Eric Falkenstein

1.7k total citations · 1 hit paper
15 papers, 1.3k citations indexed

About

Eric Falkenstein is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Eric Falkenstein has authored 15 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Finance, 7 papers in Economics and Econometrics and 5 papers in Accounting. Recurrent topics in Eric Falkenstein's work include Financial Markets and Investment Strategies (6 papers), Credit Risk and Financial Regulations (5 papers) and Stochastic processes and financial applications (4 papers). Eric Falkenstein is often cited by papers focused on Financial Markets and Investment Strategies (6 papers), Credit Risk and Financial Regulations (5 papers) and Stochastic processes and financial applications (4 papers). Eric Falkenstein collaborates with scholars based in United States and United Kingdom. Eric Falkenstein's co-authors include Lea V. Carty, Pim van Vliet, David Blitz and Richard Cantor and has published in prestigious journals such as The Journal of Finance, Child Abuse & Neglect and The Journal of Portfolio Management.

In The Last Decade

Eric Falkenstein

13 papers receiving 1.1k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings

1996 804 citations Eric Falkenstein The Journal of Finance profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Eric Falkenstein United States	8	1.1k	930	437	146	89	15	1.3k
Jason Karceski United States	15	959 0.9×	933 1.0×	341 0.8×	292 2.0×	60 0.7×	18	1.2k
G. Mujtaba Mian United Arab Emirates	12	777 0.7×	728 0.8×	312 0.7×	184 1.3×	161 1.8×	25	1.0k
Jennifer L. Koski United States	13	765 0.7×	666 0.7×	315 0.7×	149 1.0×	45 0.5×	25	915
Ronen Israel United States	24	1.2k 1.2×	1.0k 1.1×	624 1.4×	327 2.2×	227 2.6×	60	1.6k
Roger Loh Singapore	9	745 0.7×	625 0.7×	310 0.7×	137 0.9×	141 1.6×	19	925
Oya Altınkılıç United States	8	797 0.7×	845 0.9×	213 0.5×	238 1.6×	59 0.7×	12	1.0k
Snehal Banerjee United States	13	766 0.7×	433 0.5×	451 1.0×	64 0.4×	124 1.4×	36	910
Antti Petäjistö United States	9	1.6k 1.5×	1.2k 1.2×	693 1.6×	182 1.2×	144 1.6×	16	1.7k
Eric K. Kelley United States	11	1.1k 1.1×	864 0.9×	509 1.2×	82 0.6×	149 1.7×	22	1.3k
Heiko Jacobs Germany	14	792 0.7×	376 0.4×	488 1.1×	72 0.5×	197 2.2×	27	901

Countries citing papers authored by Eric Falkenstein

Since Specialization

Citations

This map shows the geographic impact of Eric Falkenstein's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Eric Falkenstein with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Eric Falkenstein more than expected).

Fields of papers citing papers by Eric Falkenstein

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Eric Falkenstein. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Eric Falkenstein. The network helps show where Eric Falkenstein may publish in the future.

Co-authorship network of co-authors of Eric Falkenstein

This figure shows the co-authorship network connecting the top 25 collaborators of Eric Falkenstein. A scholar is included among the top collaborators of Eric Falkenstein based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Eric Falkenstein. Eric Falkenstein is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

15 of 15 papers shown

1.

Blitz, David, Eric Falkenstein, & Pim van Vliet. (2014). Explanations for the Volatility Effect: An OverviewBased on the CAPM Assumptions. The Journal of Portfolio Management. 40(3). 61–76. 49 indexed citations

2.

Blitz, David, Eric Falkenstein, & Pim van Vliet. (2013). Explanations for the Volatility Effect: An Overview Based on the CAPM Assumptions. SSRN Electronic Journal. 9 indexed citations

3.

Falkenstein, Eric. (2009). Finding Alpha : The Search for Alpha When Risk and Return Break Down. 5 indexed citations

4.

Falkenstein, Eric. (2009). Risk and Return in General: Theory and Evidence. SSRN Electronic Journal. 25 indexed citations

5.

Falkenstein, Eric. (2009). Finding Alpha. 3 indexed citations

6.

Falkenstein, Eric. (2006). Why Risk and Return are Uncorrelated: A Relative Status Approach. SSRN Electronic Journal. 1 indexed citations

7.

Falkenstein, Eric, et al.. (2001). RiskCalc for Private Companies II: More Results and the Australian Model. SSRN Electronic Journal.

8.

Cantor, Richard & Eric Falkenstein. (2001). Testing for Rating Consistency in Annual Default Rates. The Journal of Fixed Income. 11(2). 36–51. 36 indexed citations

9.

Falkenstein, Eric, et al.. (2000). RISKCALC TM FOR PRIVATE COMPANIES II.

10.

Falkenstein, Eric, et al.. (2000). RiskCalc for Private Companies: Moody's Default Model. SSRN Electronic Journal. 86 indexed citations

11.

Falkenstein, Eric. (1997). Accounting for Economic and Regulatory Capital in RAROC Analysis. Child Abuse & Neglect. 22(10). 987–95. 4 indexed citations

12.

Falkenstein, Eric, et al.. (1997). Minimizing Basis Risk from Non-Parallel Shifts in the Yield Curve Part II. The Journal of Fixed Income. 7(1). 85–90. 14 indexed citations

13.

Falkenstein, Eric, et al.. (1996). Minimizing Basis Risk from Non-Parallel Shifts in the Yield Curve. The Journal of Fixed Income. 6(1). 60–68. 5 indexed citations

14.

Falkenstein, Eric. (1996). Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings. The Journal of Finance. 51(1). 111–135. 804 indexed citations breakdown →

15.

Falkenstein, Eric. (1996). Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings. The Journal of Finance. 51(1). 111–111. 219 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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