Laurent E. Calvet
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Laurent |
| middle: |
E. |
| last: |
Calvet |
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Research profile
author of:
- Rich Pickings? Risk, Return, and Skill in Household Wealth (RePEc:aea:aecrev:v:110:y:2020:i:9:p:2703-47)
by Laurent Bach & Laurent E. Calvet & Paolo Sodini - Measuring the Financial Sophistication of Households (RePEc:aea:aecrev:v:99:y:2009:i:2:p:393-98)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - State-Observation Sampling and the Econometrics of Learning Models (RePEc:arx:papers:1105.4519)
by Laurent E. Calvet & Veronika Czellar - Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios (RePEc:bla:jfinan:v:69:y:2014:i:2:p:867-906)
by Laurent E. Calvet & Paolo Sodini - Who Are the Value and Growth Investors? (RePEc:bla:jfinan:v:72:y:2017:i:1:p:5-46)
by Sebastien Betermier & Laurent E. Calvet & Paolo Sodini - Heterogeneous probabilities in complete asset markets (RePEc:cor:louvco:1998019)
by CALVET, Laurent & GRANDMONT, Jean-Michel & LEMAIRE, Isabelle - Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy (RePEc:cpr:ceprdp:11734)
by Bach, Laurent & Calvet, Laurent E & Sodini, Paolo - A Supply and Demand Approach to Equity Pricing (RePEc:cpr:ceprdp:13974)
by Betermier, Sebastien & Calvet, Laurent & Jo, Evan - Can Security Design Foster Household Risk-Taking? (RePEc:cpr:ceprdp:14955)
by Célérier, Claire & Vallee, Boris - The Cross-Section of Household Preferences (RePEc:cpr:ceprdp:16105)
by Campbell, John Y & Gomes, Francisco & Sodini, Paolo - Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets (RePEc:crs:wpaper:2001-01)
by Laurent Calvet & Jean-Michel Grandmont & Isabelle Lemaire - Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets (RePEc:crs:wpaper:2004-12)
by Laurent Calvet & Jean-Michel Grandmont & Isabelle Lemaire - Structural Dynamic Analysis of Systematic Risk (RePEc:crs:wpaper:2016-19)
by Laurent Calvet & Veronika Czellar & Christian Gouriéroux - Financial Innovation, Market Participation, and Asset Prices (RePEc:cup:jfinqa:v:39:y:2004:i:03:p:431-459_00)
by Calvet, Laurent & Gonzalez-Eiras, MartÃn & Sodini, Paolo - Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics (RePEc:cup:jfinqa:v:53:y:2018:i:02:p:937-963_00)
by Calvet, Laurent E. & Fisher, Adlai J. & Wu, Liuren - A Multifractal Model of Asset Returns (RePEc:cwl:cwldpp:1164)
by Benoit Mandelbrot & Adlai Fisher & Laurent Calvet - Large Deviations and the Distribution of Price Changes (RePEc:cwl:cwldpp:1165)
by Laurent Calvet & Adlai Fisher & Benoit Mandelbrot - Multifractality of Deutschemark/US Dollar Exchange Rates (RePEc:cwl:cwldpp:1166)
by Adlai Fisher & Laurent Calvet & Benoit Mandelbrot - Down or out: assessing the welfare costs of household investment mistakes (RePEc:ebg:heccah:0832)
by Calvet, Laurent & Campbell, John Y. & Sodini, Paolo - state-observation sampling and the econometrics of learning models (RePEc:ebg:heccah:0947)
by Calvet, Laurent-Emmanuel & Czellar , Veronika - Twin picks: disentangling the determinants of risk-taking in household portfolios (RePEc:ebg:heccah:0948)
by Calvet, Laurent-Emmanuel & Sodini, Paolo - What's Beneath the Surface? Option Pricing with Multifrequency Latent States (RePEc:ebg:heccah:0969)
by Calvet , Laurent E. & Fearnley, Marcus & Adlai J. , Fisher & Markus, Leippold - Who Are the Value and Growth Investors? (RePEc:ebg:heccah:1043)
by Calvet , Laurent & Betermier , Sebastien - Through the Looking Glass: Indirect Inference via Simple Equilibria (RePEc:ebg:heccah:1048)
by Calvet , Laurent & Czellar, Veronika - Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy (RePEc:ebg:heccah:1126)
by Calvet , Laurent E & Bach , Laurent & Sodini, Paolo - Forecasting multifractal volatility (RePEc:eee:econom:v:105:y:2001:i:1:p:27-58)
by Calvet, Laurent & Fisher, Adlai - Volatility comovement: a multifrequency approach (RePEc:eee:econom:v:131:y:2006:i:1-2:p:179-215)
by Calvet, Laurent E. & Fisher, Adlai J. & Thompson, Samuel B. - Through the looking glass: Indirect inference via simple equilibria (RePEc:eee:econom:v:185:y:2015:i:2:p:343-358)
by Calvet, Laurent E. & Czellar, Veronika - What is beneath the surface? Option pricing with multifrequency latent states (RePEc:eee:econom:v:187:y:2015:i:2:p:498-511)
by Calvet, Laurent E. & Fearnley, Marcus & Fisher, Adlai J. & Leippold, Markus - Incomplete Markets and Volatility (RePEc:eee:jetheo:v:98:y:2001:i:2:p:295-338)
by Calvet, Laurent E. - Multifrequency news and stock returns (RePEc:eee:jfinec:v:86:y:2007:i:1:p:178-212)
by Calvet, Laurent E. & Fisher, Adlai J. - Incomplete-market dynamics in a neoclassical production economy (RePEc:eee:mateco:v:41:y:2005:i:4-5:p:407-438)
by Angeletos, George-Marios & Calvet, Laurent-Emmanuel - Multifrequency jump-diffusions: An equilibrium approach (RePEc:eee:mateco:v:44:y:2008:i:2:p:207-226)
by Calvet, Laurent E. & Fisher, Adlai J. - Idiosyncratic production risk, growth and the business cycle (RePEc:eee:moneco:v:53:y:2006:i:6:p:1095-1115)
by Angeletos, George-Marios & Calvet, Laurent-Emmanuel - Multifractal Volatility (RePEc:eee:monogr:9780121500139)
by Calvet, Laurent E. & Fisher, Adlai J. - Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets (RePEc:eee:reecon:v:72:y:2018:i:1:p:117-146)
by Calvet, Laurent-Emmanuel & Grandmont, Jean-Michel & Lemaire, Isabelle - Incomplete Markets and Volatility (RePEc:fth:harver:1865)
by Laurent E. Calvet - Behavioral Heterogeneity and The Income Effect (RePEc:fth:harver:1892)
by Laurent E. Calvet & Etienne Comon - Forecasting Multifractal Volatility (RePEc:fth:harver:1902)
by Laurent Calvet - Incomplete Markets, Growth, and the Business Cycle (RePEc:fth:harver:1910)
by George-Marios Angeletos & Laurent E. Calvet - Financial Innovation, Market Participation and Asset Prices (RePEc:fth:harver:1928)
by Laurent Calvet & Martin Gonzalez-Eiras & Paolo Sodini - Idiosyncratic Production Risk, Growth and the Business Cycle (RePEc:fth:harver:1952)
by George-Marios Angeletos & Laurent E. Calvet - Regime-Switching and the Estimation of Multifractal Processes (RePEc:fth:harver:1999)
by Laurent Calvet & Adlai Fisher - Incomplete Market Dynamics in a Neoclassical Production Economy (RePEc:fth:harver:2058)
by George-Marios Angeletos & Laurent-Emmanuel Calvet - Down or Out: Assessing the Welfare Costs of Household Investment Mistakes (RePEc:fth:harver:2107)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Forecasting Multifractal Volatility (RePEc:fth:nystfi:99-017)
by Laurent Calvet & Adlai Fisher - A Multifractal Model of Assets Returns (RePEc:fth:nystfi:99-072)
by Laurent Calvet & Adlai Fisher & Benoit Mandelbrot - Volatility Comovement: a multifrequency approach (RePEc:hal:journl:hal-00459667)
by Laurent-Emmanuel Calvet & Adlai J. Fisher & Samuel B. Thompson - Multifrequency news and stock returns (RePEc:hal:journl:hal-00459675)
by Laurent-Emmanuel Calvet & Adlai J. Fisher - Multifrequency jump-diffusions: An equilibrium approach (RePEc:hal:journl:hal-00459681)
by Laurent-Emmanuel Calvet & Adlai J. Fisher - Fight Or Flight? Portfolio Rebalancing by Individual Investors (RePEc:hal:journl:hal-00459683)
by Laurent-Emmanuel Calvet & Paolo Sodini & John Y. Campbell - Measuring the Financial Sophistication of Households (RePEc:hal:journl:hal-00459687)
by Laurent-Emmanuel Calvet & John Y. Campbell & Paolo Sodini - Incomplete Markets and Volatility (RePEc:hal:journl:hal-00477462)
by Laurent-Emmanuel Calvet - Forecasting multifractal volatility (RePEc:hal:journl:hal-00477952)
by Laurent-Emmanuel Calvet & Adlai J. Fisher - Multifractality in Asset Returns: Theory and Evidence (RePEc:hal:journl:hal-00478175)
by Laurent-Emmanuel Calvet & Adlai J. Fisher - Behavioral Heterogeneity and the Income Effect (RePEc:hal:journl:hal-00478345)
by Laurent-Emmanuel Calvet & Etienne Comon - How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes (RePEc:hal:journl:hal-00478472)
by Laurent-Emmanuel Calvet & Adlai J. Fisher - Financial Innovation, Market Participation, and Asset Prices (RePEc:hal:journl:hal-00478480)
by Laurent-Emmanuel Calvet & Martin Gonzales-Eiras & Paolo Sodini - Down and Out : Assessing the Welfare Costs of Household investment Mistakes (RePEc:hal:journl:hal-00495593)
by J. Campbell & Paolo Sodini & Laurent-Emmanuel Calvet - Fight or Flight ? Portfolio Rebalancing by Individual Investors (RePEc:hal:journl:hal-00495693)
by J. Y. Campbell & P. Sodini & Laurent-Emmanuel Calvet - Household Heterogeneity in financial Market (RePEc:hal:journl:hal-00495698)
by Laurent-Emmanuel Calvet - Multifractal Volatility: Theory, Estimation and Forecasting (RePEc:hal:journl:hal-00495925)
by A. Fisher & Laurent-Emmanuel Calvet - Asset Pricing (RePEc:hal:journl:hal-00553973)
by Laurent-Emmanuel Calvet - Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) (RePEc:hal:journl:hal-00554140)
by P. Sodini & Laurent-Emmanuel Calvet - Efficient estimation of learning models (RePEc:hal:journl:hal-00577831)
by Laurent-Emmanuel Calvet - Multifractal Volatility: Theory, Forecasting and Pricing (RePEc:hal:journl:hal-00671877)
by Laurent E. Calvet & Adlai Fisher - Fractals (RePEc:hal:journl:hal-00671878)
by Laurent E. Calvet - Down or out: Assessing the welfare costs of household investment mistakes (RePEc:hal:journl:hal-00671903)
by Laurent E. Calvet & Paolo Sodini & John Y. Campbell - Accurate Methods for Approximate Bayesian Computation Filtering (RePEc:hal:journl:hal-02313212)
by Laurent E. Calvet & Veronika Czellar - Robust Filtering (RePEc:hal:journl:hal-02313229)
by Laurent E. Calvet & Veronika Czellar & Elvezio Ronchetti - Through the Looking Glass : Indirect Inference via Simple Equilibria (RePEc:hal:journl:hal-02313236)
by Laurent E. Calvet & Veronika Czellar - Incomplete Market Dynamics in a Neoclassical Production Economy (RePEc:hal:journl:halshs-00004728)
by George-Marios Angeletos & Laurent-Emmanuel Calvet - Idiosyncratic Production Risk, Growth and the Business Cycle (RePEc:hal:journl:halshs-00119533)
by Laurent-Emmanuel Calvet & George-Marios Angeletos - Multifrequency News and Stock Returns (RePEc:hal:wpaper:hal-00591678)
by Laurent-Emmanuel Calvet & Adlai J. Fisher - Idiosyncratic Production Risk, Growth and the Business Cycle (RePEc:hal:wpaper:hal-00593392)
by Laurent-Emmanuel Calvet & George-Marios Angeletos - Large Deviation Theory and the Distribution of Price Changes (RePEc:hal:wpaper:hal-00601869)
by Laurent-Emmanuel Calvet & Benoît B. Mandelbrot & Adlai J. Fisher - A Multifractal Model of Asset Returns (RePEc:hal:wpaper:hal-00601870)
by Laurent-Emmanuel Calvet & Benoît B. Mandelbrot & Adlai J. Fisher - Multifractality of US Dollar/Deutsche Mark Exchange Rates (RePEc:hal:wpaper:hal-00601871)
by Laurent-Emmanuel Calvet & Benoît B. Mandelbrot & Adlai J. Fisher - State-Observation Sampling and the Econometrics of Learning Models (RePEc:hal:wpaper:hal-00625500)
by Laurent-Emmanuel Calvet & Veronika Czellar - Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios (RePEc:hal:wpaper:hal-00625504)
by Laurent-Emmanuel Calvet & Paolo Sodini - Efficient Estimation of Learning Models (RePEc:hal:wpaper:hal-00674226)
by Laurent E. Calvet & Veronika Czellar - Down or Out: Assessing The Welfare Costs of Household Investment Mistakes (RePEc:hal:wpaper:hal-00674227)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Down or Out: Assessing The Welfare Costs of Household Investment Mistakes (RePEc:hal:wpaper:hal-00674229)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Idiosyncratic Production Risk, Growth and the Business Cycle (RePEc:hal:wpaper:hal-00674230)
by Laurent E. Calvet & George-Marios Angeletos - Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy (RePEc:hal:wpaper:hal-02002692)
by Laurent Bach & Laurent E. Calvet & Paolo Sodini - Through the Looking Glass: Indirect Inference via Simple Equilibria (RePEc:hal:wpaper:hal-02058272)
by Laurent E. Calvet & Veronika Czellar - Who Are the Value and Growth Investors? (RePEc:hal:wpaper:hal-02058282)
by Sebastien Betermier & Laurent E. Calvet & Paolo Sodini - Financial Innovation, Market Participation and Asset Prices (RePEc:hhs:hastef:0464)
by Calvet, Laurent & Gonzalez-Eiras, Martin & Sodini, Paolo - Down or Out: Assessing The Welfare Costs of Household Investment Mistakes (RePEc:hhs:rbnkwp:0195)
by Calvet, Laurent E. & Campbell, John Y. & Sodini, Paolo - Measuring the Financial Sophistication of Households (RePEc:hrv:faseco:2618438)
by Campbell, John & Calvet, Lauren E. & Sodini, Paolo - Down or Out: Assessing the Welfare Costs of Household Investment Mistakes (RePEc:hrv:faseco:3122488)
by Sodini, Paolo & Calvet, Laurent E. & Campbell, John - Volatility Comovement: A Multifrequency Approach (RePEc:nbr:nberte:0300)
by Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson - Incomplete Market Dynamics in a Neoclassical Production Economy (RePEc:nbr:nberwo:11016)
by George-Marios Angeletos & Laurent-Emmanuel Calvet - Multifrequency News and Stock Returns (RePEc:nbr:nberwo:11441)
by Laurent E. Calvet & Adlai J. Fisher - Down or Out: Assessing the Welfare Costs of Household Investment Mistakes (RePEc:nbr:nberwo:12030)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Multifrequency Jump-Diffusions: An Equilibrium Approach (RePEc:nbr:nberwo:12797)
by Laurent E. Calvet & Adlai J. Fisher - Fight or Flight? Portfolio Rebalancing by Individual Investors (RePEc:nbr:nberwo:14177)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Measuring the Financial Sophistication of Households (RePEc:nbr:nberwo:14699)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios (RePEc:nbr:nberwo:15859)
by Laurent E. Calvet & Paolo Sodini - The Cross-Section of Household Preferences (RePEc:nbr:nberwo:28788)
by Laurent E. Calvet & John Y. Campbell & Francisco Gomes & Paolo Sodini - Idiosyncratic Production Risk, Growth, and the Business Cycle (RePEc:nbr:nberwo:9764)
by George-Marios Angeletos & Laurent Calvet - Regime-Switching and the Estimation of Multifractal Processes (RePEc:nbr:nberwo:9839)
by Laurent Calvet & Adlai Fisher - Financial Innovation, Market Participation and Asset Prices (RePEc:nbr:nberwo:9840)
by Laurent Calvet & Martin Gonzalez-Eiras & Paolo Sodini - Accurate Methods for Approximate Bayesian Computation Filtering (RePEc:oup:jfinec:v:13:y:2015:i:4:p:798-838.)
by Laurent E. Calvet & Veronika Czellar - How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes (RePEc:oup:jfinec:v:2:y:2004:i:1:p:49-83)
by Laurent E. Calvet - Fight or Flight? Portfolio Rebalancing by Individual Investors (RePEc:oup:qjecon:v:124:y:2009:i:1:p:301-348.)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Financial Innovation, Market Participation, and Asset Prices (RePEc:sad:wpaper:76)
by Martin Gonzalez Eiras & Laurent Calvet & Paolo Sodini - Robust Filtering (RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1591-1606)
by Laurent E. Calvet & Veronika Czellar & Elvezio Ronchetti - Multifractality In Asset Returns: Theory And Evidence (RePEc:tpr:restat:v:84:y:2002:i:3:p:381-406)
by Laurent Calvet & Adlai Fisher - Behavioral Heterogeneity and the Income Effect (RePEc:tpr:restat:v:85:y:2003:i:3:p:653-669)
by Laurent Calvet & Etienne Comon - Down or Out: Assessing the Welfare Costs of Household Investment Mistakes (RePEc:ucp:jpolec:v:115:y:2007:i:5:p:707-747)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Who are the value and growth investors? (RePEc:zbw:cfswop:455)
by Betermier, Sebastien & Calvet, Laurent E. & Sodini, Paolo - Twin picks: Disentangling the determinants of risk-taking in household portfolios (RePEc:zbw:safewp:13)
by Calvet, Laurent E. & Sodini, Paolo