| Preferences for stock characteristics as revealed by mutual fund portfolio holdings EG Falkenstein The journal of finance 51 (1), 111-135, 1996 | 1509 | 1996 |
| RiskCalc for private companies: Moody's default model EG Falkenstein, A Boral, LV Carty Available at SSRN 236011, 2000 | 235 | 2000 |
| Explanations for the volatility effect: An overview based on the CAPM assumptions D Blitz, EG Falkenstein, P Van Vliet Available at SSRN 2270973, 2013 | 128 | 2013 |
| Testing for rating consistency in annual default rates R Cantor, E Falkenstein Journal of Fixed Income 11 (2), 36-51, 2001 | 72 | 2001 |
| Risk and return in general: Theory and evidence EG Falkenstein Available at SSRN 1420356, 2009 | 52 | 2009 |
| Mutual funds, idiosyncratic variance, and asset returns EG Falkenstein Northwestern University, 1994 | 48 | 1994 |
| DefProb: A Corporate Probability of Default Model EG Falkenstein Available at SSRN 1103404, 2008 | 47 | 2008 |
| Minimizing basis risk from non-parallel shifts in the yield curve Part II: Principal Components E Falkenstein, J Hanweck Journal of fixed income 7, 85-90, 1997 | 40 | 1997 |
| Accounting for economic and regulatory capital in RAROC analysis E Falkenstein Bank Accounting and Finance 11, 29-35, 1997 | 40* | 1997 |
| Minimizing basis risk from non-parallel shifts in the yield curve E Falkenstein, J Hanweck, JP Morgan Journal of Fixed Income 6, 60-68, 1996 | 25 | 1996 |
| RiskCalc Private Model: Moody's Default Model for Private Firms E Falkenstein, A Boral, L Carty New York: Moody's Investors Service, 2000 | 24 | 2000 |
| Finding alpha: the search for alpha when risk and return break down E Falkenstein John Wiley & Sons, 2009 | 21 | 2009 |
| Credit scoring for corporate debt E Falkenstein Credit Ratings: Methodologies, Rationale and Default Risk, 169-188, 2002 | 16 | 2002 |
| Measuring private firm default risk J Herrity, SC Keenan, JR Sobehart, LV Carty, E Falkenstein Moody’s Investors Service Special Comment (June, 1999), 1999 | 15 | 1999 |
| The missing risk premium: Why low volatility investing works EG Falkenstein Eric Falkenstein, 2012 | 14 | 2012 |
| Some empirical results on the Merton Model E Falkenstein, A Boral Risk Professional, April, 2001 | 13 | 2001 |
| RiskCalc for private companies II: More results and the Australian model E Falkenstein, A Boral, AE Kocagil Moody’s Investor Services, 2000 | 8 | 2000 |
| The risk manager of the future: Scientist or poet? E Falkenstein The Appraisal Journal 70 (3), 343, 2002 | 7 | 2002 |
| Validating commercial risk grade mappings: why and how E Falkenstein Journal of Lending and Credit Risk Management 82 (5), 26-33, 2000 | 7 | 2000 |
| The Missing Risk Premium E Falkenstein Place of publication not identified]: Eric, 2012 | 3 | 2012 |
