FEATURES - INTEGRATING QUANTITATIVE RISK-MANAGEMENT THROUGH ECONOMIC RISK CAPITAL - The nitty-gritty details of assigning capital to different activities can derail the most sophisticated risk-management process. This article outlines the process and benefits of assigning capital and suggests some ways to approach interest-rate and commercial loan capital allocations

Finding alpha : the search for alpha when risk and return break down

Falkenstein, Eric, (2009)

Finding alpha : the search for alpha when risk and return break down

Falkenstein, Eric G., (2009)

Notes and Issues - The Risk Manager of the Future: Scientist or Poet? - Reprinted from the RMA, Moody's Risk Management Services

Falkenstein, Eric, (2002)