfdom argued that a major problem with socialism was that it encouraged the most ruthless and illiberal to rise to the top. As they find their... Read »

We Are the 99%!

Oct 13, 2011| 1

Egalitarians may be a majority, but they aren’t close to 99%. This reminds me of the False Consensus Effect, which states that individuals view their own preferences,... Read »

Letting Greece Go

Sep 29, 2011| 

John Cochrane makes a good point about Greece: if you don’t let it default within the Euro framework, the Euro is doomed. Europe’s deepest problem is... Read »

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