Suivre
Laurent E. Calvet
Laurent E. Calvet
Professor of Finance, EDHEC Business School
Adresse e-mail validée de edhec.edu - Page d'accueil
Titre
Citée par
Citée par
Année
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
11262007
A multifractal model of asset returns
LE Calvet, AJ Fisher, BB Mandelbrot
Cowles Foundation Discussion Paper No. 1164, 1997
738*1997
Fight or flight? Portfolio rebalancing by individual investors
LE Calvet, JY Campbell, P Sodini
Quarterly Journal of Economics 124 (1), 301-348, 2009
6422009
Measuring the financial sophistication of households
LE Calvet, JY Campbell, P Sodini
American Economic Review 99 (2), 393-398, 2009
6342009
Multifractality in asset returns: Theory and evidence
LE Calvet, A Fisher
Review of Economics and Statistics 84 (3), 381-406, 2002
4232002
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
3802004
Forecasting multifractal volatility
LE Calvet, A Fisher
Journal of Econometrics 105 (1), 27-58, 2001
3592001
Twin picks: Disentangling the determinants of risk‐taking in household portfolios
LE Calvet, P Sodini
Journal of Finance 69 (2), 867-906, 2014
2812014
Multifractal volatility: Theory, forecasting, and pricing
LE Calvet, A Fisher
Academic Press, 2008
2452008
Multifractality of Deutschemark/US dollar exchange rates
LE Calvet, AJ Fisher, BB Mandelbrot
Cowles Foundation discussion paper No. 1166, 1997
223*1997
Idiosyncratic production risk, growth and the business cycle
GM Angeletos, LE Calvet
Journal of Monetary Economics 53 (6), 1095-1115, 2006
1982006
Rich pickings? Risk, return, and skill in household wealth
L Bach, LE Calvet, P Sodini
American Economic Review 110 (9), 2703-2747, 2020
1652020
Large deviations and the distribution of price changes
LE Calvet, AJ Fisher, BB Mandelbrot
Cowles Foundation Discussion Paper No. 1165, 1997
156*1997
Volatility comovement: A multifrequency approach
LE Calvet, AJ Fisher, SB Thompson
Journal of Econometrics 131 (1), 179-215, 2006
1412006
Multifrequency news and stock returns
LE Calvet, AJ Fisher
Journal of Financial Economics 86 (1), 178-212, 2007
1322007
Who are the value and growth investors?
S Betermier, LE Calvet, P Sodini
Journal of Finance 72 (1), 5-46, 2017
1042017
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
952004
Rich pickings? Risk, return, and skill in the portfolios of the wealthy
L Bach, LE Calvet, P Sodini
CEPR Discussion Paper No. DP11734, 2016
772016
Incomplete markets and volatility
LE Calvet
Journal of Economic Theory 98 (2), 295-338, 2001
722001
Aggregation of heterogeneous beliefs, risk sharing and asset pricing in complete financial markets
LE Calvet, JM Grandmont, I Lemaire
Research in Economics 72 (1), 117-146, 2018
61*2018
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–20