Concepedia

Laurent E. Calvet

LE

48

Publications

5K

Citations

29

H-Index

1997

Active since

Affiliations

Ecole des Hautes Etudes Commerciales du Nord(Current)

Center for Economic and Policy Research

Stockholm School of Economics

Harvard University

National Bureau of Economic Research

Laurent E. Calvet is an author at Ecole des Hautes Etudes Commerciales du Nord specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingEconomic AnalysisFinancial EconomicsStatisticsManagementEngineeringEconometrics

Publications per year

1997–2023

48

Publications

48

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

Laurent E. Calvet, John Y. Campbell, Paolo Sodini · Journal of Political Economy · 2007 · 999 citations

Fight Or Flight? Portfolio Rebalancing by Individual Investors<sup>*</sup>

Laurent E. Calvet, John Y. Campbell, Paolo Sodini · The Quarterly Journal of Economics · 2009 · 468 citations

Multifractality in Asset Returns: Theory and Evidence

Laurent E. Calvet, Adlai J. Fisher · The Review of Economics and Statistics · 2002 · 378 citations

Volatility Persistence, Volatility Modeling, Financial Economics +11

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

Laurent E. Calvet, John Y. Campbell, Paolo Sodini · SSRN Electronic Journal · 2006 · 373 citations · Full text

Welfare Costs, Economics, Public Policy +10

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

Laurent E. Calvet · Journal of Financial Econometrics · 2004 · 304 citations

Forecasting Methodology, Volatility Modeling, Engineering +17

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