Laurent E. Calvet

Best Publications

• Down or Out: Assessing the Welfare Costs of Household Investment Mistakes

  Laurent E. Calvet;John Y. Campbell;John Y. Campbell;Paolo Sodini

  1362
  Citations

• Measuring the Financial Sophistication of Households

  Laurent-Emmanuel Calvet;John Y. Campbell;Paolo Sodini

  1033
  Citations

• A Multifractal Model of Asset Returns

  Benoît Mandelbrot;Adlai Fisher;Laurent Calvet

  781
  Citations

• Fight or Flight? Portfolio Rebalancing by Individual Investors

  Laurent E. Calvet;John Y. Campbell;Paolo Sodini

  675
  Citations

• MULTIFRACTALITY IN ASSET RETURNS: THEORY AND EVIDENCE

  Laurent Calvet;Adlai Fisher

  474
  Citations

• How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes

  Laurent E. Calvet;Adlai J. Fisher

  410
  Citations

• Forecasting multifractal volatility

  Laurent Calvet;Adlai Fisher

  388
  Citations

• Twin Picks: Disentangling the Determinants of Risk‐Taking in Household Portfolios

  Laurent-Emmanuel Calvet;Paolo Sodini

  320
  Citations

• Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios: Determinants of Risk-Taking in Household Portfolios

  Laurent E. Calvet;Paolo Sodini

  263
  Citations

• Down or Out: Assessing the Welfare Costs of Household Investment Mistakes

  Laurent E. Calvet;Laurent E. Calvet;John Y. Campbell;John Y. Campbell;Paolo Sodini

  263
  Citations

• Multifractal Volatility: Theory, Forecasting, and Pricing

  Laurent E. Calvet;Adlai J. Fisher

  250
  Citations

• Multifractality of Deutschemark/US Dollar Exchange Rates

  Adlai Fisher;Laurent Calvet;Benoît Mandelbrot

  233
  Citations

• Idiosyncratic production risk, growth, and the business cycle

  George-Marios Angeletos;Laurent-Emmanuel Calvet;Laurent-Emmanuel Calvet

  216
  Citations

• Rich Pickings? Risk, Return, and Skill in Household Wealth

  Laurent Bach;Laurent E. Calvet;Paolo Sodini

  203
  Citations

• Volatility comovement: a multifrequency approach

  Laurent E. Calvet;Laurent E. Calvet;Laurent E. Calvet;Adlai J. Fisher;Samuel B. Thompson

  174
  Citations

• Multifrequency news and stock returns

  Laurent-Emmanuel Calvet;Adlai J. Fisher

  173
  Citations

• Large Deviations and the Distribution of Price Changes

  Laurent Calvet;Adlai Fisher;Benoît Mandelbrot

  137
  Citations

• Financial Innovation, Market Participation, and Asset Prices

  Laurent Calvet;Martin Gonzalez-Eiras;Paolo Sodini

  128
  Citations

• Who are the Value and Growth Investors

  Sebastien Betermier;Laurent E. Calvet;Paolo Sodini

  112
  Citations

• Incomplete Markets and Volatility

  Laurent-Emmanuel Calvet

  88
  Citations