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Laurent E. Calvet
Laurent E. Calvet
Professor of Finance, SKEMA Business School
Verified email at skema.edu - Homepage
Title
Cited by
Cited by
Year
Down or out: Assessing the welfare costs of household investment mistakes
LE Calvet, JY Campbell, P Sodini
Journal of Political Economy 115 (5), 707-747, 2007
13312007
A multifractal model of asset returns
LE Calvet, AJ Fisher, BB Mandelbrot
Cowles Foundation Discussion Paper No. 1164, 1997
806*1997
Fight or flight? Portfolio rebalancing by individual investors
LE Calvet, JY Campbell, P Sodini
Quarterly Journal of Economics 124 (1), 301-348, 2009
7532009
Measuring the financial sophistication of households
LE Calvet, JY Campbell, P Sodini
American Economic Review 99 (2), 393-398, 2009
7512009
Multifractality in asset returns: Theory and evidence
LE Calvet, A Fisher
Review of Economics and Statistics 84 (3), 381-406, 2002
4622002
How to forecast long-run volatility: Regime switching and the estimation of multifractal processes
LE Calvet, AJ Fisher
Journal of Financial Econometrics 2 (1), 49-83, 2004
4182004
Rich pickings? Risk, return, and skill in household wealth
L Bach, LE Calvet, P Sodini
American Economic Review 110 (9), 2703-2747, 2020
3822020
Forecasting multifractal volatility
LE Calvet, A Fisher
Journal of Econometrics 105 (1), 27-58, 2001
3792001
Twin picks: Disentangling the determinants of risk‐taking in household portfolios
LE Calvet, P Sodini
Journal of Finance 69 (2), 867-906, 2014
3602014
Multifractal volatility: Theory, forecasting, and pricing
LE Calvet, A Fisher
Academic Press, 2008
2652008
Multifractality of Deutschemark/US dollar exchange rates
LE Calvet, AJ Fisher, BB Mandelbrot
Cowles Foundation discussion paper No. 1166, 1997
237*1997
Idiosyncratic production risk, growth and the business cycle
GM Angeletos, LE Calvet
Journal of Monetary Economics 53 (6), 1095-1115, 2006
2142006
Large deviations and the distribution of price changes
LE Calvet, AJ Fisher, BB Mandelbrot
Cowles Foundation Discussion Paper No. 1165, 1997
1641997
Volatility comovement: A multifrequency approach
LE Calvet, AJ Fisher, SB Thompson
Journal of Econometrics 131 (1), 179-215, 2006
1532006
Multifrequency news and stock returns
LE Calvet, AJ Fisher
Journal of Financial Economics 86 (1), 178-212, 2007
1352007
Who are the value and growth investors?
S Betermier, LE Calvet, P Sodini
Journal of Finance 72 (1), 5-46, 2017
1312017
Financial innovation, market participation, and asset prices
LE Calvet, M Gonzalez-Eiras, P Sodini
Journal of Financial and Quantitative Analysis 39 (03), 431-459, 2004
1072004
The cross-section of household preferences
LE Calvet, JY Campbell, F Gomes, P Sodini
National Bureau of Economic Research, 2021
932021
Can security design foster household risk-taking?
LE Calvet, C Célérier, P Sodini, B Vallee
Journal of Finance 78 (4), 1917-1966, 2023
92*2023
Incomplete markets and volatility
LE Calvet
Journal of Economic Theory 98 (2), 295-338, 2001
792001
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