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Laurent E. Calvet

Laurent E. Calvet

D-Index & Metrics

Economics and Finance

D-Index
33
Citations
9022
World Ranking
3182
National Ranking
85

Best Publications

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

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

  • Measuring the Financial Sophistication of Households

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

  • A Multifractal Model of Asset Returns

    Benoît Mandelbrot;Adlai Fisher;Laurent Calvet

  • Fight or Flight? Portfolio Rebalancing by Individual Investors

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

  • MULTIFRACTALITY IN ASSET RETURNS: THEORY AND EVIDENCE

    Laurent Calvet;Adlai Fisher

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

    Laurent E. Calvet;Adlai J. Fisher

  • Forecasting multifractal volatility

    Laurent Calvet;Adlai Fisher

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

    Laurent-Emmanuel Calvet;Paolo Sodini

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

    Laurent E. Calvet;Paolo Sodini

  • 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

  • Multifractal Volatility: Theory, Forecasting, and Pricing

    Laurent E. Calvet;Adlai J. Fisher

  • Multifractality of Deutschemark/US Dollar Exchange Rates

    Adlai Fisher;Laurent Calvet;Benoît Mandelbrot

  • Idiosyncratic production risk, growth, and the business cycle

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

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

    Laurent Bach;Laurent E. Calvet;Paolo Sodini

  • Volatility comovement: a multifrequency approach

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

  • Multifrequency news and stock returns

    Laurent-Emmanuel Calvet;Adlai J. Fisher

  • Large Deviations and the Distribution of Price Changes

    Laurent Calvet;Adlai Fisher;Benoît Mandelbrot

  • Financial Innovation, Market Participation, and Asset Prices

    Laurent Calvet;Martin Gonzalez-Eiras;Paolo Sodini

  • Who are the Value and Growth Investors

    Sebastien Betermier;Laurent E. Calvet;Paolo Sodini

  • Incomplete Markets and Volatility

    Laurent-Emmanuel Calvet

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