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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
13282007
A multifractal model of asset returns
LE Calvet, AJ Fisher, BB Mandelbrot
Cowles Foundation Discussion Paper No. 1164, 1997
807*1997
Fight or flight? Portfolio rebalancing by individual investors
LE Calvet, JY Campbell, P Sodini
Quarterly Journal of Economics 124 (1), 301-348, 2009
7542009
Measuring the financial sophistication of households
LE Calvet, JY Campbell, P Sodini
American Economic Review 99 (2), 393-398, 2009
7362009
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
4162004
Forecasting multifractal volatility
LE Calvet, A Fisher
Journal of Econometrics 105 (1), 27-58, 2001
3782001
Twin picks: Disentangling the determinants of risk‐taking in household portfolios
LE Calvet, P Sodini
Journal of Finance 69 (2), 867-906, 2014
3592014
Rich pickings? Risk, return, and skill in household wealth
L Bach, LE Calvet, P Sodini
American Economic Review 110 (9), 2703-2747, 2020
3452020
Multifractal volatility: Theory, forecasting, and pricing
LE Calvet, A Fisher
Academic Press, 2008
2692008
Multifractality of Deutschemark/US dollar exchange rates
LE Calvet, AJ Fisher, BB Mandelbrot
Cowles Foundation discussion paper No. 1166, 1997
239*1997
Idiosyncratic production risk, growth and the business cycle
GM Angeletos, LE Calvet
Journal of Monetary Economics 53 (6), 1095-1115, 2006
2162006
Volatility comovement: A multifrequency approach
LE Calvet, AJ Fisher, SB Thompson
Journal of Econometrics 131 (1), 179-215, 2006
1562006
Multifrequency news and stock returns
LE Calvet, AJ Fisher
Journal of Financial Economics 86 (1), 178-212, 2007
1352007
Large deviations and the distribution of price changes
LE Calvet, AJ Fisher, BB Mandelbrot
Cowles Foundation Discussion Paper No. 1165, 1997
1331997
Who are the value and growth investors?
S Betermier, LE Calvet, P Sodini
Journal of Finance 72 (1), 5-46, 2017
1302017
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
1092004
Can security design foster household risk-taking?
LE Calvet, C Célérier, P Sodini, B Vallee
Journal of Finance 78 (4), 1917-1966, 2023
95*2023
The cross-section of household preferences
LE Calvet, JY Campbell, F Gomes, P Sodini
National Bureau of Economic Research, 2021
912021
Rich pickings? Risk, return, and skill in the portfolios of the wealthy
L Bach, LE Calvet, P Sodini
CEPR Discussion Paper No. DP11734, 2016
822016
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